CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7588 |
0.7575 |
-0.0013 |
-0.2% |
0.7587 |
High |
0.7608 |
0.7586 |
-0.0022 |
-0.3% |
0.7616 |
Low |
0.7569 |
0.7562 |
-0.0007 |
-0.1% |
0.7562 |
Close |
0.7572 |
0.7566 |
-0.0006 |
-0.1% |
0.7566 |
Range |
0.0040 |
0.0025 |
-0.0015 |
-38.0% |
0.0055 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
144 |
108 |
-36 |
-25.0% |
482 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7645 |
0.7630 |
0.7579 |
|
R3 |
0.7620 |
0.7605 |
0.7572 |
|
R2 |
0.7596 |
0.7596 |
0.7570 |
|
R1 |
0.7581 |
0.7581 |
0.7568 |
0.7576 |
PP |
0.7571 |
0.7571 |
0.7571 |
0.7569 |
S1 |
0.7556 |
0.7556 |
0.7563 |
0.7551 |
S2 |
0.7547 |
0.7547 |
0.7561 |
|
S3 |
0.7522 |
0.7532 |
0.7559 |
|
S4 |
0.7498 |
0.7507 |
0.7552 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7745 |
0.7710 |
0.7595 |
|
R3 |
0.7690 |
0.7655 |
0.7580 |
|
R2 |
0.7636 |
0.7636 |
0.7575 |
|
R1 |
0.7601 |
0.7601 |
0.7570 |
0.7591 |
PP |
0.7581 |
0.7581 |
0.7581 |
0.7576 |
S1 |
0.7546 |
0.7546 |
0.7561 |
0.7536 |
S2 |
0.7527 |
0.7527 |
0.7556 |
|
S3 |
0.7472 |
0.7492 |
0.7551 |
|
S4 |
0.7418 |
0.7437 |
0.7536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7616 |
0.7562 |
0.0055 |
0.7% |
0.0030 |
0.4% |
7% |
False |
True |
96 |
10 |
0.7636 |
0.7562 |
0.0075 |
1.0% |
0.0033 |
0.4% |
5% |
False |
True |
104 |
20 |
0.7652 |
0.7489 |
0.0163 |
2.2% |
0.0038 |
0.5% |
47% |
False |
False |
155 |
40 |
0.7652 |
0.7409 |
0.0243 |
3.2% |
0.0034 |
0.4% |
64% |
False |
False |
156 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0030 |
0.4% |
71% |
False |
False |
120 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0027 |
0.4% |
71% |
False |
False |
92 |
100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
78% |
False |
False |
81 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
78% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7690 |
2.618 |
0.7650 |
1.618 |
0.7626 |
1.000 |
0.7611 |
0.618 |
0.7601 |
HIGH |
0.7586 |
0.618 |
0.7577 |
0.500 |
0.7574 |
0.382 |
0.7571 |
LOW |
0.7562 |
0.618 |
0.7546 |
1.000 |
0.7537 |
1.618 |
0.7522 |
2.618 |
0.7497 |
4.250 |
0.7457 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7574 |
0.7585 |
PP |
0.7571 |
0.7578 |
S1 |
0.7568 |
0.7572 |
|