CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7548 |
0.7574 |
0.0026 |
0.3% |
0.7564 |
High |
0.7573 |
0.7623 |
0.0050 |
0.7% |
0.7592 |
Low |
0.7546 |
0.7573 |
0.0027 |
0.4% |
0.7489 |
Close |
0.7568 |
0.7599 |
0.0031 |
0.4% |
0.7553 |
Range |
0.0027 |
0.0050 |
0.0023 |
83.3% |
0.0103 |
ATR |
0.0035 |
0.0036 |
0.0001 |
4.0% |
0.0000 |
Volume |
277 |
274 |
-3 |
-1.1% |
696 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7747 |
0.7722 |
0.7626 |
|
R3 |
0.7697 |
0.7673 |
0.7613 |
|
R2 |
0.7648 |
0.7648 |
0.7608 |
|
R1 |
0.7623 |
0.7623 |
0.7604 |
0.7636 |
PP |
0.7598 |
0.7598 |
0.7598 |
0.7604 |
S1 |
0.7574 |
0.7574 |
0.7594 |
0.7586 |
S2 |
0.7549 |
0.7549 |
0.7590 |
|
S3 |
0.7499 |
0.7524 |
0.7585 |
|
S4 |
0.7450 |
0.7475 |
0.7572 |
|
|
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 |
0.7623 |
0.7489 |
0.0134 |
1.8% |
0.0041 |
0.5% |
82% |
True |
False |
175 |
10 |
0.7623 |
0.7489 |
0.0134 |
1.8% |
0.0038 |
0.5% |
82% |
True |
False |
177 |
20 |
0.7639 |
0.7489 |
0.0150 |
2.0% |
0.0036 |
0.5% |
73% |
False |
False |
194 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0028 |
0.4% |
86% |
False |
False |
133 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0026 |
0.3% |
86% |
False |
False |
93 |
80 |
0.7639 |
0.7274 |
0.0365 |
4.8% |
0.0025 |
0.3% |
89% |
False |
False |
75 |
100 |
0.7639 |
0.7264 |
0.0376 |
4.9% |
0.0026 |
0.3% |
89% |
False |
False |
70 |
120 |
0.7639 |
0.7264 |
0.0376 |
4.9% |
0.0025 |
0.3% |
89% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7833 |
2.618 |
0.7752 |
1.618 |
0.7703 |
1.000 |
0.7672 |
0.618 |
0.7653 |
HIGH |
0.7623 |
0.618 |
0.7604 |
0.500 |
0.7598 |
0.382 |
0.7592 |
LOW |
0.7573 |
0.618 |
0.7542 |
1.000 |
0.7524 |
1.618 |
0.7493 |
2.618 |
0.7443 |
4.250 |
0.7363 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7599 |
0.7592 |
PP |
0.7598 |
0.7586 |
S1 |
0.7598 |
0.7579 |
|