CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 27-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2023 |
27-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7597 |
0.7612 |
0.0016 |
0.2% |
0.7589 |
High |
0.7622 |
0.7634 |
0.0012 |
0.2% |
0.7622 |
Low |
0.7596 |
0.7590 |
-0.0007 |
-0.1% |
0.7546 |
Close |
0.7618 |
0.7598 |
-0.0020 |
-0.3% |
0.7591 |
Range |
0.0026 |
0.0045 |
0.0019 |
71.2% |
0.0076 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.4% |
0.0000 |
Volume |
69,006 |
69,177 |
171 |
0.2% |
314,001 |
|
Daily Pivots for day following 27-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7741 |
0.7714 |
0.7622 |
|
R3 |
0.7696 |
0.7669 |
0.7610 |
|
R2 |
0.7652 |
0.7652 |
0.7606 |
|
R1 |
0.7625 |
0.7625 |
0.7602 |
0.7616 |
PP |
0.7607 |
0.7607 |
0.7607 |
0.7603 |
S1 |
0.7580 |
0.7580 |
0.7593 |
0.7571 |
S2 |
0.7563 |
0.7563 |
0.7589 |
|
S3 |
0.7518 |
0.7536 |
0.7585 |
|
S4 |
0.7474 |
0.7491 |
0.7573 |
|
|
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 |
0.7634 |
0.7561 |
0.0074 |
1.0% |
0.0038 |
0.5% |
50% |
True |
False |
68,607 |
10 |
0.7634 |
0.7488 |
0.0147 |
1.9% |
0.0046 |
0.6% |
75% |
True |
False |
75,543 |
20 |
0.7634 |
0.7345 |
0.0289 |
3.8% |
0.0042 |
0.6% |
87% |
True |
False |
42,585 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.8% |
0.0042 |
0.6% |
87% |
True |
False |
21,735 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0039 |
0.5% |
88% |
True |
False |
14,516 |
80 |
0.7634 |
0.7244 |
0.0390 |
5.1% |
0.0040 |
0.5% |
91% |
True |
False |
10,938 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.1% |
0.0037 |
0.5% |
91% |
True |
False |
8,758 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.1% |
0.0034 |
0.5% |
91% |
True |
False |
7,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7823 |
2.618 |
0.7751 |
1.618 |
0.7706 |
1.000 |
0.7679 |
0.618 |
0.7662 |
HIGH |
0.7634 |
0.618 |
0.7617 |
0.500 |
0.7612 |
0.382 |
0.7606 |
LOW |
0.7590 |
0.618 |
0.7562 |
1.000 |
0.7545 |
1.618 |
0.7517 |
2.618 |
0.7473 |
4.250 |
0.7400 |
|
|
Fisher Pivots for day following 27-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7612 |
0.7602 |
PP |
0.7607 |
0.7601 |
S1 |
0.7602 |
0.7599 |
|