CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7445 |
0.7439 |
-0.0007 |
-0.1% |
0.7347 |
High |
0.7474 |
0.7439 |
-0.0035 |
-0.5% |
0.7421 |
Low |
0.7429 |
0.7394 |
-0.0035 |
-0.5% |
0.7342 |
Close |
0.7451 |
0.7433 |
-0.0018 |
-0.2% |
0.7407 |
Range |
0.0046 |
0.0045 |
-0.0001 |
-1.1% |
0.0079 |
ATR |
0.0039 |
0.0040 |
0.0001 |
3.3% |
0.0000 |
Volume |
91,090 |
102,310 |
11,220 |
12.3% |
357,557 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7557 |
0.7540 |
0.7457 |
|
R3 |
0.7512 |
0.7495 |
0.7445 |
|
R2 |
0.7467 |
0.7467 |
0.7441 |
|
R1 |
0.7450 |
0.7450 |
0.7437 |
0.7436 |
PP |
0.7422 |
0.7422 |
0.7422 |
0.7415 |
S1 |
0.7405 |
0.7405 |
0.7428 |
0.7391 |
S2 |
0.7377 |
0.7377 |
0.7424 |
|
S3 |
0.7332 |
0.7360 |
0.7420 |
|
S4 |
0.7287 |
0.7315 |
0.7408 |
|
|
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 |
0.7390 |
0.0095 |
1.3% |
0.0043 |
0.6% |
45% |
False |
False |
97,931 |
10 |
0.7485 |
0.7316 |
0.0170 |
2.3% |
0.0039 |
0.5% |
69% |
False |
False |
76,165 |
20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
69% |
False |
False |
38,841 |
40 |
0.7613 |
0.7313 |
0.0300 |
4.0% |
0.0037 |
0.5% |
40% |
False |
False |
19,521 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
35% |
False |
False |
13,067 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
35% |
False |
False |
9,843 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
35% |
False |
False |
7,878 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0030 |
0.4% |
35% |
False |
False |
6,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7630 |
2.618 |
0.7557 |
1.618 |
0.7512 |
1.000 |
0.7484 |
0.618 |
0.7467 |
HIGH |
0.7439 |
0.618 |
0.7422 |
0.500 |
0.7417 |
0.382 |
0.7411 |
LOW |
0.7394 |
0.618 |
0.7366 |
1.000 |
0.7349 |
1.618 |
0.7321 |
2.618 |
0.7276 |
4.250 |
0.7203 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7427 |
0.7440 |
PP |
0.7422 |
0.7437 |
S1 |
0.7417 |
0.7435 |
|