CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 27-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7614 |
0.7635 |
0.0021 |
0.3% |
0.7584 |
| High |
0.7626 |
0.7639 |
0.0014 |
0.2% |
0.7628 |
| Low |
0.7610 |
0.7602 |
-0.0009 |
-0.1% |
0.7559 |
| Close |
0.7626 |
0.7607 |
-0.0019 |
-0.2% |
0.7598 |
| Range |
0.0016 |
0.0038 |
0.0022 |
141.9% |
0.0069 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
1.0% |
0.0000 |
| Volume |
58 |
282 |
224 |
386.2% |
401 |
|
| Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7728 |
0.7705 |
0.7627 |
|
| R3 |
0.7691 |
0.7667 |
0.7617 |
|
| R2 |
0.7653 |
0.7653 |
0.7613 |
|
| R1 |
0.7630 |
0.7630 |
0.7610 |
0.7623 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7612 |
| S1 |
0.7592 |
0.7592 |
0.7603 |
0.7585 |
| S2 |
0.7578 |
0.7578 |
0.7600 |
|
| S3 |
0.7541 |
0.7555 |
0.7596 |
|
| S4 |
0.7503 |
0.7517 |
0.7586 |
|
|
| Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7800 |
0.7768 |
0.7636 |
|
| R3 |
0.7732 |
0.7699 |
0.7617 |
|
| R2 |
0.7663 |
0.7663 |
0.7611 |
|
| R1 |
0.7631 |
0.7631 |
0.7604 |
0.7647 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7603 |
| S1 |
0.7562 |
0.7562 |
0.7592 |
0.7579 |
| S2 |
0.7526 |
0.7526 |
0.7585 |
|
| S3 |
0.7458 |
0.7494 |
0.7579 |
|
| S4 |
0.7389 |
0.7425 |
0.7560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7639 |
0.7579 |
0.0061 |
0.8% |
0.0031 |
0.4% |
46% |
True |
False |
134 |
| 10 |
0.7639 |
0.7520 |
0.0119 |
1.6% |
0.0034 |
0.4% |
73% |
True |
False |
212 |
| 20 |
0.7639 |
0.7358 |
0.0282 |
3.7% |
0.0029 |
0.4% |
88% |
True |
False |
168 |
| 40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0025 |
0.3% |
89% |
True |
False |
94 |
| 60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0023 |
0.3% |
89% |
True |
False |
67 |
| 80 |
0.7639 |
0.7264 |
0.0376 |
4.9% |
0.0024 |
0.3% |
91% |
True |
False |
62 |
| 100 |
0.7639 |
0.7264 |
0.0376 |
4.9% |
0.0024 |
0.3% |
91% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7798 |
|
2.618 |
0.7737 |
|
1.618 |
0.7700 |
|
1.000 |
0.7677 |
|
0.618 |
0.7662 |
|
HIGH |
0.7639 |
|
0.618 |
0.7625 |
|
0.500 |
0.7620 |
|
0.382 |
0.7616 |
|
LOW |
0.7602 |
|
0.618 |
0.7578 |
|
1.000 |
0.7564 |
|
1.618 |
0.7541 |
|
2.618 |
0.7503 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 27-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7609 |
| PP |
0.7616 |
0.7608 |
| S1 |
0.7611 |
0.7607 |
|