CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7543 |
0.7503 |
-0.0040 |
-0.5% |
0.7564 |
High |
0.7546 |
0.7555 |
0.0010 |
0.1% |
0.7592 |
Low |
0.7498 |
0.7489 |
-0.0009 |
-0.1% |
0.7489 |
Close |
0.7505 |
0.7553 |
0.0048 |
0.6% |
0.7553 |
Range |
0.0048 |
0.0066 |
0.0019 |
38.9% |
0.0103 |
ATR |
0.0035 |
0.0037 |
0.0002 |
6.4% |
0.0000 |
Volume |
148 |
138 |
-10 |
-6.8% |
696 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7730 |
0.7707 |
0.7589 |
|
R3 |
0.7664 |
0.7641 |
0.7571 |
|
R2 |
0.7598 |
0.7598 |
0.7565 |
|
R1 |
0.7575 |
0.7575 |
0.7559 |
0.7587 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7538 |
S1 |
0.7509 |
0.7509 |
0.7546 |
0.7521 |
S2 |
0.7466 |
0.7466 |
0.7540 |
|
S3 |
0.7400 |
0.7443 |
0.7534 |
|
S4 |
0.7334 |
0.7377 |
0.7516 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7852 |
0.7805 |
0.7609 |
|
R3 |
0.7749 |
0.7702 |
0.7581 |
|
R2 |
0.7647 |
0.7647 |
0.7571 |
|
R1 |
0.7600 |
0.7600 |
0.7562 |
0.7572 |
PP |
0.7544 |
0.7544 |
0.7544 |
0.7531 |
S1 |
0.7497 |
0.7497 |
0.7543 |
0.7470 |
S2 |
0.7442 |
0.7442 |
0.7534 |
|
S3 |
0.7339 |
0.7395 |
0.7524 |
|
S4 |
0.7237 |
0.7292 |
0.7496 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7592 |
0.7489 |
0.0103 |
1.4% |
0.0043 |
0.6% |
62% |
False |
True |
164 |
10 |
0.7639 |
0.7489 |
0.0150 |
2.0% |
0.0038 |
0.5% |
42% |
False |
True |
159 |
20 |
0.7639 |
0.7489 |
0.0150 |
2.0% |
0.0033 |
0.4% |
42% |
False |
True |
175 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0027 |
0.4% |
70% |
False |
False |
119 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0026 |
0.3% |
70% |
False |
False |
84 |
80 |
0.7639 |
0.7270 |
0.0369 |
4.9% |
0.0025 |
0.3% |
77% |
False |
False |
69 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
77% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7836 |
2.618 |
0.7728 |
1.618 |
0.7662 |
1.000 |
0.7621 |
0.618 |
0.7596 |
HIGH |
0.7555 |
0.618 |
0.7530 |
0.500 |
0.7522 |
0.382 |
0.7514 |
LOW |
0.7489 |
0.618 |
0.7448 |
1.000 |
0.7423 |
1.618 |
0.7382 |
2.618 |
0.7316 |
4.250 |
0.7209 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7542 |
0.7548 |
PP |
0.7532 |
0.7544 |
S1 |
0.7522 |
0.7540 |
|