CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7395 |
0.7415 |
0.0021 |
0.3% |
0.7333 |
High |
0.7422 |
0.7471 |
0.0049 |
0.7% |
0.7412 |
Low |
0.7393 |
0.7414 |
0.0021 |
0.3% |
0.7333 |
Close |
0.7411 |
0.7463 |
0.0052 |
0.7% |
0.7398 |
Range |
0.0029 |
0.0058 |
0.0029 |
98.3% |
0.0079 |
ATR |
0.0038 |
0.0039 |
0.0002 |
4.2% |
0.0000 |
Volume |
9,461 |
384 |
-9,077 |
-95.9% |
495,474 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7622 |
0.7600 |
0.7495 |
|
R3 |
0.7564 |
0.7542 |
0.7479 |
|
R2 |
0.7507 |
0.7507 |
0.7474 |
|
R1 |
0.7485 |
0.7485 |
0.7468 |
0.7496 |
PP |
0.7449 |
0.7449 |
0.7449 |
0.7455 |
S1 |
0.7427 |
0.7427 |
0.7458 |
0.7438 |
S2 |
0.7392 |
0.7392 |
0.7452 |
|
S3 |
0.7334 |
0.7370 |
0.7447 |
|
S4 |
0.7277 |
0.7312 |
0.7431 |
|
|
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 |
0.7471 |
0.7360 |
0.0111 |
1.5% |
0.0037 |
0.5% |
93% |
True |
False |
61,811 |
10 |
0.7471 |
0.7304 |
0.0168 |
2.2% |
0.0036 |
0.5% |
95% |
True |
False |
77,440 |
20 |
0.7471 |
0.7304 |
0.0168 |
2.2% |
0.0039 |
0.5% |
95% |
True |
False |
77,134 |
40 |
0.7612 |
0.7304 |
0.0308 |
4.1% |
0.0039 |
0.5% |
52% |
False |
False |
72,683 |
60 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.5% |
47% |
False |
False |
70,464 |
80 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0041 |
0.5% |
47% |
False |
False |
61,795 |
100 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0042 |
0.6% |
47% |
False |
False |
49,592 |
120 |
0.7644 |
0.7304 |
0.0341 |
4.6% |
0.0040 |
0.5% |
47% |
False |
False |
41,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7715 |
2.618 |
0.7622 |
1.618 |
0.7564 |
1.000 |
0.7529 |
0.618 |
0.7507 |
HIGH |
0.7471 |
0.618 |
0.7449 |
0.500 |
0.7442 |
0.382 |
0.7435 |
LOW |
0.7414 |
0.618 |
0.7378 |
1.000 |
0.7356 |
1.618 |
0.7320 |
2.618 |
0.7263 |
4.250 |
0.7169 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7456 |
0.7451 |
PP |
0.7449 |
0.7438 |
S1 |
0.7442 |
0.7426 |
|