CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7575 |
0.7589 |
0.0014 |
0.2% |
0.7509 |
High |
0.7599 |
0.7599 |
-0.0001 |
0.0% |
0.7599 |
Low |
0.7564 |
0.7546 |
-0.0018 |
-0.2% |
0.7485 |
Close |
0.7598 |
0.7569 |
-0.0029 |
-0.4% |
0.7598 |
Range |
0.0035 |
0.0053 |
0.0018 |
50.0% |
0.0115 |
ATR |
0.0043 |
0.0043 |
0.0001 |
1.6% |
0.0000 |
Volume |
89,801 |
109,146 |
19,345 |
21.5% |
344,193 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7701 |
0.7598 |
|
R3 |
0.7676 |
0.7649 |
0.7583 |
|
R2 |
0.7624 |
0.7624 |
0.7579 |
|
R1 |
0.7596 |
0.7596 |
0.7574 |
0.7584 |
PP |
0.7571 |
0.7571 |
0.7571 |
0.7565 |
S1 |
0.7544 |
0.7544 |
0.7564 |
0.7531 |
S2 |
0.7519 |
0.7519 |
0.7559 |
|
S3 |
0.7466 |
0.7491 |
0.7555 |
|
S4 |
0.7414 |
0.7439 |
0.7540 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7904 |
0.7866 |
0.7661 |
|
R3 |
0.7790 |
0.7751 |
0.7629 |
|
R2 |
0.7675 |
0.7675 |
0.7619 |
|
R1 |
0.7637 |
0.7637 |
0.7608 |
0.7656 |
PP |
0.7561 |
0.7561 |
0.7561 |
0.7570 |
S1 |
0.7522 |
0.7522 |
0.7588 |
0.7541 |
S2 |
0.7446 |
0.7446 |
0.7577 |
|
S3 |
0.7332 |
0.7408 |
0.7567 |
|
S4 |
0.7217 |
0.7293 |
0.7535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7599 |
0.7488 |
0.0112 |
1.5% |
0.0054 |
0.7% |
73% |
False |
False |
82,479 |
10 |
0.7599 |
0.7450 |
0.0149 |
2.0% |
0.0046 |
0.6% |
80% |
False |
False |
49,966 |
20 |
0.7599 |
0.7343 |
0.0256 |
3.4% |
0.0041 |
0.5% |
88% |
False |
False |
26,053 |
40 |
0.7599 |
0.7337 |
0.0262 |
3.5% |
0.0042 |
0.6% |
89% |
False |
False |
13,175 |
60 |
0.7599 |
0.7306 |
0.0293 |
3.9% |
0.0039 |
0.5% |
90% |
False |
False |
8,805 |
80 |
0.7599 |
0.7244 |
0.0355 |
4.7% |
0.0039 |
0.5% |
92% |
False |
False |
6,656 |
100 |
0.7599 |
0.7244 |
0.0355 |
4.7% |
0.0036 |
0.5% |
92% |
False |
False |
5,328 |
120 |
0.7599 |
0.7244 |
0.0355 |
4.7% |
0.0034 |
0.4% |
92% |
False |
False |
4,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7822 |
2.618 |
0.7736 |
1.618 |
0.7683 |
1.000 |
0.7651 |
0.618 |
0.7631 |
HIGH |
0.7599 |
0.618 |
0.7578 |
0.500 |
0.7572 |
0.382 |
0.7566 |
LOW |
0.7546 |
0.618 |
0.7514 |
1.000 |
0.7494 |
1.618 |
0.7461 |
2.618 |
0.7409 |
4.250 |
0.7323 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7572 |
0.7562 |
PP |
0.7571 |
0.7556 |
S1 |
0.7570 |
0.7549 |
|