CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7335 |
0.7308 |
-0.0027 |
-0.4% |
0.7357 |
High |
0.7336 |
0.7350 |
0.0014 |
0.2% |
0.7368 |
Low |
0.7304 |
0.7306 |
0.0002 |
0.0% |
0.7304 |
Close |
0.7309 |
0.7330 |
0.0022 |
0.3% |
0.7330 |
Range |
0.0033 |
0.0044 |
0.0012 |
35.4% |
0.0064 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.8% |
0.0000 |
Volume |
80,539 |
104,731 |
24,192 |
30.0% |
395,932 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7460 |
0.7439 |
0.7354 |
|
R3 |
0.7416 |
0.7395 |
0.7342 |
|
R2 |
0.7372 |
0.7372 |
0.7338 |
|
R1 |
0.7351 |
0.7351 |
0.7334 |
0.7362 |
PP |
0.7328 |
0.7328 |
0.7328 |
0.7334 |
S1 |
0.7307 |
0.7307 |
0.7326 |
0.7318 |
S2 |
0.7284 |
0.7284 |
0.7322 |
|
S3 |
0.7240 |
0.7263 |
0.7318 |
|
S4 |
0.7196 |
0.7219 |
0.7306 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7526 |
0.7492 |
0.7365 |
|
R3 |
0.7462 |
0.7428 |
0.7348 |
|
R2 |
0.7398 |
0.7398 |
0.7342 |
|
R1 |
0.7364 |
0.7364 |
0.7336 |
0.7349 |
PP |
0.7334 |
0.7334 |
0.7334 |
0.7326 |
S1 |
0.7300 |
0.7300 |
0.7324 |
0.7285 |
S2 |
0.7270 |
0.7270 |
0.7318 |
|
S3 |
0.7206 |
0.7236 |
0.7312 |
|
S4 |
0.7142 |
0.7172 |
0.7295 |
|
|
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% |
0.0045 |
0.6% |
24% |
False |
False |
98,765 |
10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0040 |
0.5% |
24% |
False |
False |
85,237 |
20 |
0.7459 |
0.7304 |
0.0156 |
2.1% |
0.0037 |
0.5% |
17% |
False |
False |
73,966 |
40 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
8% |
False |
False |
70,287 |
60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0042 |
0.6% |
8% |
False |
False |
71,644 |
80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
8% |
False |
False |
55,629 |
100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
8% |
False |
False |
44,546 |
120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
17% |
False |
False |
37,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7537 |
2.618 |
0.7465 |
1.618 |
0.7421 |
1.000 |
0.7394 |
0.618 |
0.7377 |
HIGH |
0.7350 |
0.618 |
0.7333 |
0.500 |
0.7328 |
0.382 |
0.7322 |
LOW |
0.7306 |
0.618 |
0.7278 |
1.000 |
0.7262 |
1.618 |
0.7234 |
2.618 |
0.7190 |
4.250 |
0.7119 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7329 |
0.7329 |
PP |
0.7328 |
0.7328 |
S1 |
0.7328 |
0.7327 |
|