CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7335 |
0.0002 |
0.0% |
0.7354 |
| High |
0.7342 |
0.7336 |
-0.0006 |
-0.1% |
0.7415 |
| Low |
0.7313 |
0.7304 |
-0.0010 |
-0.1% |
0.7335 |
| Close |
0.7326 |
0.7309 |
-0.0017 |
-0.2% |
0.7355 |
| Range |
0.0029 |
0.0033 |
0.0004 |
14.0% |
0.0081 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
83,814 |
80,539 |
-3,275 |
-3.9% |
377,884 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7394 |
0.7326 |
|
| R3 |
0.7381 |
0.7361 |
0.7317 |
|
| R2 |
0.7349 |
0.7349 |
0.7314 |
|
| R1 |
0.7329 |
0.7329 |
0.7311 |
0.7322 |
| PP |
0.7316 |
0.7316 |
0.7316 |
0.7313 |
| S1 |
0.7296 |
0.7296 |
0.7306 |
0.7290 |
| S2 |
0.7284 |
0.7284 |
0.7303 |
|
| S3 |
0.7251 |
0.7264 |
0.7300 |
|
| S4 |
0.7219 |
0.7231 |
0.7291 |
|
|
| 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 |
0.7304 |
0.0112 |
1.5% |
0.0042 |
0.6% |
4% |
False |
True |
93,564 |
| 10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0040 |
0.5% |
4% |
False |
True |
80,876 |
| 20 |
0.7482 |
0.7304 |
0.0178 |
2.4% |
0.0037 |
0.5% |
3% |
False |
True |
72,058 |
| 40 |
0.7644 |
0.7304 |
0.0341 |
4.7% |
0.0041 |
0.6% |
1% |
False |
True |
69,637 |
| 60 |
0.7644 |
0.7304 |
0.0341 |
4.7% |
0.0042 |
0.6% |
1% |
False |
True |
70,584 |
| 80 |
0.7644 |
0.7304 |
0.0341 |
4.7% |
0.0041 |
0.6% |
1% |
False |
True |
54,321 |
| 100 |
0.7644 |
0.7304 |
0.0341 |
4.7% |
0.0041 |
0.6% |
1% |
False |
True |
43,499 |
| 120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
12% |
False |
False |
36,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7474 |
|
2.618 |
0.7421 |
|
1.618 |
0.7389 |
|
1.000 |
0.7369 |
|
0.618 |
0.7356 |
|
HIGH |
0.7336 |
|
0.618 |
0.7324 |
|
0.500 |
0.7320 |
|
0.382 |
0.7316 |
|
LOW |
0.7304 |
|
0.618 |
0.7283 |
|
1.000 |
0.7271 |
|
1.618 |
0.7251 |
|
2.618 |
0.7218 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7336 |
| PP |
0.7316 |
0.7327 |
| S1 |
0.7312 |
0.7318 |
|