CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2023 |
18-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7589 |
0.0016 |
0.2% |
0.7549 |
| High |
0.7613 |
0.7610 |
-0.0003 |
0.0% |
0.7652 |
| Low |
0.7573 |
0.7568 |
-0.0005 |
-0.1% |
0.7535 |
| Close |
0.7601 |
0.7606 |
0.0005 |
0.1% |
0.7585 |
| Range |
0.0040 |
0.0042 |
0.0002 |
5.1% |
0.0117 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.3% |
0.0000 |
| Volume |
169 |
78 |
-91 |
-53.8% |
1,235 |
|
| Daily Pivots for day following 18-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7704 |
0.7628 |
|
| R3 |
0.7677 |
0.7662 |
0.7617 |
|
| R2 |
0.7636 |
0.7636 |
0.7613 |
|
| R1 |
0.7621 |
0.7621 |
0.7609 |
0.7628 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7598 |
| S1 |
0.7579 |
0.7579 |
0.7602 |
0.7587 |
| S2 |
0.7553 |
0.7553 |
0.7598 |
|
| S3 |
0.7511 |
0.7538 |
0.7594 |
|
| S4 |
0.7470 |
0.7496 |
0.7583 |
|
|
| 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 |
0.7568 |
0.0084 |
1.1% |
0.0050 |
0.7% |
45% |
False |
True |
233 |
| 10 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0045 |
0.6% |
71% |
False |
False |
214 |
| 20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0039 |
0.5% |
71% |
False |
False |
170 |
| 40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0032 |
0.4% |
85% |
False |
False |
154 |
| 60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0030 |
0.4% |
85% |
False |
False |
108 |
| 80 |
0.7652 |
0.7274 |
0.0378 |
5.0% |
0.0026 |
0.3% |
88% |
False |
False |
85 |
| 100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
88% |
False |
False |
78 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0026 |
0.3% |
88% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7718 |
|
1.618 |
0.7677 |
|
1.000 |
0.7651 |
|
0.618 |
0.7635 |
|
HIGH |
0.7610 |
|
0.618 |
0.7594 |
|
0.500 |
0.7589 |
|
0.382 |
0.7584 |
|
LOW |
0.7568 |
|
0.618 |
0.7542 |
|
1.000 |
0.7527 |
|
1.618 |
0.7501 |
|
2.618 |
0.7459 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 18-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7610 |
| PP |
0.7594 |
0.7609 |
| S1 |
0.7589 |
0.7607 |
|