CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7379 |
0.7389 |
0.0010 |
0.1% |
0.7367 |
High |
0.7394 |
0.7406 |
0.0013 |
0.2% |
0.7376 |
Low |
0.7367 |
0.7370 |
0.0003 |
0.0% |
0.7313 |
Close |
0.7387 |
0.7382 |
-0.0006 |
-0.1% |
0.7340 |
Range |
0.0027 |
0.0037 |
0.0010 |
35.2% |
0.0063 |
ATR |
0.0037 |
0.0037 |
0.0000 |
-0.1% |
0.0000 |
Volume |
56,247 |
74,596 |
18,349 |
32.6% |
32,920 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7495 |
0.7475 |
0.7402 |
|
R3 |
0.7459 |
0.7438 |
0.7392 |
|
R2 |
0.7422 |
0.7422 |
0.7388 |
|
R1 |
0.7402 |
0.7402 |
0.7385 |
0.7394 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7382 |
S1 |
0.7365 |
0.7365 |
0.7378 |
0.7357 |
S2 |
0.7349 |
0.7349 |
0.7375 |
|
S3 |
0.7313 |
0.7329 |
0.7371 |
|
S4 |
0.7276 |
0.7292 |
0.7361 |
|
|
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 |
0.7406 |
0.7313 |
0.0093 |
1.3% |
0.0036 |
0.5% |
74% |
True |
False |
36,548 |
10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0038 |
0.5% |
62% |
False |
False |
19,204 |
20 |
0.7425 |
0.7313 |
0.0112 |
1.5% |
0.0036 |
0.5% |
61% |
False |
False |
9,813 |
40 |
0.7636 |
0.7313 |
0.0323 |
4.4% |
0.0036 |
0.5% |
21% |
False |
False |
4,992 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
20% |
False |
False |
3,385 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0034 |
0.5% |
20% |
False |
False |
2,573 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
20% |
False |
False |
2,062 |
120 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0029 |
0.4% |
28% |
False |
False |
1,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7561 |
2.618 |
0.7502 |
1.618 |
0.7465 |
1.000 |
0.7443 |
0.618 |
0.7429 |
HIGH |
0.7406 |
0.618 |
0.7392 |
0.500 |
0.7388 |
0.382 |
0.7383 |
LOW |
0.7370 |
0.618 |
0.7347 |
1.000 |
0.7333 |
1.618 |
0.7310 |
2.618 |
0.7274 |
4.250 |
0.7214 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7388 |
0.7379 |
PP |
0.7386 |
0.7377 |
S1 |
0.7384 |
0.7374 |
|