CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 21-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7604 |
0.7598 |
-0.0006 |
-0.1% |
0.7568 |
High |
0.7629 |
0.7609 |
-0.0020 |
-0.3% |
0.7629 |
Low |
0.7585 |
0.7566 |
-0.0019 |
-0.2% |
0.7557 |
Close |
0.7595 |
0.7579 |
-0.0017 |
-0.2% |
0.7579 |
Range |
0.0044 |
0.0043 |
-0.0002 |
-3.4% |
0.0072 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.3% |
0.0000 |
Volume |
48,324 |
63,492 |
15,168 |
31.4% |
280,518 |
|
Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7712 |
0.7688 |
0.7602 |
|
R3 |
0.7669 |
0.7645 |
0.7590 |
|
R2 |
0.7627 |
0.7627 |
0.7586 |
|
R1 |
0.7603 |
0.7603 |
0.7582 |
0.7594 |
PP |
0.7584 |
0.7584 |
0.7584 |
0.7580 |
S1 |
0.7560 |
0.7560 |
0.7575 |
0.7551 |
S2 |
0.7542 |
0.7542 |
0.7571 |
|
S3 |
0.7499 |
0.7518 |
0.7567 |
|
S4 |
0.7457 |
0.7475 |
0.7555 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7803 |
0.7762 |
0.7618 |
|
R3 |
0.7731 |
0.7691 |
0.7598 |
|
R2 |
0.7660 |
0.7660 |
0.7592 |
|
R1 |
0.7619 |
0.7619 |
0.7585 |
0.7639 |
PP |
0.7588 |
0.7588 |
0.7588 |
0.7598 |
S1 |
0.7548 |
0.7548 |
0.7572 |
0.7568 |
S2 |
0.7517 |
0.7517 |
0.7565 |
|
S3 |
0.7445 |
0.7476 |
0.7559 |
|
S4 |
0.7374 |
0.7405 |
0.7539 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7629 |
0.7557 |
0.0072 |
0.9% |
0.0039 |
0.5% |
30% |
False |
False |
56,103 |
10 |
0.7644 |
0.7524 |
0.0120 |
1.6% |
0.0043 |
0.6% |
45% |
False |
False |
61,882 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0044 |
0.6% |
61% |
False |
False |
66,750 |
40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
78% |
False |
False |
49,759 |
60 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0043 |
0.6% |
79% |
False |
False |
33,278 |
80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0040 |
0.5% |
79% |
False |
False |
24,977 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
84% |
False |
False |
20,025 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0037 |
0.5% |
84% |
False |
False |
16,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7789 |
2.618 |
0.7720 |
1.618 |
0.7677 |
1.000 |
0.7651 |
0.618 |
0.7635 |
HIGH |
0.7609 |
0.618 |
0.7592 |
0.500 |
0.7587 |
0.382 |
0.7582 |
LOW |
0.7566 |
0.618 |
0.7540 |
1.000 |
0.7524 |
1.618 |
0.7497 |
2.618 |
0.7455 |
4.250 |
0.7385 |
|
|
Fisher Pivots for day following 21-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7587 |
0.7597 |
PP |
0.7584 |
0.7591 |
S1 |
0.7581 |
0.7585 |
|