CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7333 |
0.0025 |
0.3% |
0.7357 |
| High |
0.7350 |
0.7375 |
0.0025 |
0.3% |
0.7368 |
| Low |
0.7306 |
0.7333 |
0.0027 |
0.4% |
0.7304 |
| Close |
0.7330 |
0.7364 |
0.0034 |
0.5% |
0.7330 |
| Range |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0064 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.8% |
0.0000 |
| Volume |
104,731 |
90,308 |
-14,423 |
-13.8% |
395,932 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7465 |
0.7387 |
|
| R3 |
0.7441 |
0.7423 |
0.7375 |
|
| R2 |
0.7399 |
0.7399 |
0.7371 |
|
| R1 |
0.7381 |
0.7381 |
0.7367 |
0.7390 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7361 |
| S1 |
0.7339 |
0.7339 |
0.7360 |
0.7348 |
| S2 |
0.7315 |
0.7315 |
0.7356 |
|
| S3 |
0.7273 |
0.7297 |
0.7352 |
|
| S4 |
0.7231 |
0.7255 |
0.7340 |
|
|
| 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 |
0.7375 |
0.7304 |
0.0071 |
1.0% |
0.0040 |
0.5% |
85% |
True |
False |
97,248 |
| 10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0040 |
0.5% |
54% |
False |
False |
86,412 |
| 20 |
0.7445 |
0.7304 |
0.0142 |
1.9% |
0.0038 |
0.5% |
42% |
False |
False |
75,190 |
| 40 |
0.7629 |
0.7304 |
0.0325 |
4.4% |
0.0040 |
0.5% |
18% |
False |
False |
70,703 |
| 60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0042 |
0.6% |
18% |
False |
False |
72,008 |
| 80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
18% |
False |
False |
56,750 |
| 100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
18% |
False |
False |
45,448 |
| 120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
26% |
False |
False |
37,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7553 |
|
2.618 |
0.7484 |
|
1.618 |
0.7442 |
|
1.000 |
0.7417 |
|
0.618 |
0.7400 |
|
HIGH |
0.7375 |
|
0.618 |
0.7358 |
|
0.500 |
0.7354 |
|
0.382 |
0.7349 |
|
LOW |
0.7333 |
|
0.618 |
0.7307 |
|
1.000 |
0.7291 |
|
1.618 |
0.7265 |
|
2.618 |
0.7223 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7355 |
| PP |
0.7357 |
0.7347 |
| S1 |
0.7354 |
0.7339 |
|