CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7584 |
0.7599 |
0.0016 |
0.2% |
0.7540 |
High |
0.7601 |
0.7608 |
0.0007 |
0.1% |
0.7644 |
Low |
0.7557 |
0.7586 |
0.0029 |
0.4% |
0.7524 |
Close |
0.7597 |
0.7605 |
0.0008 |
0.1% |
0.7576 |
Range |
0.0044 |
0.0022 |
-0.0022 |
-50.0% |
0.0120 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
64,515 |
47,862 |
-16,653 |
-25.8% |
338,305 |
|
Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7665 |
0.7657 |
0.7617 |
|
R3 |
0.7643 |
0.7635 |
0.7611 |
|
R2 |
0.7621 |
0.7621 |
0.7609 |
|
R1 |
0.7613 |
0.7613 |
0.7607 |
0.7617 |
PP |
0.7599 |
0.7599 |
0.7599 |
0.7601 |
S1 |
0.7591 |
0.7591 |
0.7602 |
0.7595 |
S2 |
0.7577 |
0.7577 |
0.7600 |
|
S3 |
0.7555 |
0.7569 |
0.7598 |
|
S4 |
0.7533 |
0.7547 |
0.7592 |
|
|
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 |
0.7557 |
0.0087 |
1.1% |
0.0048 |
0.6% |
55% |
False |
False |
64,225 |
10 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0047 |
0.6% |
76% |
False |
False |
66,333 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0043 |
0.6% |
76% |
False |
False |
67,912 |
40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0042 |
0.5% |
87% |
False |
False |
46,983 |
60 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0042 |
0.6% |
87% |
False |
False |
31,421 |
80 |
0.7644 |
0.7306 |
0.0338 |
4.4% |
0.0040 |
0.5% |
88% |
False |
False |
23,582 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
90% |
False |
False |
18,907 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0037 |
0.5% |
90% |
False |
False |
15,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7701 |
2.618 |
0.7665 |
1.618 |
0.7643 |
1.000 |
0.7630 |
0.618 |
0.7621 |
HIGH |
0.7608 |
0.618 |
0.7599 |
0.500 |
0.7597 |
0.382 |
0.7594 |
LOW |
0.7586 |
0.618 |
0.7572 |
1.000 |
0.7564 |
1.618 |
0.7550 |
2.618 |
0.7528 |
4.250 |
0.7492 |
|
|
Fisher Pivots for day following 19-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7602 |
0.7597 |
PP |
0.7599 |
0.7590 |
S1 |
0.7597 |
0.7582 |
|