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 |
|