CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7323 |
0.7347 |
0.0025 |
0.3% |
0.7367 |
| High |
0.7359 |
0.7384 |
0.0026 |
0.3% |
0.7376 |
| Low |
0.7316 |
0.7342 |
0.0027 |
0.4% |
0.7313 |
| Close |
0.7340 |
0.7373 |
0.0034 |
0.5% |
0.7340 |
| Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0063 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
1.4% |
0.0000 |
| Volume |
24,976 |
24,126 |
-850 |
-3.4% |
32,920 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7492 |
0.7475 |
0.7396 |
|
| R3 |
0.7450 |
0.7433 |
0.7385 |
|
| R2 |
0.7408 |
0.7408 |
0.7381 |
|
| R1 |
0.7391 |
0.7391 |
0.7377 |
0.7400 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7371 |
| S1 |
0.7349 |
0.7349 |
0.7369 |
0.7358 |
| S2 |
0.7324 |
0.7324 |
0.7365 |
|
| S3 |
0.7282 |
0.7307 |
0.7361 |
|
| S4 |
0.7240 |
0.7265 |
0.7350 |
|
|
| 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 |
0.7384 |
0.7313 |
0.0071 |
1.0% |
0.0038 |
0.5% |
85% |
True |
False |
11,409 |
| 10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0038 |
0.5% |
54% |
False |
False |
6,303 |
| 20 |
0.7453 |
0.7313 |
0.0140 |
1.9% |
0.0035 |
0.5% |
43% |
False |
False |
3,295 |
| 40 |
0.7636 |
0.7313 |
0.0323 |
4.4% |
0.0036 |
0.5% |
19% |
False |
False |
1,727 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
18% |
False |
False |
1,213 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.5% |
18% |
False |
False |
938 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0031 |
0.4% |
18% |
False |
False |
753 |
| 120 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0029 |
0.4% |
26% |
False |
False |
631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7563 |
|
2.618 |
0.7494 |
|
1.618 |
0.7452 |
|
1.000 |
0.7426 |
|
0.618 |
0.7410 |
|
HIGH |
0.7384 |
|
0.618 |
0.7368 |
|
0.500 |
0.7363 |
|
0.382 |
0.7358 |
|
LOW |
0.7342 |
|
0.618 |
0.7316 |
|
1.000 |
0.7300 |
|
1.618 |
0.7274 |
|
2.618 |
0.7232 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7365 |
| PP |
0.7366 |
0.7357 |
| S1 |
0.7363 |
0.7349 |
|