CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 07-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7538 |
0.7490 |
-0.0049 |
-0.6% |
0.7560 |
High |
0.7542 |
0.7547 |
0.0005 |
0.1% |
0.7583 |
Low |
0.7486 |
0.7478 |
-0.0008 |
-0.1% |
0.7478 |
Close |
0.7495 |
0.7543 |
0.0048 |
0.6% |
0.7543 |
Range |
0.0056 |
0.0069 |
0.0013 |
23.4% |
0.0105 |
ATR |
0.0043 |
0.0045 |
0.0002 |
4.3% |
0.0000 |
Volume |
81,212 |
75,115 |
-6,097 |
-7.5% |
292,125 |
|
Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7728 |
0.7704 |
0.7580 |
|
R3 |
0.7659 |
0.7635 |
0.7561 |
|
R2 |
0.7591 |
0.7591 |
0.7555 |
|
R1 |
0.7567 |
0.7567 |
0.7549 |
0.7579 |
PP |
0.7522 |
0.7522 |
0.7522 |
0.7528 |
S1 |
0.7498 |
0.7498 |
0.7536 |
0.7510 |
S2 |
0.7454 |
0.7454 |
0.7530 |
|
S3 |
0.7385 |
0.7430 |
0.7524 |
|
S4 |
0.7317 |
0.7361 |
0.7505 |
|
|
Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7850 |
0.7801 |
0.7600 |
|
R3 |
0.7745 |
0.7696 |
0.7571 |
|
R2 |
0.7640 |
0.7640 |
0.7562 |
|
R1 |
0.7591 |
0.7591 |
0.7552 |
0.7563 |
PP |
0.7535 |
0.7535 |
0.7535 |
0.7520 |
S1 |
0.7486 |
0.7486 |
0.7533 |
0.7458 |
S2 |
0.7430 |
0.7430 |
0.7523 |
|
S3 |
0.7325 |
0.7381 |
0.7514 |
|
S4 |
0.7220 |
0.7276 |
0.7485 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7583 |
0.7478 |
0.0105 |
1.4% |
0.0050 |
0.7% |
61% |
False |
True |
73,868 |
10 |
0.7634 |
0.7478 |
0.0156 |
2.1% |
0.0044 |
0.6% |
41% |
False |
True |
71,618 |
20 |
0.7634 |
0.7478 |
0.0156 |
2.1% |
0.0044 |
0.6% |
41% |
False |
True |
66,701 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.9% |
0.0043 |
0.6% |
69% |
False |
False |
34,378 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0042 |
0.6% |
69% |
False |
False |
22,978 |
80 |
0.7634 |
0.7263 |
0.0372 |
4.9% |
0.0040 |
0.5% |
75% |
False |
False |
17,259 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0039 |
0.5% |
77% |
False |
False |
13,839 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0035 |
0.5% |
77% |
False |
False |
11,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7838 |
2.618 |
0.7726 |
1.618 |
0.7657 |
1.000 |
0.7615 |
0.618 |
0.7589 |
HIGH |
0.7547 |
0.618 |
0.7520 |
0.500 |
0.7512 |
0.382 |
0.7504 |
LOW |
0.7478 |
0.618 |
0.7436 |
1.000 |
0.7410 |
1.618 |
0.7367 |
2.618 |
0.7299 |
4.250 |
0.7187 |
|
|
Fisher Pivots for day following 07-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7532 |
0.7539 |
PP |
0.7522 |
0.7535 |
S1 |
0.7512 |
0.7531 |
|