CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 13-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2023 |
13-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7509 |
0.7492 |
-0.0017 |
-0.2% |
0.7464 |
High |
0.7523 |
0.7539 |
0.0016 |
0.2% |
0.7524 |
Low |
0.7485 |
0.7488 |
0.0003 |
0.0% |
0.7445 |
Close |
0.7491 |
0.7525 |
0.0034 |
0.4% |
0.7503 |
Range |
0.0038 |
0.0051 |
0.0013 |
34.2% |
0.0080 |
ATR |
0.0039 |
0.0040 |
0.0001 |
2.2% |
0.0000 |
Volume |
40,941 |
41,128 |
187 |
0.5% |
48,502 |
|
Daily Pivots for day following 13-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7670 |
0.7648 |
0.7553 |
|
R3 |
0.7619 |
0.7597 |
0.7539 |
|
R2 |
0.7568 |
0.7568 |
0.7534 |
|
R1 |
0.7546 |
0.7546 |
0.7529 |
0.7557 |
PP |
0.7517 |
0.7517 |
0.7517 |
0.7522 |
S1 |
0.7495 |
0.7495 |
0.7520 |
0.7506 |
S2 |
0.7466 |
0.7466 |
0.7515 |
|
S3 |
0.7415 |
0.7444 |
0.7510 |
|
S4 |
0.7364 |
0.7393 |
0.7496 |
|
|
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 |
0.7539 |
0.7465 |
0.0074 |
1.0% |
0.0042 |
0.6% |
81% |
True |
False |
24,865 |
10 |
0.7539 |
0.7345 |
0.0194 |
2.6% |
0.0041 |
0.5% |
93% |
True |
False |
13,697 |
20 |
0.7539 |
0.7343 |
0.0196 |
2.6% |
0.0038 |
0.5% |
93% |
True |
False |
7,586 |
40 |
0.7539 |
0.7337 |
0.0202 |
2.7% |
0.0040 |
0.5% |
93% |
True |
False |
3,898 |
60 |
0.7539 |
0.7264 |
0.0275 |
3.6% |
0.0038 |
0.5% |
95% |
True |
False |
2,622 |
80 |
0.7539 |
0.7244 |
0.0295 |
3.9% |
0.0038 |
0.5% |
95% |
True |
False |
2,016 |
100 |
0.7539 |
0.7244 |
0.0295 |
3.9% |
0.0034 |
0.5% |
95% |
True |
False |
1,615 |
120 |
0.7539 |
0.7244 |
0.0295 |
3.9% |
0.0032 |
0.4% |
95% |
True |
False |
1,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7755 |
2.618 |
0.7672 |
1.618 |
0.7621 |
1.000 |
0.7590 |
0.618 |
0.7570 |
HIGH |
0.7539 |
0.618 |
0.7519 |
0.500 |
0.7513 |
0.382 |
0.7507 |
LOW |
0.7488 |
0.618 |
0.7456 |
1.000 |
0.7437 |
1.618 |
0.7405 |
2.618 |
0.7354 |
4.250 |
0.7271 |
|
|
Fisher Pivots for day following 13-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7521 |
0.7520 |
PP |
0.7517 |
0.7516 |
S1 |
0.7513 |
0.7512 |
|