CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 31-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2023 |
31-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7575 |
0.7557 |
-0.0018 |
-0.2% |
0.7587 |
High |
0.7586 |
0.7613 |
0.0027 |
0.4% |
0.7616 |
Low |
0.7562 |
0.7555 |
-0.0007 |
-0.1% |
0.7562 |
Close |
0.7566 |
0.7603 |
0.0038 |
0.5% |
0.7566 |
Range |
0.0025 |
0.0058 |
0.0034 |
136.7% |
0.0055 |
ATR |
0.0036 |
0.0038 |
0.0002 |
4.2% |
0.0000 |
Volume |
108 |
148 |
40 |
37.0% |
482 |
|
Daily Pivots for day following 31-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7764 |
0.7742 |
0.7635 |
|
R3 |
0.7706 |
0.7684 |
0.7619 |
|
R2 |
0.7648 |
0.7648 |
0.7614 |
|
R1 |
0.7626 |
0.7626 |
0.7608 |
0.7637 |
PP |
0.7590 |
0.7590 |
0.7590 |
0.7596 |
S1 |
0.7568 |
0.7568 |
0.7598 |
0.7579 |
S2 |
0.7532 |
0.7532 |
0.7592 |
|
S3 |
0.7474 |
0.7510 |
0.7587 |
|
S4 |
0.7416 |
0.7452 |
0.7571 |
|
|
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 |
0.7615 |
0.7555 |
0.0060 |
0.8% |
0.0036 |
0.5% |
81% |
False |
True |
108 |
10 |
0.7636 |
0.7555 |
0.0081 |
1.1% |
0.0035 |
0.5% |
59% |
False |
True |
102 |
20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0039 |
0.5% |
70% |
False |
False |
156 |
40 |
0.7652 |
0.7463 |
0.0190 |
2.5% |
0.0034 |
0.4% |
74% |
False |
False |
160 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0030 |
0.4% |
84% |
False |
False |
120 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0028 |
0.4% |
84% |
False |
False |
93 |
100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
87% |
False |
False |
80 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
87% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7860 |
2.618 |
0.7765 |
1.618 |
0.7707 |
1.000 |
0.7671 |
0.618 |
0.7649 |
HIGH |
0.7613 |
0.618 |
0.7591 |
0.500 |
0.7584 |
0.382 |
0.7577 |
LOW |
0.7555 |
0.618 |
0.7519 |
1.000 |
0.7497 |
1.618 |
0.7461 |
2.618 |
0.7403 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 31-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7597 |
0.7597 |
PP |
0.7590 |
0.7590 |
S1 |
0.7584 |
0.7584 |
|