CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7530 |
0.0008 |
0.1% |
0.7472 |
| High |
0.7542 |
0.7550 |
0.0008 |
0.1% |
0.7530 |
| Low |
0.7522 |
0.7529 |
0.0007 |
0.1% |
0.7463 |
| Close |
0.7532 |
0.7529 |
-0.0003 |
0.0% |
0.7509 |
| Range |
0.0020 |
0.0021 |
0.0001 |
2.5% |
0.0068 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
637 |
217 |
-420 |
-65.9% |
578 |
|
| Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7597 |
0.7584 |
0.7540 |
|
| R3 |
0.7577 |
0.7563 |
0.7535 |
|
| R2 |
0.7556 |
0.7556 |
0.7533 |
|
| R1 |
0.7543 |
0.7543 |
0.7531 |
0.7539 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7534 |
| S1 |
0.7522 |
0.7522 |
0.7527 |
0.7519 |
| S2 |
0.7515 |
0.7515 |
0.7525 |
|
| S3 |
0.7495 |
0.7502 |
0.7523 |
|
| S4 |
0.7474 |
0.7481 |
0.7518 |
|
|
| Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7674 |
0.7546 |
|
| R3 |
0.7636 |
0.7606 |
0.7528 |
|
| R2 |
0.7568 |
0.7568 |
0.7521 |
|
| R1 |
0.7539 |
0.7539 |
0.7515 |
0.7553 |
| PP |
0.7501 |
0.7501 |
0.7501 |
0.7508 |
| S1 |
0.7471 |
0.7471 |
0.7503 |
0.7486 |
| S2 |
0.7433 |
0.7433 |
0.7497 |
|
| S3 |
0.7366 |
0.7404 |
0.7490 |
|
| S4 |
0.7298 |
0.7336 |
0.7472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7550 |
0.7494 |
0.0056 |
0.7% |
0.0018 |
0.2% |
63% |
True |
False |
210 |
| 10 |
0.7550 |
0.7409 |
0.0141 |
1.9% |
0.0023 |
0.3% |
85% |
True |
False |
153 |
| 20 |
0.7550 |
0.7351 |
0.0199 |
2.6% |
0.0022 |
0.3% |
90% |
True |
False |
114 |
| 40 |
0.7550 |
0.7349 |
0.0201 |
2.7% |
0.0023 |
0.3% |
90% |
True |
False |
64 |
| 60 |
0.7550 |
0.7274 |
0.0276 |
3.7% |
0.0021 |
0.3% |
93% |
True |
False |
49 |
| 80 |
0.7550 |
0.7264 |
0.0286 |
3.8% |
0.0023 |
0.3% |
93% |
True |
False |
49 |
| 100 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0023 |
0.3% |
93% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7603 |
|
1.618 |
0.7583 |
|
1.000 |
0.7570 |
|
0.618 |
0.7562 |
|
HIGH |
0.7550 |
|
0.618 |
0.7542 |
|
0.500 |
0.7539 |
|
0.382 |
0.7537 |
|
LOW |
0.7529 |
|
0.618 |
0.7516 |
|
1.000 |
0.7509 |
|
1.618 |
0.7496 |
|
2.618 |
0.7475 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 14-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7527 |
| PP |
0.7536 |
0.7524 |
| S1 |
0.7532 |
0.7522 |
|