CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7498 |
0.0007 |
0.1% |
0.7464 |
High |
0.7512 |
0.7524 |
0.0013 |
0.2% |
0.7524 |
Low |
0.7482 |
0.7491 |
0.0009 |
0.1% |
0.7445 |
Close |
0.7499 |
0.7503 |
0.0004 |
0.1% |
0.7503 |
Range |
0.0030 |
0.0033 |
0.0004 |
11.9% |
0.0080 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-1.2% |
0.0000 |
Volume |
8,637 |
20,792 |
12,155 |
140.7% |
48,502 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7605 |
0.7587 |
0.7521 |
|
R3 |
0.7572 |
0.7554 |
0.7512 |
|
R2 |
0.7539 |
0.7539 |
0.7509 |
|
R1 |
0.7521 |
0.7521 |
0.7506 |
0.7530 |
PP |
0.7506 |
0.7506 |
0.7506 |
0.7510 |
S1 |
0.7488 |
0.7488 |
0.7499 |
0.7497 |
S2 |
0.7473 |
0.7473 |
0.7496 |
|
S3 |
0.7440 |
0.7455 |
0.7493 |
|
S4 |
0.7407 |
0.7422 |
0.7484 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7695 |
0.7546 |
|
R3 |
0.7649 |
0.7616 |
0.7524 |
|
R2 |
0.7570 |
0.7570 |
0.7517 |
|
R1 |
0.7536 |
0.7536 |
0.7510 |
0.7553 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7499 |
S1 |
0.7457 |
0.7457 |
0.7495 |
0.7474 |
S2 |
0.7411 |
0.7411 |
0.7488 |
|
S3 |
0.7331 |
0.7377 |
0.7481 |
|
S4 |
0.7252 |
0.7298 |
0.7459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7524 |
0.7445 |
0.0080 |
1.1% |
0.0036 |
0.5% |
73% |
True |
False |
9,700 |
10 |
0.7524 |
0.7343 |
0.0181 |
2.4% |
0.0037 |
0.5% |
88% |
True |
False |
5,642 |
20 |
0.7524 |
0.7343 |
0.0181 |
2.4% |
0.0039 |
0.5% |
88% |
True |
False |
3,497 |
40 |
0.7534 |
0.7337 |
0.0197 |
2.6% |
0.0040 |
0.5% |
84% |
False |
False |
1,849 |
60 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
88% |
False |
False |
1,256 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
89% |
False |
False |
991 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.4% |
88% |
False |
False |
794 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
88% |
False |
False |
663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7664 |
2.618 |
0.7610 |
1.618 |
0.7577 |
1.000 |
0.7557 |
0.618 |
0.7544 |
HIGH |
0.7524 |
0.618 |
0.7511 |
0.500 |
0.7508 |
0.382 |
0.7504 |
LOW |
0.7491 |
0.618 |
0.7471 |
1.000 |
0.7458 |
1.618 |
0.7438 |
2.618 |
0.7405 |
4.250 |
0.7351 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7508 |
0.7500 |
PP |
0.7506 |
0.7497 |
S1 |
0.7504 |
0.7495 |
|