CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7357 |
0.7333 |
-0.0024 |
-0.3% |
0.7354 |
High |
0.7368 |
0.7342 |
-0.0026 |
-0.4% |
0.7415 |
Low |
0.7316 |
0.7313 |
-0.0003 |
0.0% |
0.7335 |
Close |
0.7333 |
0.7326 |
-0.0007 |
-0.1% |
0.7355 |
Range |
0.0052 |
0.0029 |
-0.0023 |
-44.7% |
0.0081 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
126,848 |
83,814 |
-43,034 |
-33.9% |
377,884 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7412 |
0.7397 |
0.7341 |
|
R3 |
0.7384 |
0.7369 |
0.7333 |
|
R2 |
0.7355 |
0.7355 |
0.7331 |
|
R1 |
0.7340 |
0.7340 |
0.7328 |
0.7334 |
PP |
0.7327 |
0.7327 |
0.7327 |
0.7323 |
S1 |
0.7312 |
0.7312 |
0.7323 |
0.7305 |
S2 |
0.7298 |
0.7298 |
0.7320 |
|
S3 |
0.7270 |
0.7283 |
0.7318 |
|
S4 |
0.7241 |
0.7255 |
0.7310 |
|
|
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 |
0.7313 |
0.0102 |
1.4% |
0.0042 |
0.6% |
12% |
False |
True |
92,348 |
10 |
0.7415 |
0.7313 |
0.0102 |
1.4% |
0.0041 |
0.6% |
12% |
False |
True |
79,855 |
20 |
0.7482 |
0.7313 |
0.0169 |
2.3% |
0.0037 |
0.5% |
7% |
False |
True |
71,540 |
40 |
0.7644 |
0.7313 |
0.0331 |
4.5% |
0.0042 |
0.6% |
4% |
False |
True |
69,825 |
60 |
0.7644 |
0.7313 |
0.0331 |
4.5% |
0.0042 |
0.6% |
4% |
False |
True |
69,924 |
80 |
0.7644 |
0.7313 |
0.0331 |
4.5% |
0.0041 |
0.6% |
4% |
False |
True |
53,317 |
100 |
0.7644 |
0.7313 |
0.0331 |
4.5% |
0.0041 |
0.6% |
4% |
False |
True |
42,694 |
120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
16% |
False |
False |
35,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7463 |
2.618 |
0.7416 |
1.618 |
0.7388 |
1.000 |
0.7370 |
0.618 |
0.7359 |
HIGH |
0.7342 |
0.618 |
0.7331 |
0.500 |
0.7327 |
0.382 |
0.7324 |
LOW |
0.7313 |
0.618 |
0.7295 |
1.000 |
0.7285 |
1.618 |
0.7267 |
2.618 |
0.7238 |
4.250 |
0.7192 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7327 |
0.7364 |
PP |
0.7327 |
0.7351 |
S1 |
0.7326 |
0.7338 |
|