CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 10-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7540 |
0.0050 |
0.7% |
0.7560 |
High |
0.7547 |
0.7545 |
-0.0002 |
0.0% |
0.7583 |
Low |
0.7478 |
0.7524 |
0.0046 |
0.6% |
0.7478 |
Close |
0.7543 |
0.7538 |
-0.0005 |
-0.1% |
0.7543 |
Range |
0.0069 |
0.0021 |
-0.0048 |
-70.1% |
0.0105 |
ATR |
0.0045 |
0.0043 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
75,115 |
51,673 |
-23,442 |
-31.2% |
292,125 |
|
Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7597 |
0.7588 |
0.7549 |
|
R3 |
0.7577 |
0.7568 |
0.7544 |
|
R2 |
0.7556 |
0.7556 |
0.7542 |
|
R1 |
0.7547 |
0.7547 |
0.7540 |
0.7541 |
PP |
0.7536 |
0.7536 |
0.7536 |
0.7533 |
S1 |
0.7527 |
0.7527 |
0.7536 |
0.7521 |
S2 |
0.7515 |
0.7515 |
0.7534 |
|
S3 |
0.7495 |
0.7506 |
0.7532 |
|
S4 |
0.7474 |
0.7486 |
0.7527 |
|
|
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% |
0.0044 |
0.6% |
57% |
False |
False |
68,759 |
10 |
0.7634 |
0.7478 |
0.0156 |
2.1% |
0.0042 |
0.6% |
38% |
False |
False |
69,807 |
20 |
0.7634 |
0.7478 |
0.0156 |
2.1% |
0.0044 |
0.6% |
38% |
False |
False |
68,852 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.9% |
0.0042 |
0.6% |
67% |
False |
False |
35,660 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0041 |
0.5% |
68% |
False |
False |
23,838 |
80 |
0.7634 |
0.7264 |
0.0370 |
4.9% |
0.0040 |
0.5% |
74% |
False |
False |
17,897 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0039 |
0.5% |
75% |
False |
False |
14,356 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.2% |
0.0035 |
0.5% |
75% |
False |
False |
11,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7632 |
2.618 |
0.7598 |
1.618 |
0.7578 |
1.000 |
0.7565 |
0.618 |
0.7557 |
HIGH |
0.7545 |
0.618 |
0.7537 |
0.500 |
0.7534 |
0.382 |
0.7532 |
LOW |
0.7524 |
0.618 |
0.7511 |
1.000 |
0.7504 |
1.618 |
0.7491 |
2.618 |
0.7470 |
4.250 |
0.7437 |
|
|
Fisher Pivots for day following 10-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7537 |
0.7529 |
PP |
0.7536 |
0.7521 |
S1 |
0.7534 |
0.7512 |
|