CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 29-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2023 |
29-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7555 |
-0.0036 |
-0.5% |
0.7589 |
| High |
0.7592 |
0.7563 |
-0.0029 |
-0.4% |
0.7622 |
| Low |
0.7542 |
0.7537 |
-0.0006 |
-0.1% |
0.7546 |
| Close |
0.7556 |
0.7559 |
0.0003 |
0.0% |
0.7591 |
| Range |
0.0050 |
0.0027 |
-0.0023 |
-46.5% |
0.0076 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
75,602 |
63,269 |
-12,333 |
-16.3% |
314,001 |
|
| Daily Pivots for day following 29-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7622 |
0.7574 |
|
| R3 |
0.7606 |
0.7596 |
0.7566 |
|
| R2 |
0.7579 |
0.7579 |
0.7564 |
|
| R1 |
0.7569 |
0.7569 |
0.7561 |
0.7574 |
| PP |
0.7553 |
0.7553 |
0.7553 |
0.7555 |
| S1 |
0.7543 |
0.7543 |
0.7557 |
0.7548 |
| S2 |
0.7526 |
0.7526 |
0.7554 |
|
| S3 |
0.7500 |
0.7516 |
0.7552 |
|
| S4 |
0.7473 |
0.7490 |
0.7544 |
|
|
| 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 |
0.7537 |
0.0098 |
1.3% |
0.0039 |
0.5% |
23% |
False |
True |
69,367 |
| 10 |
0.7634 |
0.7499 |
0.0136 |
1.8% |
0.0044 |
0.6% |
45% |
False |
False |
78,471 |
| 20 |
0.7634 |
0.7383 |
0.0251 |
3.3% |
0.0043 |
0.6% |
70% |
False |
False |
49,348 |
| 40 |
0.7634 |
0.7343 |
0.0291 |
3.8% |
0.0042 |
0.6% |
74% |
False |
False |
25,190 |
| 60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0039 |
0.5% |
75% |
False |
False |
16,824 |
| 80 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0040 |
0.5% |
81% |
False |
False |
12,669 |
| 100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0038 |
0.5% |
81% |
False |
False |
10,146 |
| 120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0034 |
0.4% |
81% |
False |
False |
8,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7676 |
|
2.618 |
0.7632 |
|
1.618 |
0.7606 |
|
1.000 |
0.7590 |
|
0.618 |
0.7579 |
|
HIGH |
0.7563 |
|
0.618 |
0.7553 |
|
0.500 |
0.7550 |
|
0.382 |
0.7547 |
|
LOW |
0.7537 |
|
0.618 |
0.7520 |
|
1.000 |
0.7510 |
|
1.618 |
0.7494 |
|
2.618 |
0.7467 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 29-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7556 |
0.7585 |
| PP |
0.7553 |
0.7577 |
| S1 |
0.7550 |
0.7568 |
|