CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7612 |
0.7591 |
-0.0022 |
-0.3% |
0.7589 |
High |
0.7634 |
0.7592 |
-0.0043 |
-0.6% |
0.7622 |
Low |
0.7590 |
0.7542 |
-0.0048 |
-0.6% |
0.7546 |
Close |
0.7598 |
0.7556 |
-0.0042 |
-0.5% |
0.7591 |
Range |
0.0045 |
0.0050 |
0.0005 |
11.2% |
0.0076 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.3% |
0.0000 |
Volume |
69,177 |
75,602 |
6,425 |
9.3% |
314,001 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7712 |
0.7683 |
0.7583 |
|
R3 |
0.7662 |
0.7634 |
0.7570 |
|
R2 |
0.7613 |
0.7613 |
0.7565 |
|
R1 |
0.7584 |
0.7584 |
0.7561 |
0.7574 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7558 |
S1 |
0.7535 |
0.7535 |
0.7551 |
0.7524 |
S2 |
0.7514 |
0.7514 |
0.7547 |
|
S3 |
0.7464 |
0.7485 |
0.7542 |
|
S4 |
0.7415 |
0.7436 |
0.7529 |
|
|
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 |
0.7542 |
0.0092 |
1.2% |
0.0038 |
0.5% |
15% |
False |
True |
69,629 |
10 |
0.7634 |
0.7499 |
0.0136 |
1.8% |
0.0046 |
0.6% |
42% |
False |
False |
78,991 |
20 |
0.7634 |
0.7345 |
0.0289 |
3.8% |
0.0043 |
0.6% |
73% |
False |
False |
46,344 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.9% |
0.0043 |
0.6% |
73% |
False |
False |
23,624 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0039 |
0.5% |
74% |
False |
False |
15,774 |
80 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0040 |
0.5% |
80% |
False |
False |
11,880 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0037 |
0.5% |
80% |
False |
False |
9,514 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0035 |
0.5% |
80% |
False |
False |
7,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7802 |
2.618 |
0.7721 |
1.618 |
0.7672 |
1.000 |
0.7641 |
0.618 |
0.7622 |
HIGH |
0.7592 |
0.618 |
0.7573 |
0.500 |
0.7567 |
0.382 |
0.7561 |
LOW |
0.7542 |
0.618 |
0.7511 |
1.000 |
0.7493 |
1.618 |
0.7462 |
2.618 |
0.7412 |
4.250 |
0.7332 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7567 |
0.7588 |
PP |
0.7563 |
0.7577 |
S1 |
0.7560 |
0.7567 |
|