CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7378 |
0.7381 |
0.0003 |
0.0% |
0.7357 |
High |
0.7397 |
0.7412 |
0.0015 |
0.2% |
0.7368 |
Low |
0.7360 |
0.7378 |
0.0018 |
0.2% |
0.7304 |
Close |
0.7372 |
0.7403 |
0.0031 |
0.4% |
0.7330 |
Range |
0.0037 |
0.0034 |
-0.0003 |
-8.2% |
0.0064 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.1% |
0.0000 |
Volume |
121,762 |
127,814 |
6,052 |
5.0% |
395,932 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7498 |
0.7484 |
0.7421 |
|
R3 |
0.7465 |
0.7451 |
0.7412 |
|
R2 |
0.7431 |
0.7431 |
0.7409 |
|
R1 |
0.7417 |
0.7417 |
0.7406 |
0.7424 |
PP |
0.7398 |
0.7398 |
0.7398 |
0.7401 |
S1 |
0.7384 |
0.7384 |
0.7400 |
0.7391 |
S2 |
0.7364 |
0.7364 |
0.7397 |
|
S3 |
0.7331 |
0.7350 |
0.7394 |
|
S4 |
0.7297 |
0.7317 |
0.7385 |
|
|
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 |
0.7412 |
0.7306 |
0.0106 |
1.4% |
0.0037 |
0.5% |
92% |
True |
False |
110,113 |
10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0039 |
0.5% |
89% |
False |
False |
101,838 |
20 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0038 |
0.5% |
89% |
False |
False |
83,019 |
40 |
0.7629 |
0.7304 |
0.0325 |
4.4% |
0.0040 |
0.5% |
31% |
False |
False |
75,373 |
60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
29% |
False |
False |
72,886 |
80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
29% |
False |
False |
61,178 |
100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
29% |
False |
False |
49,002 |
120 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0040 |
0.5% |
29% |
False |
False |
40,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7554 |
2.618 |
0.7499 |
1.618 |
0.7466 |
1.000 |
0.7445 |
0.618 |
0.7432 |
HIGH |
0.7412 |
0.618 |
0.7399 |
0.500 |
0.7395 |
0.382 |
0.7391 |
LOW |
0.7378 |
0.618 |
0.7357 |
1.000 |
0.7345 |
1.618 |
0.7324 |
2.618 |
0.7290 |
4.250 |
0.7236 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7400 |
0.7397 |
PP |
0.7398 |
0.7391 |
S1 |
0.7395 |
0.7384 |
|