CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 13-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7592 |
0.0027 |
0.4% |
0.7560 |
High |
0.7615 |
0.7638 |
0.0024 |
0.3% |
0.7583 |
Low |
0.7564 |
0.7586 |
0.0022 |
0.3% |
0.7478 |
Close |
0.7590 |
0.7636 |
0.0046 |
0.6% |
0.7543 |
Range |
0.0051 |
0.0053 |
0.0002 |
2.9% |
0.0105 |
ATR |
0.0043 |
0.0044 |
0.0001 |
1.5% |
0.0000 |
Volume |
88,055 |
78,762 |
-9,293 |
-10.6% |
292,125 |
|
Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7777 |
0.7759 |
0.7664 |
|
R3 |
0.7725 |
0.7706 |
0.7650 |
|
R2 |
0.7672 |
0.7672 |
0.7645 |
|
R1 |
0.7654 |
0.7654 |
0.7640 |
0.7663 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7624 |
S1 |
0.7601 |
0.7601 |
0.7631 |
0.7611 |
S2 |
0.7567 |
0.7567 |
0.7626 |
|
S3 |
0.7515 |
0.7549 |
0.7621 |
|
S4 |
0.7462 |
0.7496 |
0.7607 |
|
|
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 |
0.7638 |
0.7478 |
0.0160 |
2.1% |
0.0045 |
0.6% |
98% |
True |
False |
67,951 |
10 |
0.7638 |
0.7478 |
0.0160 |
2.1% |
0.0043 |
0.6% |
98% |
True |
False |
69,725 |
20 |
0.7638 |
0.7478 |
0.0160 |
2.1% |
0.0045 |
0.6% |
98% |
True |
False |
74,358 |
40 |
0.7638 |
0.7343 |
0.0295 |
3.9% |
0.0041 |
0.5% |
99% |
True |
False |
40,972 |
60 |
0.7638 |
0.7337 |
0.0301 |
3.9% |
0.0041 |
0.5% |
99% |
True |
False |
27,385 |
80 |
0.7638 |
0.7264 |
0.0374 |
4.9% |
0.0040 |
0.5% |
99% |
True |
False |
20,556 |
100 |
0.7638 |
0.7244 |
0.0394 |
5.2% |
0.0040 |
0.5% |
99% |
True |
False |
16,485 |
120 |
0.7638 |
0.7244 |
0.0394 |
5.2% |
0.0036 |
0.5% |
99% |
True |
False |
13,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7861 |
2.618 |
0.7775 |
1.618 |
0.7723 |
1.000 |
0.7691 |
0.618 |
0.7670 |
HIGH |
0.7638 |
0.618 |
0.7618 |
0.500 |
0.7612 |
0.382 |
0.7606 |
LOW |
0.7586 |
0.618 |
0.7553 |
1.000 |
0.7533 |
1.618 |
0.7501 |
2.618 |
0.7448 |
4.250 |
0.7362 |
|
|
Fisher Pivots for day following 13-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7628 |
0.7619 |
PP |
0.7620 |
0.7602 |
S1 |
0.7612 |
0.7585 |
|