CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2023 |
14-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7592 |
0.7635 |
0.0043 |
0.6% |
0.7540 |
High |
0.7638 |
0.7644 |
0.0006 |
0.1% |
0.7644 |
Low |
0.7586 |
0.7566 |
-0.0020 |
-0.3% |
0.7524 |
Close |
0.7636 |
0.7576 |
-0.0060 |
-0.8% |
0.7576 |
Range |
0.0053 |
0.0078 |
0.0026 |
48.6% |
0.0120 |
ATR |
0.0044 |
0.0046 |
0.0002 |
5.5% |
0.0000 |
Volume |
78,762 |
73,661 |
-5,101 |
-6.5% |
338,305 |
|
Daily Pivots for day following 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7781 |
0.7619 |
|
R3 |
0.7751 |
0.7703 |
0.7597 |
|
R2 |
0.7673 |
0.7673 |
0.7590 |
|
R1 |
0.7625 |
0.7625 |
0.7583 |
0.7610 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7588 |
S1 |
0.7547 |
0.7547 |
0.7569 |
0.7532 |
S2 |
0.7517 |
0.7517 |
0.7562 |
|
S3 |
0.7439 |
0.7469 |
0.7555 |
|
S4 |
0.7361 |
0.7391 |
0.7533 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7941 |
0.7879 |
0.7642 |
|
R3 |
0.7821 |
0.7759 |
0.7609 |
|
R2 |
0.7701 |
0.7701 |
0.7598 |
|
R1 |
0.7639 |
0.7639 |
0.7587 |
0.7670 |
PP |
0.7581 |
0.7581 |
0.7581 |
0.7597 |
S1 |
0.7519 |
0.7519 |
0.7565 |
0.7550 |
S2 |
0.7461 |
0.7461 |
0.7554 |
|
S3 |
0.7341 |
0.7399 |
0.7543 |
|
S4 |
0.7221 |
0.7279 |
0.7510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7644 |
0.7524 |
0.0120 |
1.6% |
0.0047 |
0.6% |
43% |
True |
False |
67,661 |
10 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0048 |
0.6% |
59% |
True |
False |
70,764 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0046 |
0.6% |
59% |
True |
False |
74,618 |
40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0042 |
0.6% |
77% |
True |
False |
42,798 |
60 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
78% |
True |
False |
28,612 |
80 |
0.7644 |
0.7264 |
0.0380 |
5.0% |
0.0040 |
0.5% |
82% |
True |
False |
21,477 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
83% |
True |
False |
17,221 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0036 |
0.5% |
83% |
True |
False |
14,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7976 |
2.618 |
0.7848 |
1.618 |
0.7770 |
1.000 |
0.7722 |
0.618 |
0.7692 |
HIGH |
0.7644 |
0.618 |
0.7614 |
0.500 |
0.7605 |
0.382 |
0.7596 |
LOW |
0.7566 |
0.618 |
0.7518 |
1.000 |
0.7488 |
1.618 |
0.7440 |
2.618 |
0.7362 |
4.250 |
0.7235 |
|
|
Fisher Pivots for day following 14-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7605 |
0.7604 |
PP |
0.7595 |
0.7595 |
S1 |
0.7586 |
0.7585 |
|