CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7635 |
0.7568 |
-0.0067 |
-0.9% |
0.7540 |
High |
0.7644 |
0.7604 |
-0.0040 |
-0.5% |
0.7644 |
Low |
0.7566 |
0.7563 |
-0.0003 |
0.0% |
0.7524 |
Close |
0.7576 |
0.7592 |
0.0016 |
0.2% |
0.7576 |
Range |
0.0078 |
0.0041 |
-0.0037 |
-47.4% |
0.0120 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
Volume |
73,661 |
56,325 |
-17,336 |
-23.5% |
338,305 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7709 |
0.7691 |
0.7614 |
|
R3 |
0.7668 |
0.7650 |
0.7603 |
|
R2 |
0.7627 |
0.7627 |
0.7599 |
|
R1 |
0.7609 |
0.7609 |
0.7595 |
0.7618 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7591 |
S1 |
0.7568 |
0.7568 |
0.7588 |
0.7577 |
S2 |
0.7545 |
0.7545 |
0.7584 |
|
S3 |
0.7504 |
0.7527 |
0.7580 |
|
S4 |
0.7463 |
0.7486 |
0.7569 |
|
|
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 |
0.7532 |
0.0112 |
1.5% |
0.0051 |
0.7% |
53% |
False |
False |
68,591 |
10 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0048 |
0.6% |
68% |
False |
False |
68,675 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0044 |
0.6% |
68% |
False |
False |
72,241 |
40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0042 |
0.5% |
83% |
False |
False |
44,199 |
60 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0042 |
0.6% |
83% |
False |
False |
29,550 |
80 |
0.7644 |
0.7264 |
0.0380 |
5.0% |
0.0040 |
0.5% |
86% |
False |
False |
22,180 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
87% |
False |
False |
17,784 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0037 |
0.5% |
87% |
False |
False |
14,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7778 |
2.618 |
0.7711 |
1.618 |
0.7670 |
1.000 |
0.7645 |
0.618 |
0.7629 |
HIGH |
0.7604 |
0.618 |
0.7588 |
0.500 |
0.7584 |
0.382 |
0.7579 |
LOW |
0.7563 |
0.618 |
0.7538 |
1.000 |
0.7522 |
1.618 |
0.7497 |
2.618 |
0.7456 |
4.250 |
0.7389 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7589 |
0.7604 |
PP |
0.7586 |
0.7600 |
S1 |
0.7584 |
0.7596 |
|