CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7395 |
-0.0008 |
-0.1% |
0.7333 |
| High |
0.7411 |
0.7422 |
0.0011 |
0.1% |
0.7412 |
| Low |
0.7381 |
0.7393 |
0.0013 |
0.2% |
0.7333 |
| Close |
0.7398 |
0.7411 |
0.0013 |
0.2% |
0.7398 |
| Range |
0.0031 |
0.0029 |
-0.0002 |
-4.9% |
0.0079 |
| ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
49,637 |
9,461 |
-40,176 |
-80.9% |
495,474 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7482 |
0.7427 |
|
| R3 |
0.7467 |
0.7453 |
0.7419 |
|
| R2 |
0.7438 |
0.7438 |
0.7416 |
|
| R1 |
0.7424 |
0.7424 |
0.7414 |
0.7431 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7412 |
| S1 |
0.7395 |
0.7395 |
0.7408 |
0.7402 |
| S2 |
0.7380 |
0.7380 |
0.7406 |
|
| S3 |
0.7351 |
0.7366 |
0.7403 |
|
| S4 |
0.7322 |
0.7337 |
0.7395 |
|
|
| 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 |
0.7422 |
0.7357 |
0.0065 |
0.9% |
0.0031 |
0.4% |
83% |
True |
False |
82,925 |
| 10 |
0.7422 |
0.7304 |
0.0119 |
1.6% |
0.0036 |
0.5% |
91% |
True |
False |
90,086 |
| 20 |
0.7422 |
0.7304 |
0.0119 |
1.6% |
0.0038 |
0.5% |
91% |
True |
False |
79,843 |
| 40 |
0.7612 |
0.7304 |
0.0308 |
4.2% |
0.0039 |
0.5% |
35% |
False |
False |
74,055 |
| 60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.5% |
32% |
False |
False |
71,620 |
| 80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
32% |
False |
False |
61,907 |
| 100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.6% |
32% |
False |
False |
49,589 |
| 120 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0040 |
0.5% |
32% |
False |
False |
41,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7498 |
|
1.618 |
0.7469 |
|
1.000 |
0.7451 |
|
0.618 |
0.7440 |
|
HIGH |
0.7422 |
|
0.618 |
0.7411 |
|
0.500 |
0.7408 |
|
0.382 |
0.7404 |
|
LOW |
0.7393 |
|
0.618 |
0.7375 |
|
1.000 |
0.7364 |
|
1.618 |
0.7346 |
|
2.618 |
0.7317 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7407 |
| PP |
0.7409 |
0.7404 |
| S1 |
0.7408 |
0.7400 |
|