CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 20-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7599 |
0.7604 |
0.0005 |
0.1% |
0.7540 |
High |
0.7608 |
0.7629 |
0.0021 |
0.3% |
0.7644 |
Low |
0.7586 |
0.7585 |
-0.0001 |
0.0% |
0.7524 |
Close |
0.7605 |
0.7595 |
-0.0010 |
-0.1% |
0.7576 |
Range |
0.0022 |
0.0044 |
0.0022 |
100.0% |
0.0120 |
ATR |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0000 |
Volume |
47,862 |
48,324 |
462 |
1.0% |
338,305 |
|
Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7735 |
0.7709 |
0.7619 |
|
R3 |
0.7691 |
0.7665 |
0.7607 |
|
R2 |
0.7647 |
0.7647 |
0.7603 |
|
R1 |
0.7621 |
0.7621 |
0.7599 |
0.7612 |
PP |
0.7603 |
0.7603 |
0.7603 |
0.7598 |
S1 |
0.7577 |
0.7577 |
0.7591 |
0.7568 |
S2 |
0.7559 |
0.7559 |
0.7587 |
|
S3 |
0.7515 |
0.7533 |
0.7583 |
|
S4 |
0.7471 |
0.7489 |
0.7571 |
|
|
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% |
0.0046 |
0.6% |
44% |
False |
False |
58,137 |
10 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0046 |
0.6% |
70% |
False |
False |
63,044 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0043 |
0.6% |
70% |
False |
False |
66,804 |
40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
84% |
False |
False |
48,185 |
60 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0043 |
0.6% |
84% |
False |
False |
32,226 |
80 |
0.7644 |
0.7335 |
0.0309 |
4.1% |
0.0040 |
0.5% |
84% |
False |
False |
24,185 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
88% |
False |
False |
19,390 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0037 |
0.5% |
88% |
False |
False |
16,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7816 |
2.618 |
0.7744 |
1.618 |
0.7700 |
1.000 |
0.7673 |
0.618 |
0.7656 |
HIGH |
0.7629 |
0.618 |
0.7612 |
0.500 |
0.7607 |
0.382 |
0.7601 |
LOW |
0.7585 |
0.618 |
0.7557 |
1.000 |
0.7541 |
1.618 |
0.7513 |
2.618 |
0.7469 |
4.250 |
0.7398 |
|
|
Fisher Pivots for day following 20-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7607 |
0.7594 |
PP |
0.7603 |
0.7594 |
S1 |
0.7599 |
0.7593 |
|