CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7425 |
0.7445 |
0.0021 |
0.3% |
0.7347 |
High |
0.7485 |
0.7474 |
-0.0011 |
-0.1% |
0.7421 |
Low |
0.7423 |
0.7429 |
0.0006 |
0.1% |
0.7342 |
Close |
0.7448 |
0.7451 |
0.0003 |
0.0% |
0.7407 |
Range |
0.0063 |
0.0046 |
-0.0017 |
-27.2% |
0.0079 |
ATR |
0.0038 |
0.0039 |
0.0001 |
1.4% |
0.0000 |
Volume |
114,472 |
91,090 |
-23,382 |
-20.4% |
357,557 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7588 |
0.7565 |
0.7476 |
|
R3 |
0.7542 |
0.7519 |
0.7463 |
|
R2 |
0.7497 |
0.7497 |
0.7459 |
|
R1 |
0.7474 |
0.7474 |
0.7455 |
0.7485 |
PP |
0.7451 |
0.7451 |
0.7451 |
0.7457 |
S1 |
0.7428 |
0.7428 |
0.7446 |
0.7440 |
S2 |
0.7406 |
0.7406 |
0.7442 |
|
S3 |
0.7360 |
0.7383 |
0.7438 |
|
S4 |
0.7315 |
0.7337 |
0.7425 |
|
|
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 |
0.7485 |
0.7388 |
0.0097 |
1.3% |
0.0040 |
0.5% |
64% |
False |
False |
95,880 |
10 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
80% |
False |
False |
66,214 |
20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
80% |
False |
False |
33,746 |
40 |
0.7613 |
0.7313 |
0.0300 |
4.0% |
0.0037 |
0.5% |
46% |
False |
False |
16,964 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
41% |
False |
False |
11,367 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
41% |
False |
False |
8,564 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
41% |
False |
False |
6,855 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0030 |
0.4% |
41% |
False |
False |
5,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7667 |
2.618 |
0.7593 |
1.618 |
0.7548 |
1.000 |
0.7520 |
0.618 |
0.7502 |
HIGH |
0.7474 |
0.618 |
0.7457 |
0.500 |
0.7451 |
0.382 |
0.7446 |
LOW |
0.7429 |
0.618 |
0.7400 |
1.000 |
0.7383 |
1.618 |
0.7355 |
2.618 |
0.7309 |
4.250 |
0.7235 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7451 |
0.7448 |
PP |
0.7451 |
0.7446 |
S1 |
0.7451 |
0.7443 |
|