CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2023 |
14-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7492 |
0.7523 |
0.0031 |
0.4% |
0.7464 |
High |
0.7539 |
0.7546 |
0.0008 |
0.1% |
0.7524 |
Low |
0.7488 |
0.7500 |
0.0013 |
0.2% |
0.7445 |
Close |
0.7525 |
0.7522 |
-0.0003 |
0.0% |
0.7503 |
Range |
0.0051 |
0.0046 |
-0.0005 |
-9.8% |
0.0080 |
ATR |
0.0040 |
0.0040 |
0.0000 |
1.1% |
0.0000 |
Volume |
41,128 |
68,466 |
27,338 |
66.5% |
48,502 |
|
Daily Pivots for day following 14-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7661 |
0.7637 |
0.7547 |
|
R3 |
0.7615 |
0.7591 |
0.7534 |
|
R2 |
0.7569 |
0.7569 |
0.7530 |
|
R1 |
0.7545 |
0.7545 |
0.7526 |
0.7534 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7517 |
S1 |
0.7499 |
0.7499 |
0.7517 |
0.7488 |
S2 |
0.7477 |
0.7477 |
0.7513 |
|
S3 |
0.7431 |
0.7453 |
0.7509 |
|
S4 |
0.7385 |
0.7407 |
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 |
0.7546 |
0.7482 |
0.0064 |
0.9% |
0.0040 |
0.5% |
62% |
True |
False |
35,992 |
10 |
0.7546 |
0.7383 |
0.0163 |
2.2% |
0.0041 |
0.5% |
85% |
True |
False |
20,225 |
20 |
0.7546 |
0.7343 |
0.0203 |
2.7% |
0.0038 |
0.5% |
88% |
True |
False |
10,978 |
40 |
0.7546 |
0.7337 |
0.0209 |
2.8% |
0.0041 |
0.5% |
88% |
True |
False |
5,609 |
60 |
0.7546 |
0.7264 |
0.0282 |
3.7% |
0.0038 |
0.5% |
91% |
True |
False |
3,763 |
80 |
0.7546 |
0.7244 |
0.0302 |
4.0% |
0.0038 |
0.5% |
92% |
True |
False |
2,872 |
100 |
0.7546 |
0.7244 |
0.0302 |
4.0% |
0.0034 |
0.5% |
92% |
True |
False |
2,300 |
120 |
0.7546 |
0.7244 |
0.0302 |
4.0% |
0.0033 |
0.4% |
92% |
True |
False |
1,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7742 |
2.618 |
0.7666 |
1.618 |
0.7620 |
1.000 |
0.7592 |
0.618 |
0.7574 |
HIGH |
0.7546 |
0.618 |
0.7528 |
0.500 |
0.7523 |
0.382 |
0.7518 |
LOW |
0.7500 |
0.618 |
0.7472 |
1.000 |
0.7454 |
1.618 |
0.7426 |
2.618 |
0.7380 |
4.250 |
0.7305 |
|
|
Fisher Pivots for day following 14-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7523 |
0.7519 |
PP |
0.7523 |
0.7517 |
S1 |
0.7522 |
0.7515 |
|