CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7367 |
0.7343 |
-0.0024 |
-0.3% |
0.7364 |
High |
0.7376 |
0.7351 |
-0.0025 |
-0.3% |
0.7424 |
Low |
0.7330 |
0.7324 |
-0.0006 |
-0.1% |
0.7345 |
Close |
0.7342 |
0.7336 |
-0.0007 |
-0.1% |
0.7365 |
Range |
0.0046 |
0.0028 |
-0.0019 |
-40.2% |
0.0079 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
2,764 |
2,385 |
-379 |
-13.7% |
5,984 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7419 |
0.7405 |
0.7351 |
|
R3 |
0.7392 |
0.7377 |
0.7343 |
|
R2 |
0.7364 |
0.7364 |
0.7341 |
|
R1 |
0.7350 |
0.7350 |
0.7338 |
0.7343 |
PP |
0.7337 |
0.7337 |
0.7337 |
0.7333 |
S1 |
0.7322 |
0.7322 |
0.7333 |
0.7316 |
S2 |
0.7309 |
0.7309 |
0.7330 |
|
S3 |
0.7282 |
0.7295 |
0.7328 |
|
S4 |
0.7254 |
0.7267 |
0.7320 |
|
|
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 |
0.7324 |
0.0100 |
1.4% |
0.0039 |
0.5% |
12% |
False |
True |
1,861 |
10 |
0.7424 |
0.7324 |
0.0100 |
1.4% |
0.0039 |
0.5% |
12% |
False |
True |
1,278 |
20 |
0.7489 |
0.7324 |
0.0166 |
2.3% |
0.0034 |
0.5% |
7% |
False |
True |
723 |
40 |
0.7652 |
0.7324 |
0.0329 |
4.5% |
0.0037 |
0.5% |
4% |
False |
True |
453 |
60 |
0.7652 |
0.7324 |
0.0329 |
4.5% |
0.0036 |
0.5% |
4% |
False |
True |
363 |
80 |
0.7652 |
0.7324 |
0.0329 |
4.5% |
0.0032 |
0.4% |
4% |
False |
True |
290 |
100 |
0.7652 |
0.7324 |
0.0329 |
4.5% |
0.0031 |
0.4% |
4% |
False |
True |
234 |
120 |
0.7652 |
0.7274 |
0.0378 |
5.2% |
0.0029 |
0.4% |
16% |
False |
False |
199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7468 |
2.618 |
0.7423 |
1.618 |
0.7395 |
1.000 |
0.7379 |
0.618 |
0.7368 |
HIGH |
0.7351 |
0.618 |
0.7340 |
0.500 |
0.7337 |
0.382 |
0.7334 |
LOW |
0.7324 |
0.618 |
0.7307 |
1.000 |
0.7296 |
1.618 |
0.7279 |
2.618 |
0.7252 |
4.250 |
0.7207 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7337 |
0.7374 |
PP |
0.7337 |
0.7361 |
S1 |
0.7336 |
0.7348 |
|