CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7390 |
0.0001 |
0.0% |
0.7367 |
| High |
0.7406 |
0.7421 |
0.0015 |
0.2% |
0.7376 |
| Low |
0.7370 |
0.7388 |
0.0019 |
0.3% |
0.7313 |
| Close |
0.7382 |
0.7413 |
0.0031 |
0.4% |
0.7340 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-11.0% |
0.0063 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
0.4% |
0.0000 |
| Volume |
74,596 |
92,056 |
17,460 |
23.4% |
32,920 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7491 |
0.7430 |
|
| R3 |
0.7472 |
0.7459 |
0.7421 |
|
| R2 |
0.7440 |
0.7440 |
0.7418 |
|
| R1 |
0.7426 |
0.7426 |
0.7415 |
0.7433 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7410 |
| S1 |
0.7394 |
0.7394 |
0.7410 |
0.7400 |
| S2 |
0.7375 |
0.7375 |
0.7407 |
|
| S3 |
0.7342 |
0.7361 |
0.7404 |
|
| S4 |
0.7310 |
0.7329 |
0.7395 |
|
|
| 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 |
0.7421 |
0.7316 |
0.0105 |
1.4% |
0.0036 |
0.5% |
92% |
True |
False |
54,400 |
| 10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0038 |
0.5% |
90% |
False |
False |
28,223 |
| 20 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0036 |
0.5% |
90% |
False |
False |
14,408 |
| 40 |
0.7636 |
0.7313 |
0.0323 |
4.4% |
0.0036 |
0.5% |
31% |
False |
False |
7,288 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
29% |
False |
False |
4,918 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0034 |
0.5% |
29% |
False |
False |
3,724 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
29% |
False |
False |
2,982 |
| 120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0029 |
0.4% |
29% |
False |
False |
2,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7559 |
|
2.618 |
0.7506 |
|
1.618 |
0.7473 |
|
1.000 |
0.7453 |
|
0.618 |
0.7441 |
|
HIGH |
0.7421 |
|
0.618 |
0.7408 |
|
0.500 |
0.7404 |
|
0.382 |
0.7400 |
|
LOW |
0.7388 |
|
0.618 |
0.7368 |
|
1.000 |
0.7356 |
|
1.618 |
0.7335 |
|
2.618 |
0.7303 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7406 |
| PP |
0.7407 |
0.7400 |
| S1 |
0.7404 |
0.7394 |
|