CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7607 |
0.0034 |
0.4% |
0.7564 |
| High |
0.7623 |
0.7645 |
0.0022 |
0.3% |
0.7592 |
| Low |
0.7573 |
0.7603 |
0.0030 |
0.4% |
0.7489 |
| Close |
0.7599 |
0.7644 |
0.0045 |
0.6% |
0.7553 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-16.2% |
0.0103 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
1.8% |
0.0000 |
| Volume |
274 |
370 |
96 |
35.0% |
696 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7741 |
0.7666 |
|
| R3 |
0.7713 |
0.7699 |
0.7655 |
|
| R2 |
0.7672 |
0.7672 |
0.7651 |
|
| R1 |
0.7658 |
0.7658 |
0.7647 |
0.7665 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7634 |
| S1 |
0.7616 |
0.7616 |
0.7640 |
0.7623 |
| S2 |
0.7589 |
0.7589 |
0.7636 |
|
| S3 |
0.7547 |
0.7575 |
0.7632 |
|
| S4 |
0.7506 |
0.7533 |
0.7621 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7805 |
0.7609 |
|
| R3 |
0.7749 |
0.7702 |
0.7581 |
|
| R2 |
0.7647 |
0.7647 |
0.7571 |
|
| R1 |
0.7600 |
0.7600 |
0.7562 |
0.7572 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7531 |
| S1 |
0.7497 |
0.7497 |
0.7543 |
0.7470 |
| S2 |
0.7442 |
0.7442 |
0.7534 |
|
| S3 |
0.7339 |
0.7395 |
0.7524 |
|
| S4 |
0.7237 |
0.7292 |
0.7496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7645 |
0.7489 |
0.0156 |
2.0% |
0.0040 |
0.5% |
99% |
True |
False |
219 |
| 10 |
0.7645 |
0.7489 |
0.0156 |
2.0% |
0.0037 |
0.5% |
99% |
True |
False |
194 |
| 20 |
0.7645 |
0.7489 |
0.0156 |
2.0% |
0.0037 |
0.5% |
99% |
True |
False |
181 |
| 40 |
0.7645 |
0.7351 |
0.0294 |
3.8% |
0.0029 |
0.4% |
100% |
True |
False |
142 |
| 60 |
0.7645 |
0.7349 |
0.0296 |
3.9% |
0.0027 |
0.4% |
100% |
True |
False |
99 |
| 80 |
0.7645 |
0.7274 |
0.0371 |
4.8% |
0.0025 |
0.3% |
100% |
True |
False |
80 |
| 100 |
0.7645 |
0.7264 |
0.0381 |
5.0% |
0.0026 |
0.3% |
100% |
True |
False |
73 |
| 120 |
0.7645 |
0.7264 |
0.0381 |
5.0% |
0.0025 |
0.3% |
100% |
True |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7821 |
|
2.618 |
0.7753 |
|
1.618 |
0.7712 |
|
1.000 |
0.7686 |
|
0.618 |
0.7670 |
|
HIGH |
0.7645 |
|
0.618 |
0.7629 |
|
0.500 |
0.7624 |
|
0.382 |
0.7619 |
|
LOW |
0.7603 |
|
0.618 |
0.7577 |
|
1.000 |
0.7562 |
|
1.618 |
0.7536 |
|
2.618 |
0.7494 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7627 |
| PP |
0.7630 |
0.7611 |
| S1 |
0.7624 |
0.7595 |
|