CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7390 |
0.7412 |
0.0023 |
0.3% |
0.7347 |
High |
0.7421 |
0.7420 |
-0.0001 |
0.0% |
0.7421 |
Low |
0.7388 |
0.7390 |
0.0002 |
0.0% |
0.7342 |
Close |
0.7413 |
0.7407 |
-0.0006 |
-0.1% |
0.7407 |
Range |
0.0033 |
0.0030 |
-0.0003 |
-7.7% |
0.0079 |
ATR |
0.0037 |
0.0036 |
0.0000 |
-1.3% |
0.0000 |
Volume |
92,056 |
110,532 |
18,476 |
20.1% |
357,557 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7496 |
0.7481 |
0.7424 |
|
R3 |
0.7466 |
0.7451 |
0.7415 |
|
R2 |
0.7436 |
0.7436 |
0.7413 |
|
R1 |
0.7421 |
0.7421 |
0.7410 |
0.7414 |
PP |
0.7406 |
0.7406 |
0.7406 |
0.7402 |
S1 |
0.7391 |
0.7391 |
0.7404 |
0.7384 |
S2 |
0.7376 |
0.7376 |
0.7402 |
|
S3 |
0.7346 |
0.7361 |
0.7399 |
|
S4 |
0.7316 |
0.7331 |
0.7391 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7625 |
0.7595 |
0.7450 |
|
R3 |
0.7547 |
0.7516 |
0.7429 |
|
R2 |
0.7468 |
0.7468 |
0.7421 |
|
R1 |
0.7438 |
0.7438 |
0.7414 |
0.7453 |
PP |
0.7390 |
0.7390 |
0.7390 |
0.7398 |
S1 |
0.7359 |
0.7359 |
0.7400 |
0.7375 |
S2 |
0.7311 |
0.7311 |
0.7393 |
|
S3 |
0.7233 |
0.7281 |
0.7385 |
|
S4 |
0.7154 |
0.7202 |
0.7364 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7421 |
0.7342 |
0.0079 |
1.1% |
0.0034 |
0.5% |
83% |
False |
False |
71,511 |
10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0038 |
0.5% |
85% |
False |
False |
39,194 |
20 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0036 |
0.5% |
85% |
False |
False |
19,931 |
40 |
0.7616 |
0.7313 |
0.0303 |
4.1% |
0.0036 |
0.5% |
31% |
False |
False |
10,050 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
28% |
False |
False |
6,758 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0034 |
0.5% |
28% |
False |
False |
5,105 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
28% |
False |
False |
4,087 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0029 |
0.4% |
28% |
False |
False |
3,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7499 |
1.618 |
0.7469 |
1.000 |
0.7450 |
0.618 |
0.7439 |
HIGH |
0.7420 |
0.618 |
0.7409 |
0.500 |
0.7405 |
0.382 |
0.7401 |
LOW |
0.7390 |
0.618 |
0.7371 |
1.000 |
0.7360 |
1.618 |
0.7341 |
2.618 |
0.7311 |
4.250 |
0.7263 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7406 |
0.7403 |
PP |
0.7406 |
0.7399 |
S1 |
0.7405 |
0.7395 |
|