CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7403 |
0.7357 |
-0.0046 |
-0.6% |
0.7354 |
High |
0.7415 |
0.7368 |
-0.0048 |
-0.6% |
0.7415 |
Low |
0.7347 |
0.7316 |
-0.0031 |
-0.4% |
0.7335 |
Close |
0.7355 |
0.7333 |
-0.0022 |
-0.3% |
0.7355 |
Range |
0.0068 |
0.0052 |
-0.0017 |
-24.3% |
0.0081 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.0% |
0.0000 |
Volume |
97,897 |
126,848 |
28,951 |
29.6% |
377,884 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7493 |
0.7464 |
0.7361 |
|
R3 |
0.7442 |
0.7413 |
0.7347 |
|
R2 |
0.7390 |
0.7390 |
0.7342 |
|
R1 |
0.7361 |
0.7361 |
0.7337 |
0.7350 |
PP |
0.7339 |
0.7339 |
0.7339 |
0.7333 |
S1 |
0.7310 |
0.7310 |
0.7328 |
0.7299 |
S2 |
0.7287 |
0.7287 |
0.7323 |
|
S3 |
0.7236 |
0.7258 |
0.7318 |
|
S4 |
0.7184 |
0.7207 |
0.7304 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7610 |
0.7563 |
0.7399 |
|
R3 |
0.7529 |
0.7482 |
0.7377 |
|
R2 |
0.7449 |
0.7449 |
0.7369 |
|
R1 |
0.7402 |
0.7402 |
0.7362 |
0.7425 |
PP |
0.7368 |
0.7368 |
0.7368 |
0.7380 |
S1 |
0.7321 |
0.7321 |
0.7347 |
0.7345 |
S2 |
0.7288 |
0.7288 |
0.7340 |
|
S3 |
0.7207 |
0.7241 |
0.7332 |
|
S4 |
0.7127 |
0.7160 |
0.7310 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7415 |
0.7316 |
0.0099 |
1.4% |
0.0046 |
0.6% |
17% |
False |
True |
91,066 |
10 |
0.7415 |
0.7316 |
0.0099 |
1.4% |
0.0041 |
0.6% |
17% |
False |
True |
76,827 |
20 |
0.7485 |
0.7316 |
0.0169 |
2.3% |
0.0039 |
0.5% |
10% |
False |
True |
72,023 |
40 |
0.7644 |
0.7316 |
0.0328 |
4.5% |
0.0042 |
0.6% |
5% |
False |
True |
68,884 |
60 |
0.7644 |
0.7316 |
0.0328 |
4.5% |
0.0042 |
0.6% |
5% |
False |
True |
68,873 |
80 |
0.7644 |
0.7316 |
0.0328 |
4.5% |
0.0042 |
0.6% |
5% |
False |
True |
52,272 |
100 |
0.7644 |
0.7316 |
0.0328 |
4.5% |
0.0041 |
0.6% |
5% |
False |
True |
41,856 |
120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
18% |
False |
False |
34,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7586 |
2.618 |
0.7502 |
1.618 |
0.7451 |
1.000 |
0.7419 |
0.618 |
0.7399 |
HIGH |
0.7368 |
0.618 |
0.7348 |
0.500 |
0.7342 |
0.382 |
0.7336 |
LOW |
0.7316 |
0.618 |
0.7284 |
1.000 |
0.7265 |
1.618 |
0.7233 |
2.618 |
0.7181 |
4.250 |
0.7097 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7342 |
0.7366 |
PP |
0.7339 |
0.7355 |
S1 |
0.7336 |
0.7344 |
|