CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 25-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7570 |
0.7600 |
0.0030 |
0.4% |
0.7568 |
| High |
0.7610 |
0.7612 |
0.0002 |
0.0% |
0.7629 |
| Low |
0.7566 |
0.7576 |
0.0011 |
0.1% |
0.7557 |
| Close |
0.7600 |
0.7597 |
-0.0003 |
0.0% |
0.7579 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.2% |
0.0072 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
55,273 |
47,363 |
-7,910 |
-14.3% |
280,518 |
|
| Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7685 |
0.7617 |
|
| R3 |
0.7666 |
0.7649 |
0.7607 |
|
| R2 |
0.7630 |
0.7630 |
0.7604 |
|
| R1 |
0.7614 |
0.7614 |
0.7600 |
0.7604 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7590 |
| S1 |
0.7578 |
0.7578 |
0.7594 |
0.7569 |
| S2 |
0.7559 |
0.7559 |
0.7590 |
|
| S3 |
0.7524 |
0.7543 |
0.7587 |
|
| S4 |
0.7488 |
0.7507 |
0.7577 |
|
|
| 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 |
0.7566 |
0.0063 |
0.8% |
0.0038 |
0.5% |
50% |
False |
False |
52,462 |
| 10 |
0.7644 |
0.7557 |
0.0087 |
1.1% |
0.0046 |
0.6% |
46% |
False |
False |
62,363 |
| 20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0044 |
0.6% |
72% |
False |
False |
64,942 |
| 40 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
84% |
False |
False |
52,061 |
| 60 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0043 |
0.6% |
85% |
False |
False |
34,986 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0040 |
0.5% |
85% |
False |
False |
26,259 |
| 100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0041 |
0.5% |
88% |
False |
False |
21,048 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0038 |
0.5% |
88% |
False |
False |
17,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7704 |
|
1.618 |
0.7669 |
|
1.000 |
0.7647 |
|
0.618 |
0.7633 |
|
HIGH |
0.7612 |
|
0.618 |
0.7598 |
|
0.500 |
0.7594 |
|
0.382 |
0.7590 |
|
LOW |
0.7576 |
|
0.618 |
0.7554 |
|
1.000 |
0.7541 |
|
1.618 |
0.7519 |
|
2.618 |
0.7483 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 25-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7594 |
| PP |
0.7595 |
0.7591 |
| S1 |
0.7594 |
0.7589 |
|