CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7641 |
0.0034 |
0.4% |
0.7549 |
| High |
0.7645 |
0.7652 |
0.0008 |
0.1% |
0.7652 |
| Low |
0.7603 |
0.7576 |
-0.0028 |
-0.4% |
0.7535 |
| Close |
0.7644 |
0.7585 |
-0.0059 |
-0.8% |
0.7585 |
| Range |
0.0042 |
0.0077 |
0.0035 |
84.3% |
0.0117 |
| ATR |
0.0037 |
0.0040 |
0.0003 |
7.6% |
0.0000 |
| Volume |
370 |
276 |
-94 |
-25.4% |
1,235 |
|
| Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7786 |
0.7627 |
|
| R3 |
0.7757 |
0.7709 |
0.7606 |
|
| R2 |
0.7681 |
0.7681 |
0.7599 |
|
| R1 |
0.7633 |
0.7633 |
0.7592 |
0.7618 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7597 |
| S1 |
0.7556 |
0.7556 |
0.7577 |
0.7542 |
| S2 |
0.7528 |
0.7528 |
0.7570 |
|
| S3 |
0.7451 |
0.7480 |
0.7563 |
|
| S4 |
0.7375 |
0.7403 |
0.7542 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7880 |
0.7649 |
|
| R3 |
0.7825 |
0.7763 |
0.7617 |
|
| R2 |
0.7708 |
0.7708 |
0.7606 |
|
| R1 |
0.7646 |
0.7646 |
0.7595 |
0.7677 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7606 |
| S1 |
0.7529 |
0.7529 |
0.7574 |
0.7560 |
| S2 |
0.7474 |
0.7474 |
0.7563 |
|
| S3 |
0.7357 |
0.7412 |
0.7552 |
|
| S4 |
0.7240 |
0.7295 |
0.7520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7652 |
0.7535 |
0.0117 |
1.5% |
0.0042 |
0.6% |
42% |
True |
False |
247 |
| 10 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0043 |
0.6% |
59% |
True |
False |
205 |
| 20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0040 |
0.5% |
59% |
True |
False |
184 |
| 40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0031 |
0.4% |
78% |
True |
False |
149 |
| 60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0028 |
0.4% |
78% |
True |
False |
104 |
| 80 |
0.7652 |
0.7274 |
0.0378 |
5.0% |
0.0026 |
0.3% |
82% |
True |
False |
83 |
| 100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
83% |
True |
False |
76 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
83% |
True |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7977 |
|
2.618 |
0.7852 |
|
1.618 |
0.7776 |
|
1.000 |
0.7729 |
|
0.618 |
0.7699 |
|
HIGH |
0.7652 |
|
0.618 |
0.7623 |
|
0.500 |
0.7614 |
|
0.382 |
0.7605 |
|
LOW |
0.7576 |
|
0.618 |
0.7528 |
|
1.000 |
0.7499 |
|
1.618 |
0.7452 |
|
2.618 |
0.7375 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 14-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7613 |
| PP |
0.7604 |
0.7603 |
| S1 |
0.7594 |
0.7594 |
|