CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 11-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7549 |
0.7548 |
-0.0001 |
0.0% |
0.7564 |
High |
0.7552 |
0.7573 |
0.0021 |
0.3% |
0.7592 |
Low |
0.7535 |
0.7546 |
0.0011 |
0.1% |
0.7489 |
Close |
0.7548 |
0.7568 |
0.0020 |
0.3% |
0.7553 |
Range |
0.0017 |
0.0027 |
0.0010 |
58.8% |
0.0103 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
38 |
277 |
239 |
628.9% |
696 |
|
Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7643 |
0.7633 |
0.7583 |
|
R3 |
0.7616 |
0.7606 |
0.7575 |
|
R2 |
0.7589 |
0.7589 |
0.7573 |
|
R1 |
0.7579 |
0.7579 |
0.7570 |
0.7584 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7565 |
S1 |
0.7552 |
0.7552 |
0.7566 |
0.7557 |
S2 |
0.7535 |
0.7535 |
0.7563 |
|
S3 |
0.7508 |
0.7525 |
0.7561 |
|
S4 |
0.7481 |
0.7498 |
0.7553 |
|
|
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% |
0.0041 |
0.5% |
77% |
False |
False |
194 |
10 |
0.7639 |
0.7489 |
0.0150 |
2.0% |
0.0036 |
0.5% |
53% |
False |
False |
178 |
20 |
0.7639 |
0.7489 |
0.0150 |
2.0% |
0.0034 |
0.5% |
53% |
False |
False |
183 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0028 |
0.4% |
75% |
False |
False |
126 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0026 |
0.3% |
76% |
False |
False |
89 |
80 |
0.7639 |
0.7274 |
0.0365 |
4.8% |
0.0025 |
0.3% |
81% |
False |
False |
72 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0026 |
0.3% |
81% |
False |
False |
67 |
120 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
81% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7644 |
1.618 |
0.7617 |
1.000 |
0.7600 |
0.618 |
0.7590 |
HIGH |
0.7573 |
0.618 |
0.7563 |
0.500 |
0.7560 |
0.382 |
0.7556 |
LOW |
0.7546 |
0.618 |
0.7529 |
1.000 |
0.7519 |
1.618 |
0.7502 |
2.618 |
0.7475 |
4.250 |
0.7431 |
|
|
Fisher Pivots for day following 11-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7565 |
0.7556 |
PP |
0.7562 |
0.7543 |
S1 |
0.7560 |
0.7531 |
|