CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7381 |
0.7403 |
0.0022 |
0.3% |
0.7333 |
High |
0.7412 |
0.7411 |
-0.0001 |
0.0% |
0.7412 |
Low |
0.7378 |
0.7381 |
0.0003 |
0.0% |
0.7333 |
Close |
0.7403 |
0.7398 |
-0.0005 |
-0.1% |
0.7398 |
Range |
0.0034 |
0.0031 |
-0.0003 |
-9.0% |
0.0079 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
127,814 |
49,637 |
-78,177 |
-61.2% |
495,474 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7488 |
0.7474 |
0.7415 |
|
R3 |
0.7458 |
0.7443 |
0.7406 |
|
R2 |
0.7427 |
0.7427 |
0.7404 |
|
R1 |
0.7413 |
0.7413 |
0.7401 |
0.7405 |
PP |
0.7397 |
0.7397 |
0.7397 |
0.7393 |
S1 |
0.7382 |
0.7382 |
0.7395 |
0.7374 |
S2 |
0.7366 |
0.7366 |
0.7392 |
|
S3 |
0.7336 |
0.7352 |
0.7390 |
|
S4 |
0.7305 |
0.7321 |
0.7381 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7618 |
0.7587 |
0.7441 |
|
R3 |
0.7539 |
0.7508 |
0.7420 |
|
R2 |
0.7460 |
0.7460 |
0.7412 |
|
R1 |
0.7429 |
0.7429 |
0.7405 |
0.7444 |
PP |
0.7381 |
0.7381 |
0.7381 |
0.7388 |
S1 |
0.7350 |
0.7350 |
0.7391 |
0.7365 |
S2 |
0.7302 |
0.7302 |
0.7384 |
|
S3 |
0.7223 |
0.7271 |
0.7376 |
|
S4 |
0.7144 |
0.7192 |
0.7355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7412 |
0.7333 |
0.0079 |
1.1% |
0.0034 |
0.5% |
83% |
False |
False |
99,094 |
10 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0039 |
0.5% |
85% |
False |
False |
98,930 |
20 |
0.7415 |
0.7304 |
0.0112 |
1.5% |
0.0038 |
0.5% |
85% |
False |
False |
82,347 |
40 |
0.7612 |
0.7304 |
0.0308 |
4.2% |
0.0039 |
0.5% |
31% |
False |
False |
75,406 |
60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0040 |
0.5% |
28% |
False |
False |
72,539 |
80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
28% |
False |
False |
61,796 |
100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0042 |
0.6% |
28% |
False |
False |
49,498 |
120 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0040 |
0.5% |
28% |
False |
False |
41,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7541 |
2.618 |
0.7491 |
1.618 |
0.7460 |
1.000 |
0.7442 |
0.618 |
0.7430 |
HIGH |
0.7411 |
0.618 |
0.7399 |
0.500 |
0.7396 |
0.382 |
0.7392 |
LOW |
0.7381 |
0.618 |
0.7362 |
1.000 |
0.7350 |
1.618 |
0.7331 |
2.618 |
0.7301 |
4.250 |
0.7251 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7397 |
0.7394 |
PP |
0.7397 |
0.7390 |
S1 |
0.7396 |
0.7386 |
|