CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7498 |
0.7509 |
0.0012 |
0.2% |
0.7464 |
High |
0.7524 |
0.7523 |
-0.0002 |
0.0% |
0.7524 |
Low |
0.7491 |
0.7485 |
-0.0007 |
-0.1% |
0.7445 |
Close |
0.7503 |
0.7491 |
-0.0012 |
-0.2% |
0.7503 |
Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0080 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.2% |
0.0000 |
Volume |
20,792 |
40,941 |
20,149 |
96.9% |
48,502 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7590 |
0.7512 |
|
R3 |
0.7575 |
0.7552 |
0.7501 |
|
R2 |
0.7537 |
0.7537 |
0.7498 |
|
R1 |
0.7514 |
0.7514 |
0.7494 |
0.7507 |
PP |
0.7499 |
0.7499 |
0.7499 |
0.7496 |
S1 |
0.7476 |
0.7476 |
0.7488 |
0.7469 |
S2 |
0.7461 |
0.7461 |
0.7484 |
|
S3 |
0.7423 |
0.7438 |
0.7481 |
|
S4 |
0.7385 |
0.7400 |
0.7470 |
|
|
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 |
0.7450 |
0.0074 |
1.0% |
0.0038 |
0.5% |
55% |
False |
False |
17,453 |
10 |
0.7524 |
0.7345 |
0.0179 |
2.4% |
0.0038 |
0.5% |
82% |
False |
False |
9,628 |
20 |
0.7524 |
0.7343 |
0.0181 |
2.4% |
0.0038 |
0.5% |
82% |
False |
False |
5,535 |
40 |
0.7526 |
0.7337 |
0.0189 |
2.5% |
0.0039 |
0.5% |
81% |
False |
False |
2,871 |
60 |
0.7534 |
0.7264 |
0.0270 |
3.6% |
0.0038 |
0.5% |
84% |
False |
False |
1,938 |
80 |
0.7534 |
0.7244 |
0.0290 |
3.9% |
0.0038 |
0.5% |
85% |
False |
False |
1,502 |
100 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0034 |
0.5% |
84% |
False |
False |
1,204 |
120 |
0.7537 |
0.7244 |
0.0293 |
3.9% |
0.0032 |
0.4% |
84% |
False |
False |
1,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7684 |
2.618 |
0.7622 |
1.618 |
0.7584 |
1.000 |
0.7561 |
0.618 |
0.7546 |
HIGH |
0.7523 |
0.618 |
0.7508 |
0.500 |
0.7504 |
0.382 |
0.7499 |
LOW |
0.7485 |
0.618 |
0.7461 |
1.000 |
0.7447 |
1.618 |
0.7423 |
2.618 |
0.7385 |
4.250 |
0.7323 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7504 |
0.7503 |
PP |
0.7499 |
0.7499 |
S1 |
0.7495 |
0.7495 |
|