CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7614 |
0.7597 |
-0.0018 |
-0.2% |
0.7589 |
High |
0.7618 |
0.7622 |
0.0004 |
0.1% |
0.7622 |
Low |
0.7571 |
0.7596 |
0.0026 |
0.3% |
0.7546 |
Close |
0.7591 |
0.7618 |
0.0027 |
0.3% |
0.7591 |
Range |
0.0048 |
0.0026 |
-0.0022 |
-45.3% |
0.0076 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
69,783 |
69,006 |
-777 |
-1.1% |
314,001 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7690 |
0.7680 |
0.7632 |
|
R3 |
0.7664 |
0.7654 |
0.7625 |
|
R2 |
0.7638 |
0.7638 |
0.7622 |
|
R1 |
0.7628 |
0.7628 |
0.7620 |
0.7633 |
PP |
0.7612 |
0.7612 |
0.7612 |
0.7614 |
S1 |
0.7602 |
0.7602 |
0.7615 |
0.7607 |
S2 |
0.7586 |
0.7586 |
0.7613 |
|
S3 |
0.7560 |
0.7576 |
0.7610 |
|
S4 |
0.7534 |
0.7550 |
0.7603 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7813 |
0.7777 |
0.7633 |
|
R3 |
0.7737 |
0.7702 |
0.7612 |
|
R2 |
0.7662 |
0.7662 |
0.7605 |
|
R1 |
0.7626 |
0.7626 |
0.7598 |
0.7644 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7595 |
S1 |
0.7551 |
0.7551 |
0.7584 |
0.7569 |
S2 |
0.7511 |
0.7511 |
0.7577 |
|
S3 |
0.7435 |
0.7475 |
0.7570 |
|
S4 |
0.7360 |
0.7400 |
0.7549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7622 |
0.7546 |
0.0076 |
1.0% |
0.0040 |
0.5% |
94% |
True |
False |
76,601 |
10 |
0.7622 |
0.7485 |
0.0138 |
1.8% |
0.0045 |
0.6% |
97% |
True |
False |
72,720 |
20 |
0.7622 |
0.7343 |
0.0279 |
3.7% |
0.0041 |
0.5% |
98% |
True |
False |
39,181 |
40 |
0.7622 |
0.7337 |
0.0285 |
3.7% |
0.0043 |
0.6% |
98% |
True |
False |
20,008 |
60 |
0.7622 |
0.7337 |
0.0285 |
3.7% |
0.0039 |
0.5% |
98% |
True |
False |
13,364 |
80 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0040 |
0.5% |
99% |
True |
False |
10,075 |
100 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0037 |
0.5% |
99% |
True |
False |
8,066 |
120 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0034 |
0.4% |
99% |
True |
False |
6,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7733 |
2.618 |
0.7690 |
1.618 |
0.7664 |
1.000 |
0.7648 |
0.618 |
0.7638 |
HIGH |
0.7622 |
0.618 |
0.7612 |
0.500 |
0.7609 |
0.382 |
0.7606 |
LOW |
0.7596 |
0.618 |
0.7580 |
1.000 |
0.7570 |
1.618 |
0.7554 |
2.618 |
0.7528 |
4.250 |
0.7486 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7615 |
0.7610 |
PP |
0.7612 |
0.7603 |
S1 |
0.7609 |
0.7596 |
|