CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7587 |
0.7611 |
0.0024 |
0.3% |
0.7573 |
High |
0.7616 |
0.7615 |
-0.0002 |
0.0% |
0.7636 |
Low |
0.7587 |
0.7587 |
-0.0001 |
0.0% |
0.7568 |
Close |
0.7609 |
0.7606 |
-0.0003 |
0.0% |
0.7587 |
Range |
0.0029 |
0.0028 |
-0.0001 |
-3.4% |
0.0068 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
88 |
107 |
19 |
21.6% |
566 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7686 |
0.7674 |
0.7621 |
|
R3 |
0.7658 |
0.7646 |
0.7613 |
|
R2 |
0.7630 |
0.7630 |
0.7611 |
|
R1 |
0.7618 |
0.7618 |
0.7608 |
0.7610 |
PP |
0.7602 |
0.7602 |
0.7602 |
0.7598 |
S1 |
0.7590 |
0.7590 |
0.7603 |
0.7582 |
S2 |
0.7574 |
0.7574 |
0.7600 |
|
S3 |
0.7546 |
0.7562 |
0.7598 |
|
S4 |
0.7518 |
0.7534 |
0.7590 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7801 |
0.7762 |
0.7624 |
|
R3 |
0.7733 |
0.7694 |
0.7606 |
|
R2 |
0.7665 |
0.7665 |
0.7599 |
|
R1 |
0.7626 |
0.7626 |
0.7593 |
0.7646 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7607 |
S1 |
0.7558 |
0.7558 |
0.7581 |
0.7578 |
S2 |
0.7529 |
0.7529 |
0.7575 |
|
S3 |
0.7461 |
0.7490 |
0.7568 |
|
S4 |
0.7393 |
0.7422 |
0.7550 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7636 |
0.7576 |
0.0061 |
0.8% |
0.0032 |
0.4% |
50% |
False |
False |
102 |
10 |
0.7652 |
0.7568 |
0.0084 |
1.1% |
0.0041 |
0.5% |
45% |
False |
False |
168 |
20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0039 |
0.5% |
71% |
False |
False |
173 |
40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0033 |
0.4% |
85% |
False |
False |
164 |
60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0030 |
0.4% |
85% |
False |
False |
116 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0027 |
0.3% |
85% |
False |
False |
90 |
100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
88% |
False |
False |
81 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
88% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7734 |
2.618 |
0.7688 |
1.618 |
0.7660 |
1.000 |
0.7643 |
0.618 |
0.7632 |
HIGH |
0.7615 |
0.618 |
0.7604 |
0.500 |
0.7601 |
0.382 |
0.7597 |
LOW |
0.7587 |
0.618 |
0.7569 |
1.000 |
0.7559 |
1.618 |
0.7541 |
2.618 |
0.7513 |
4.250 |
0.7468 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7604 |
0.7602 |
PP |
0.7602 |
0.7599 |
S1 |
0.7601 |
0.7596 |
|