CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7378 |
0.0013 |
0.2% |
0.7357 |
| High |
0.7384 |
0.7397 |
0.0013 |
0.2% |
0.7368 |
| Low |
0.7357 |
0.7360 |
0.0003 |
0.0% |
0.7304 |
| Close |
0.7378 |
0.7372 |
-0.0006 |
-0.1% |
0.7330 |
| Range |
0.0027 |
0.0037 |
0.0010 |
35.2% |
0.0064 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
105,953 |
121,762 |
15,809 |
14.9% |
395,932 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7465 |
0.7392 |
|
| R3 |
0.7449 |
0.7429 |
0.7382 |
|
| R2 |
0.7413 |
0.7413 |
0.7379 |
|
| R1 |
0.7392 |
0.7392 |
0.7375 |
0.7384 |
| PP |
0.7376 |
0.7376 |
0.7376 |
0.7372 |
| S1 |
0.7356 |
0.7356 |
0.7369 |
0.7348 |
| S2 |
0.7340 |
0.7340 |
0.7365 |
|
| S3 |
0.7303 |
0.7319 |
0.7362 |
|
| S4 |
0.7267 |
0.7283 |
0.7352 |
|
|
| 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 |
0.7397 |
0.7304 |
0.0093 |
1.3% |
0.0036 |
0.5% |
74% |
True |
False |
100,658 |
| 10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0039 |
0.5% |
61% |
False |
False |
96,503 |
| 20 |
0.7424 |
0.7304 |
0.0120 |
1.6% |
0.0038 |
0.5% |
57% |
False |
False |
80,032 |
| 40 |
0.7629 |
0.7304 |
0.0325 |
4.4% |
0.0039 |
0.5% |
21% |
False |
False |
73,375 |
| 60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
20% |
False |
False |
72,575 |
| 80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
20% |
False |
False |
59,585 |
| 100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0042 |
0.6% |
20% |
False |
False |
47,725 |
| 120 |
0.7644 |
0.7264 |
0.0380 |
5.2% |
0.0040 |
0.5% |
28% |
False |
False |
39,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7552 |
|
2.618 |
0.7492 |
|
1.618 |
0.7456 |
|
1.000 |
0.7433 |
|
0.618 |
0.7419 |
|
HIGH |
0.7397 |
|
0.618 |
0.7383 |
|
0.500 |
0.7378 |
|
0.382 |
0.7374 |
|
LOW |
0.7360 |
|
0.618 |
0.7337 |
|
1.000 |
0.7324 |
|
1.618 |
0.7301 |
|
2.618 |
0.7264 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7378 |
0.7370 |
| PP |
0.7376 |
0.7367 |
| S1 |
0.7374 |
0.7365 |
|