CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7603 |
-0.0017 |
-0.2% |
0.7573 |
| High |
0.7636 |
0.7616 |
-0.0020 |
-0.3% |
0.7636 |
| Low |
0.7596 |
0.7576 |
-0.0020 |
-0.3% |
0.7568 |
| Close |
0.7604 |
0.7587 |
-0.0017 |
-0.2% |
0.7587 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0068 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73 |
44 |
-29 |
-39.7% |
566 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7691 |
0.7609 |
|
| R3 |
0.7674 |
0.7651 |
0.7598 |
|
| R2 |
0.7633 |
0.7633 |
0.7594 |
|
| R1 |
0.7610 |
0.7610 |
0.7591 |
0.7602 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7589 |
| S1 |
0.7570 |
0.7570 |
0.7583 |
0.7561 |
| S2 |
0.7552 |
0.7552 |
0.7580 |
|
| S3 |
0.7512 |
0.7529 |
0.7576 |
|
| S4 |
0.7471 |
0.7489 |
0.7565 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7762 |
0.7624 |
|
| R3 |
0.7733 |
0.7694 |
0.7606 |
|
| R2 |
0.7665 |
0.7665 |
0.7599 |
|
| R1 |
0.7626 |
0.7626 |
0.7593 |
0.7646 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7607 |
| S1 |
0.7558 |
0.7558 |
0.7581 |
0.7578 |
| S2 |
0.7529 |
0.7529 |
0.7575 |
|
| S3 |
0.7461 |
0.7490 |
0.7568 |
|
| S4 |
0.7393 |
0.7422 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7636 |
0.7568 |
0.0068 |
0.9% |
0.0036 |
0.5% |
28% |
False |
False |
113 |
| 10 |
0.7652 |
0.7535 |
0.0117 |
1.5% |
0.0039 |
0.5% |
44% |
False |
False |
180 |
| 20 |
0.7652 |
0.7489 |
0.0163 |
2.1% |
0.0039 |
0.5% |
60% |
False |
False |
170 |
| 40 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0033 |
0.4% |
78% |
False |
False |
162 |
| 60 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0030 |
0.4% |
79% |
False |
False |
113 |
| 80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0026 |
0.3% |
79% |
False |
False |
88 |
| 100 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
83% |
False |
False |
80 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.1% |
0.0027 |
0.4% |
83% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7788 |
|
2.618 |
0.7722 |
|
1.618 |
0.7682 |
|
1.000 |
0.7657 |
|
0.618 |
0.7641 |
|
HIGH |
0.7616 |
|
0.618 |
0.7601 |
|
0.500 |
0.7596 |
|
0.382 |
0.7591 |
|
LOW |
0.7576 |
|
0.618 |
0.7550 |
|
1.000 |
0.7535 |
|
1.618 |
0.7510 |
|
2.618 |
0.7469 |
|
4.250 |
0.7403 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7606 |
| PP |
0.7593 |
0.7600 |
| S1 |
0.7590 |
0.7593 |
|