CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7568 |
-0.0021 |
-0.3% |
0.7509 |
High |
0.7599 |
0.7611 |
0.0012 |
0.2% |
0.7599 |
Low |
0.7546 |
0.7561 |
0.0015 |
0.2% |
0.7485 |
Close |
0.7569 |
0.7610 |
0.0041 |
0.5% |
0.7598 |
Range |
0.0053 |
0.0050 |
-0.0003 |
-4.8% |
0.0115 |
ATR |
0.0043 |
0.0044 |
0.0000 |
1.1% |
0.0000 |
Volume |
109,146 |
70,495 |
-38,651 |
-35.4% |
344,193 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7744 |
0.7727 |
0.7637 |
|
R3 |
0.7694 |
0.7677 |
0.7623 |
|
R2 |
0.7644 |
0.7644 |
0.7619 |
|
R1 |
0.7627 |
0.7627 |
0.7614 |
0.7635 |
PP |
0.7594 |
0.7594 |
0.7594 |
0.7598 |
S1 |
0.7577 |
0.7577 |
0.7605 |
0.7585 |
S2 |
0.7544 |
0.7544 |
0.7600 |
|
S3 |
0.7494 |
0.7527 |
0.7596 |
|
S4 |
0.7444 |
0.7477 |
0.7582 |
|
|
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 |
0.7611 |
0.7499 |
0.0112 |
1.5% |
0.0053 |
0.7% |
99% |
True |
False |
88,353 |
10 |
0.7611 |
0.7465 |
0.0146 |
1.9% |
0.0047 |
0.6% |
99% |
True |
False |
56,609 |
20 |
0.7611 |
0.7343 |
0.0268 |
3.5% |
0.0042 |
0.6% |
100% |
True |
False |
29,567 |
40 |
0.7611 |
0.7337 |
0.0274 |
3.6% |
0.0043 |
0.6% |
100% |
True |
False |
14,937 |
60 |
0.7611 |
0.7335 |
0.0276 |
3.6% |
0.0039 |
0.5% |
100% |
True |
False |
9,978 |
80 |
0.7611 |
0.7244 |
0.0367 |
4.8% |
0.0039 |
0.5% |
100% |
True |
False |
7,537 |
100 |
0.7611 |
0.7244 |
0.0367 |
4.8% |
0.0036 |
0.5% |
100% |
True |
False |
6,033 |
120 |
0.7611 |
0.7244 |
0.0367 |
4.8% |
0.0034 |
0.5% |
100% |
True |
False |
5,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7823 |
2.618 |
0.7741 |
1.618 |
0.7691 |
1.000 |
0.7661 |
0.618 |
0.7641 |
HIGH |
0.7611 |
0.618 |
0.7591 |
0.500 |
0.7586 |
0.382 |
0.7580 |
LOW |
0.7561 |
0.618 |
0.7530 |
1.000 |
0.7511 |
1.618 |
0.7480 |
2.618 |
0.7430 |
4.250 |
0.7348 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7602 |
0.7599 |
PP |
0.7594 |
0.7589 |
S1 |
0.7586 |
0.7578 |
|