CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7610 |
0.0022 |
0.3% |
0.7549 |
High |
0.7610 |
0.7615 |
0.0005 |
0.1% |
0.7652 |
Low |
0.7568 |
0.7595 |
0.0027 |
0.4% |
0.7535 |
Close |
0.7606 |
0.7614 |
0.0008 |
0.1% |
0.7585 |
Range |
0.0042 |
0.0020 |
-0.0022 |
-53.0% |
0.0117 |
ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
78 |
202 |
124 |
159.0% |
1,235 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7666 |
0.7659 |
0.7624 |
|
R3 |
0.7647 |
0.7640 |
0.7619 |
|
R2 |
0.7627 |
0.7627 |
0.7617 |
|
R1 |
0.7620 |
0.7620 |
0.7615 |
0.7624 |
PP |
0.7608 |
0.7608 |
0.7608 |
0.7609 |
S1 |
0.7601 |
0.7601 |
0.7612 |
0.7604 |
S2 |
0.7588 |
0.7588 |
0.7610 |
|
S3 |
0.7569 |
0.7581 |
0.7608 |
|
S4 |
0.7549 |
0.7562 |
0.7603 |
|
|
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 |
0.7568 |
0.0084 |
1.1% |
0.0044 |
0.6% |
54% |
False |
False |
219 |
10 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0043 |
0.6% |
76% |
False |
False |
197 |
20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0038 |
0.5% |
76% |
False |
False |
177 |
40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0031 |
0.4% |
87% |
False |
False |
159 |
60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0029 |
0.4% |
87% |
False |
False |
111 |
80 |
0.7652 |
0.7346 |
0.0307 |
4.0% |
0.0025 |
0.3% |
87% |
False |
False |
87 |
100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
90% |
False |
False |
79 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
90% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7697 |
2.618 |
0.7666 |
1.618 |
0.7646 |
1.000 |
0.7634 |
0.618 |
0.7627 |
HIGH |
0.7615 |
0.618 |
0.7607 |
0.500 |
0.7605 |
0.382 |
0.7602 |
LOW |
0.7595 |
0.618 |
0.7583 |
1.000 |
0.7576 |
1.618 |
0.7563 |
2.618 |
0.7544 |
4.250 |
0.7512 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7611 |
0.7606 |
PP |
0.7608 |
0.7599 |
S1 |
0.7605 |
0.7591 |
|