CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7556 |
-0.0004 |
-0.1% |
0.7597 |
| High |
0.7568 |
0.7583 |
0.0016 |
0.2% |
0.7634 |
| Low |
0.7543 |
0.7531 |
-0.0012 |
-0.2% |
0.7534 |
| Close |
0.7555 |
0.7538 |
-0.0017 |
-0.2% |
0.7563 |
| Range |
0.0025 |
0.0053 |
0.0028 |
110.0% |
0.0100 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.0% |
0.0000 |
| Volume |
45,560 |
90,238 |
44,678 |
98.1% |
354,272 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7676 |
0.7567 |
|
| R3 |
0.7656 |
0.7623 |
0.7552 |
|
| R2 |
0.7603 |
0.7603 |
0.7548 |
|
| R1 |
0.7571 |
0.7571 |
0.7543 |
0.7561 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7546 |
| S1 |
0.7518 |
0.7518 |
0.7533 |
0.7508 |
| S2 |
0.7498 |
0.7498 |
0.7528 |
|
| S3 |
0.7446 |
0.7466 |
0.7524 |
|
| S4 |
0.7393 |
0.7413 |
0.7509 |
|
|
| 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 |
0.7592 |
0.7531 |
0.0061 |
0.8% |
0.0040 |
0.5% |
12% |
False |
True |
70,377 |
| 10 |
0.7634 |
0.7531 |
0.0104 |
1.4% |
0.0039 |
0.5% |
7% |
False |
True |
69,492 |
| 20 |
0.7634 |
0.7450 |
0.0184 |
2.4% |
0.0043 |
0.6% |
48% |
False |
False |
59,729 |
| 40 |
0.7634 |
0.7343 |
0.0291 |
3.9% |
0.0041 |
0.5% |
67% |
False |
False |
30,489 |
| 60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0040 |
0.5% |
68% |
False |
False |
20,373 |
| 80 |
0.7634 |
0.7263 |
0.0372 |
4.9% |
0.0040 |
0.5% |
74% |
False |
False |
15,308 |
| 100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0038 |
0.5% |
75% |
False |
False |
12,276 |
| 120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0035 |
0.5% |
75% |
False |
False |
10,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7720 |
|
1.618 |
0.7668 |
|
1.000 |
0.7636 |
|
0.618 |
0.7615 |
|
HIGH |
0.7583 |
|
0.618 |
0.7563 |
|
0.500 |
0.7557 |
|
0.382 |
0.7551 |
|
LOW |
0.7531 |
|
0.618 |
0.7498 |
|
1.000 |
0.7478 |
|
1.618 |
0.7446 |
|
2.618 |
0.7393 |
|
4.250 |
0.7307 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7557 |
| PP |
0.7551 |
0.7551 |
| S1 |
0.7544 |
0.7544 |
|