CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7600 |
0.7596 |
-0.0004 |
0.0% |
0.7568 |
High |
0.7612 |
0.7598 |
-0.0014 |
-0.2% |
0.7629 |
Low |
0.7576 |
0.7559 |
-0.0017 |
-0.2% |
0.7557 |
Close |
0.7597 |
0.7584 |
-0.0014 |
-0.2% |
0.7579 |
Range |
0.0036 |
0.0039 |
0.0003 |
8.5% |
0.0072 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
Volume |
47,363 |
61,427 |
14,064 |
29.7% |
280,518 |
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7696 |
0.7678 |
0.7605 |
|
R3 |
0.7657 |
0.7640 |
0.7594 |
|
R2 |
0.7619 |
0.7619 |
0.7591 |
|
R1 |
0.7601 |
0.7601 |
0.7587 |
0.7591 |
PP |
0.7580 |
0.7580 |
0.7580 |
0.7575 |
S1 |
0.7563 |
0.7563 |
0.7580 |
0.7552 |
S2 |
0.7542 |
0.7542 |
0.7576 |
|
S3 |
0.7503 |
0.7524 |
0.7573 |
|
S4 |
0.7465 |
0.7486 |
0.7562 |
|
|
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 |
0.7559 |
0.0070 |
0.9% |
0.0041 |
0.5% |
35% |
False |
True |
55,175 |
10 |
0.7644 |
0.7557 |
0.0087 |
1.1% |
0.0044 |
0.6% |
30% |
False |
False |
59,700 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0044 |
0.6% |
64% |
False |
False |
64,555 |
40 |
0.7644 |
0.7345 |
0.0299 |
3.9% |
0.0043 |
0.6% |
80% |
False |
False |
53,570 |
60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
80% |
False |
False |
36,008 |
80 |
0.7644 |
0.7337 |
0.0307 |
4.0% |
0.0040 |
0.5% |
80% |
False |
False |
27,025 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
85% |
False |
False |
21,661 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0038 |
0.5% |
85% |
False |
False |
18,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7761 |
2.618 |
0.7698 |
1.618 |
0.7660 |
1.000 |
0.7636 |
0.618 |
0.7621 |
HIGH |
0.7598 |
0.618 |
0.7583 |
0.500 |
0.7578 |
0.382 |
0.7574 |
LOW |
0.7559 |
0.618 |
0.7535 |
1.000 |
0.7521 |
1.618 |
0.7497 |
2.618 |
0.7458 |
4.250 |
0.7395 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7582 |
0.7585 |
PP |
0.7580 |
0.7585 |
S1 |
0.7578 |
0.7584 |
|