CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7641 |
0.7573 |
-0.0068 |
-0.9% |
0.7549 |
High |
0.7652 |
0.7613 |
-0.0040 |
-0.5% |
0.7652 |
Low |
0.7576 |
0.7573 |
-0.0003 |
0.0% |
0.7535 |
Close |
0.7585 |
0.7601 |
0.0016 |
0.2% |
0.7585 |
Range |
0.0077 |
0.0040 |
-0.0037 |
-48.4% |
0.0117 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
Volume |
276 |
169 |
-107 |
-38.8% |
1,235 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7714 |
0.7697 |
0.7622 |
|
R3 |
0.7674 |
0.7657 |
0.7611 |
|
R2 |
0.7635 |
0.7635 |
0.7608 |
|
R1 |
0.7618 |
0.7618 |
0.7604 |
0.7626 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7600 |
S1 |
0.7578 |
0.7578 |
0.7597 |
0.7587 |
S2 |
0.7556 |
0.7556 |
0.7593 |
|
S3 |
0.7516 |
0.7539 |
0.7590 |
|
S4 |
0.7477 |
0.7499 |
0.7579 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7942 |
0.7880 |
0.7649 |
|
R3 |
0.7825 |
0.7763 |
0.7617 |
|
R2 |
0.7708 |
0.7708 |
0.7606 |
|
R1 |
0.7646 |
0.7646 |
0.7595 |
0.7677 |
PP |
0.7591 |
0.7591 |
0.7591 |
0.7606 |
S1 |
0.7529 |
0.7529 |
0.7574 |
0.7560 |
S2 |
0.7474 |
0.7474 |
0.7563 |
|
S3 |
0.7357 |
0.7412 |
0.7552 |
|
S4 |
0.7240 |
0.7295 |
0.7520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7652 |
0.7546 |
0.0106 |
1.4% |
0.0047 |
0.6% |
51% |
False |
False |
273 |
10 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0042 |
0.6% |
68% |
False |
False |
210 |
20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0038 |
0.5% |
68% |
False |
False |
180 |
40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0031 |
0.4% |
83% |
False |
False |
153 |
60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0029 |
0.4% |
83% |
False |
False |
107 |
80 |
0.7652 |
0.7274 |
0.0378 |
5.0% |
0.0026 |
0.3% |
86% |
False |
False |
84 |
100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.3% |
87% |
False |
False |
77 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
87% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7780 |
2.618 |
0.7716 |
1.618 |
0.7676 |
1.000 |
0.7652 |
0.618 |
0.7637 |
HIGH |
0.7613 |
0.618 |
0.7597 |
0.500 |
0.7593 |
0.382 |
0.7588 |
LOW |
0.7573 |
0.618 |
0.7549 |
1.000 |
0.7534 |
1.618 |
0.7509 |
2.618 |
0.7470 |
4.250 |
0.7405 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7613 |
PP |
0.7595 |
0.7609 |
S1 |
0.7593 |
0.7605 |
|