CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7367 |
-0.0045 |
-0.6% |
0.7364 |
High |
0.7424 |
0.7376 |
-0.0048 |
-0.6% |
0.7424 |
Low |
0.7358 |
0.7330 |
-0.0028 |
-0.4% |
0.7345 |
Close |
0.7365 |
0.7342 |
-0.0023 |
-0.3% |
0.7365 |
Range |
0.0066 |
0.0046 |
-0.0020 |
-30.3% |
0.0079 |
ATR |
0.0037 |
0.0038 |
0.0001 |
1.8% |
0.0000 |
Volume |
1,470 |
2,764 |
1,294 |
88.0% |
5,984 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7487 |
0.7461 |
0.7367 |
|
R3 |
0.7441 |
0.7415 |
0.7355 |
|
R2 |
0.7395 |
0.7395 |
0.7350 |
|
R1 |
0.7369 |
0.7369 |
0.7346 |
0.7359 |
PP |
0.7349 |
0.7349 |
0.7349 |
0.7344 |
S1 |
0.7323 |
0.7323 |
0.7338 |
0.7313 |
S2 |
0.7303 |
0.7303 |
0.7334 |
|
S3 |
0.7257 |
0.7277 |
0.7329 |
|
S4 |
0.7211 |
0.7231 |
0.7317 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7613 |
0.7567 |
0.7408 |
|
R3 |
0.7535 |
0.7489 |
0.7386 |
|
R2 |
0.7456 |
0.7456 |
0.7379 |
|
R1 |
0.7410 |
0.7410 |
0.7372 |
0.7433 |
PP |
0.7378 |
0.7378 |
0.7378 |
0.7389 |
S1 |
0.7332 |
0.7332 |
0.7357 |
0.7355 |
S2 |
0.7299 |
0.7299 |
0.7350 |
|
S3 |
0.7221 |
0.7253 |
0.7343 |
|
S4 |
0.7142 |
0.7175 |
0.7321 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7424 |
0.7330 |
0.0094 |
1.3% |
0.0043 |
0.6% |
13% |
False |
True |
1,685 |
10 |
0.7424 |
0.7330 |
0.0094 |
1.3% |
0.0038 |
0.5% |
13% |
False |
True |
1,053 |
20 |
0.7492 |
0.7330 |
0.0162 |
2.2% |
0.0036 |
0.5% |
8% |
False |
True |
633 |
40 |
0.7652 |
0.7330 |
0.0323 |
4.4% |
0.0037 |
0.5% |
4% |
False |
True |
400 |
60 |
0.7652 |
0.7330 |
0.0323 |
4.4% |
0.0036 |
0.5% |
4% |
False |
True |
324 |
80 |
0.7652 |
0.7330 |
0.0323 |
4.4% |
0.0032 |
0.4% |
4% |
False |
True |
260 |
100 |
0.7652 |
0.7330 |
0.0323 |
4.4% |
0.0031 |
0.4% |
4% |
False |
True |
211 |
120 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0029 |
0.4% |
18% |
False |
False |
179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7571 |
2.618 |
0.7496 |
1.618 |
0.7450 |
1.000 |
0.7422 |
0.618 |
0.7404 |
HIGH |
0.7376 |
0.618 |
0.7358 |
0.500 |
0.7353 |
0.382 |
0.7347 |
LOW |
0.7330 |
0.618 |
0.7301 |
1.000 |
0.7284 |
1.618 |
0.7255 |
2.618 |
0.7209 |
4.250 |
0.7134 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7353 |
0.7377 |
PP |
0.7349 |
0.7365 |
S1 |
0.7346 |
0.7354 |
|