CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7343 |
0.7323 |
-0.0021 |
-0.3% |
0.7367 |
High |
0.7346 |
0.7359 |
0.0013 |
0.2% |
0.7376 |
Low |
0.7313 |
0.7316 |
0.0003 |
0.0% |
0.7313 |
Close |
0.7319 |
0.7340 |
0.0021 |
0.3% |
0.7340 |
Range |
0.0033 |
0.0043 |
0.0010 |
30.3% |
0.0063 |
ATR |
0.0037 |
0.0037 |
0.0000 |
1.3% |
0.0000 |
Volume |
2,795 |
24,976 |
22,181 |
793.6% |
32,920 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7467 |
0.7446 |
0.7363 |
|
R3 |
0.7424 |
0.7403 |
0.7351 |
|
R2 |
0.7381 |
0.7381 |
0.7347 |
|
R1 |
0.7360 |
0.7360 |
0.7343 |
0.7371 |
PP |
0.7338 |
0.7338 |
0.7338 |
0.7343 |
S1 |
0.7317 |
0.7317 |
0.7336 |
0.7328 |
S2 |
0.7295 |
0.7295 |
0.7332 |
|
S3 |
0.7252 |
0.7274 |
0.7328 |
|
S4 |
0.7209 |
0.7231 |
0.7316 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7530 |
0.7497 |
0.7374 |
|
R3 |
0.7468 |
0.7435 |
0.7357 |
|
R2 |
0.7405 |
0.7405 |
0.7351 |
|
R1 |
0.7372 |
0.7372 |
0.7345 |
0.7358 |
PP |
0.7343 |
0.7343 |
0.7343 |
0.7335 |
S1 |
0.7310 |
0.7310 |
0.7334 |
0.7295 |
S2 |
0.7280 |
0.7280 |
0.7328 |
|
S3 |
0.7218 |
0.7247 |
0.7322 |
|
S4 |
0.7155 |
0.7185 |
0.7305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0043 |
0.6% |
24% |
False |
False |
6,878 |
10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0038 |
0.5% |
24% |
False |
False |
3,965 |
20 |
0.7468 |
0.7313 |
0.0155 |
2.1% |
0.0035 |
0.5% |
17% |
False |
False |
2,092 |
40 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
8% |
False |
False |
1,131 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
8% |
False |
False |
814 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
8% |
False |
False |
636 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0031 |
0.4% |
8% |
False |
False |
512 |
120 |
0.7652 |
0.7274 |
0.0378 |
5.2% |
0.0029 |
0.4% |
17% |
False |
False |
430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7541 |
2.618 |
0.7471 |
1.618 |
0.7428 |
1.000 |
0.7402 |
0.618 |
0.7385 |
HIGH |
0.7359 |
0.618 |
0.7342 |
0.500 |
0.7337 |
0.382 |
0.7332 |
LOW |
0.7316 |
0.618 |
0.7289 |
1.000 |
0.7273 |
1.618 |
0.7246 |
2.618 |
0.7203 |
4.250 |
0.7133 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7339 |
0.7338 |
PP |
0.7338 |
0.7337 |
S1 |
0.7337 |
0.7336 |
|