CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 12-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7537 |
0.7565 |
0.0028 |
0.4% |
0.7560 |
High |
0.7566 |
0.7615 |
0.0049 |
0.6% |
0.7583 |
Low |
0.7532 |
0.7564 |
0.0032 |
0.4% |
0.7478 |
Close |
0.7558 |
0.7590 |
0.0032 |
0.4% |
0.7543 |
Range |
0.0034 |
0.0051 |
0.0018 |
52.2% |
0.0105 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0000 |
Volume |
46,154 |
88,055 |
41,901 |
90.8% |
292,125 |
|
Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7742 |
0.7717 |
0.7618 |
|
R3 |
0.7691 |
0.7666 |
0.7604 |
|
R2 |
0.7640 |
0.7640 |
0.7599 |
|
R1 |
0.7615 |
0.7615 |
0.7595 |
0.7628 |
PP |
0.7589 |
0.7589 |
0.7589 |
0.7596 |
S1 |
0.7564 |
0.7564 |
0.7585 |
0.7577 |
S2 |
0.7538 |
0.7538 |
0.7581 |
|
S3 |
0.7487 |
0.7513 |
0.7576 |
|
S4 |
0.7436 |
0.7462 |
0.7562 |
|
|
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 |
0.7615 |
0.7478 |
0.0137 |
1.8% |
0.0046 |
0.6% |
82% |
True |
False |
68,441 |
10 |
0.7615 |
0.7478 |
0.0137 |
1.8% |
0.0043 |
0.6% |
82% |
True |
False |
69,409 |
20 |
0.7634 |
0.7478 |
0.0156 |
2.1% |
0.0044 |
0.6% |
72% |
False |
False |
72,476 |
40 |
0.7634 |
0.7343 |
0.0291 |
3.8% |
0.0041 |
0.5% |
85% |
False |
False |
39,005 |
60 |
0.7634 |
0.7337 |
0.0297 |
3.9% |
0.0041 |
0.5% |
85% |
False |
False |
26,073 |
80 |
0.7634 |
0.7264 |
0.0370 |
4.9% |
0.0040 |
0.5% |
88% |
False |
False |
19,572 |
100 |
0.7634 |
0.7244 |
0.0390 |
5.1% |
0.0039 |
0.5% |
89% |
False |
False |
15,697 |
120 |
0.7634 |
0.7244 |
0.0390 |
5.1% |
0.0036 |
0.5% |
89% |
False |
False |
13,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7831 |
2.618 |
0.7748 |
1.618 |
0.7697 |
1.000 |
0.7666 |
0.618 |
0.7646 |
HIGH |
0.7615 |
0.618 |
0.7595 |
0.500 |
0.7589 |
0.382 |
0.7583 |
LOW |
0.7564 |
0.618 |
0.7532 |
1.000 |
0.7513 |
1.618 |
0.7481 |
2.618 |
0.7430 |
4.250 |
0.7347 |
|
|
Fisher Pivots for day following 12-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7590 |
0.7583 |
PP |
0.7589 |
0.7576 |
S1 |
0.7589 |
0.7569 |
|