CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7555 |
0.7556 |
0.0001 |
0.0% |
0.7597 |
High |
0.7563 |
0.7581 |
0.0018 |
0.2% |
0.7634 |
Low |
0.7537 |
0.7534 |
-0.0003 |
0.0% |
0.7534 |
Close |
0.7559 |
0.7563 |
0.0004 |
0.1% |
0.7563 |
Range |
0.0027 |
0.0047 |
0.0021 |
77.4% |
0.0100 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.9% |
0.0000 |
Volume |
63,269 |
77,218 |
13,949 |
22.0% |
354,272 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7679 |
0.7589 |
|
R3 |
0.7653 |
0.7632 |
0.7576 |
|
R2 |
0.7606 |
0.7606 |
0.7572 |
|
R1 |
0.7585 |
0.7585 |
0.7567 |
0.7596 |
PP |
0.7559 |
0.7559 |
0.7559 |
0.7565 |
S1 |
0.7538 |
0.7538 |
0.7559 |
0.7549 |
S2 |
0.7512 |
0.7512 |
0.7554 |
|
S3 |
0.7465 |
0.7491 |
0.7550 |
|
S4 |
0.7418 |
0.7444 |
0.7537 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7820 |
0.7618 |
|
R3 |
0.7777 |
0.7720 |
0.7591 |
|
R2 |
0.7677 |
0.7677 |
0.7581 |
|
R1 |
0.7620 |
0.7620 |
0.7572 |
0.7599 |
PP |
0.7577 |
0.7577 |
0.7577 |
0.7566 |
S1 |
0.7520 |
0.7520 |
0.7554 |
0.7499 |
S2 |
0.7477 |
0.7477 |
0.7545 |
|
S3 |
0.7377 |
0.7420 |
0.7536 |
|
S4 |
0.7277 |
0.7320 |
0.7508 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7634 |
0.7534 |
0.0100 |
1.3% |
0.0039 |
0.5% |
29% |
False |
True |
70,854 |
10 |
0.7634 |
0.7534 |
0.0100 |
1.3% |
0.0040 |
0.5% |
29% |
False |
True |
75,807 |
20 |
0.7634 |
0.7445 |
0.0190 |
2.5% |
0.0041 |
0.5% |
63% |
False |
False |
53,129 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.8% |
0.0043 |
0.6% |
76% |
False |
False |
27,107 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0040 |
0.5% |
76% |
False |
False |
18,111 |
80 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0040 |
0.5% |
82% |
False |
False |
13,622 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0038 |
0.5% |
82% |
False |
False |
10,918 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0034 |
0.5% |
82% |
False |
False |
9,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7781 |
2.618 |
0.7704 |
1.618 |
0.7657 |
1.000 |
0.7628 |
0.618 |
0.7610 |
HIGH |
0.7581 |
0.618 |
0.7563 |
0.500 |
0.7558 |
0.382 |
0.7552 |
LOW |
0.7534 |
0.618 |
0.7505 |
1.000 |
0.7487 |
1.618 |
0.7458 |
2.618 |
0.7411 |
4.250 |
0.7334 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7561 |
0.7563 |
PP |
0.7559 |
0.7563 |
S1 |
0.7558 |
0.7563 |
|