CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7530 |
0.7522 |
-0.0008 |
-0.1% |
0.7472 |
High |
0.7550 |
0.7589 |
0.0039 |
0.5% |
0.7530 |
Low |
0.7529 |
0.7520 |
-0.0009 |
-0.1% |
0.7463 |
Close |
0.7529 |
0.7589 |
0.0060 |
0.8% |
0.7509 |
Range |
0.0021 |
0.0069 |
0.0048 |
234.1% |
0.0068 |
ATR |
0.0028 |
0.0031 |
0.0003 |
10.0% |
0.0000 |
Volume |
217 |
260 |
43 |
19.8% |
578 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7771 |
0.7748 |
0.7626 |
|
R3 |
0.7703 |
0.7680 |
0.7607 |
|
R2 |
0.7634 |
0.7634 |
0.7601 |
|
R1 |
0.7611 |
0.7611 |
0.7595 |
0.7623 |
PP |
0.7566 |
0.7566 |
0.7566 |
0.7571 |
S1 |
0.7543 |
0.7543 |
0.7582 |
0.7554 |
S2 |
0.7497 |
0.7497 |
0.7576 |
|
S3 |
0.7429 |
0.7474 |
0.7570 |
|
S4 |
0.7360 |
0.7406 |
0.7551 |
|
|
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 |
0.7589 |
0.7494 |
0.0095 |
1.2% |
0.0031 |
0.4% |
100% |
True |
False |
243 |
10 |
0.7589 |
0.7463 |
0.0126 |
1.7% |
0.0025 |
0.3% |
100% |
True |
False |
177 |
20 |
0.7589 |
0.7351 |
0.0238 |
3.1% |
0.0024 |
0.3% |
100% |
True |
False |
126 |
40 |
0.7589 |
0.7349 |
0.0240 |
3.2% |
0.0024 |
0.3% |
100% |
True |
False |
70 |
60 |
0.7589 |
0.7274 |
0.0315 |
4.1% |
0.0022 |
0.3% |
100% |
True |
False |
52 |
80 |
0.7589 |
0.7264 |
0.0325 |
4.3% |
0.0024 |
0.3% |
100% |
True |
False |
52 |
100 |
0.7589 |
0.7264 |
0.0325 |
4.3% |
0.0024 |
0.3% |
100% |
True |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7880 |
2.618 |
0.7768 |
1.618 |
0.7699 |
1.000 |
0.7657 |
0.618 |
0.7631 |
HIGH |
0.7589 |
0.618 |
0.7562 |
0.500 |
0.7554 |
0.382 |
0.7546 |
LOW |
0.7520 |
0.618 |
0.7478 |
1.000 |
0.7452 |
1.618 |
0.7409 |
2.618 |
0.7341 |
4.250 |
0.7229 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7577 |
0.7577 |
PP |
0.7566 |
0.7566 |
S1 |
0.7554 |
0.7554 |
|