CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7478 |
0.7491 |
0.0013 |
0.2% |
0.7370 |
High |
0.7521 |
0.7512 |
-0.0010 |
-0.1% |
0.7476 |
Low |
0.7465 |
0.7482 |
0.0017 |
0.2% |
0.7345 |
Close |
0.7491 |
0.7499 |
0.0008 |
0.1% |
0.7463 |
Range |
0.0056 |
0.0030 |
-0.0027 |
-47.3% |
0.0131 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
12,827 |
8,637 |
-4,190 |
-32.7% |
6,839 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7586 |
0.7572 |
0.7515 |
|
R3 |
0.7556 |
0.7542 |
0.7507 |
|
R2 |
0.7527 |
0.7527 |
0.7504 |
|
R1 |
0.7513 |
0.7513 |
0.7501 |
0.7520 |
PP |
0.7497 |
0.7497 |
0.7497 |
0.7501 |
S1 |
0.7483 |
0.7483 |
0.7496 |
0.7490 |
S2 |
0.7468 |
0.7468 |
0.7493 |
|
S3 |
0.7438 |
0.7454 |
0.7490 |
|
S4 |
0.7409 |
0.7424 |
0.7482 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7819 |
0.7771 |
0.7534 |
|
R3 |
0.7689 |
0.7641 |
0.7498 |
|
R2 |
0.7558 |
0.7558 |
0.7486 |
|
R1 |
0.7510 |
0.7510 |
0.7474 |
0.7534 |
PP |
0.7428 |
0.7428 |
0.7428 |
0.7440 |
S1 |
0.7380 |
0.7380 |
0.7451 |
0.7404 |
S2 |
0.7297 |
0.7297 |
0.7439 |
|
S3 |
0.7167 |
0.7249 |
0.7427 |
|
S4 |
0.7036 |
0.7119 |
0.7391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7521 |
0.7445 |
0.0077 |
1.0% |
0.0034 |
0.4% |
71% |
False |
False |
5,866 |
10 |
0.7521 |
0.7343 |
0.0178 |
2.4% |
0.0037 |
0.5% |
87% |
False |
False |
3,680 |
20 |
0.7521 |
0.7343 |
0.0178 |
2.4% |
0.0041 |
0.5% |
87% |
False |
False |
2,467 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0040 |
0.5% |
82% |
False |
False |
1,331 |
60 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
87% |
False |
False |
911 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
88% |
False |
False |
732 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.5% |
87% |
False |
False |
587 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
87% |
False |
False |
490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7637 |
2.618 |
0.7589 |
1.618 |
0.7559 |
1.000 |
0.7541 |
0.618 |
0.7530 |
HIGH |
0.7512 |
0.618 |
0.7500 |
0.500 |
0.7497 |
0.382 |
0.7493 |
LOW |
0.7482 |
0.618 |
0.7464 |
1.000 |
0.7453 |
1.618 |
0.7434 |
2.618 |
0.7405 |
4.250 |
0.7357 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7498 |
0.7494 |
PP |
0.7497 |
0.7490 |
S1 |
0.7497 |
0.7486 |
|