CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7428 |
0.7431 |
0.0004 |
0.0% |
0.7402 |
High |
0.7459 |
0.7442 |
-0.0017 |
-0.2% |
0.7485 |
Low |
0.7421 |
0.7421 |
0.0000 |
0.0% |
0.7394 |
Close |
0.7429 |
0.7432 |
0.0004 |
0.0% |
0.7429 |
Range |
0.0038 |
0.0021 |
-0.0017 |
-44.7% |
0.0091 |
ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
93,216 |
66,663 |
-26,553 |
-28.5% |
472,339 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7484 |
0.7444 |
|
R3 |
0.7473 |
0.7463 |
0.7438 |
|
R2 |
0.7452 |
0.7452 |
0.7436 |
|
R1 |
0.7442 |
0.7442 |
0.7434 |
0.7447 |
PP |
0.7431 |
0.7431 |
0.7431 |
0.7434 |
S1 |
0.7421 |
0.7421 |
0.7430 |
0.7426 |
S2 |
0.7410 |
0.7410 |
0.7428 |
|
S3 |
0.7389 |
0.7400 |
0.7426 |
|
S4 |
0.7368 |
0.7379 |
0.7420 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7709 |
0.7660 |
0.7479 |
|
R3 |
0.7618 |
0.7569 |
0.7454 |
|
R2 |
0.7527 |
0.7527 |
0.7445 |
|
R1 |
0.7478 |
0.7478 |
0.7437 |
0.7502 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7448 |
S1 |
0.7387 |
0.7387 |
0.7420 |
0.7411 |
S2 |
0.7345 |
0.7345 |
0.7412 |
|
S3 |
0.7254 |
0.7296 |
0.7403 |
|
S4 |
0.7163 |
0.7205 |
0.7378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7485 |
0.7394 |
0.0091 |
1.2% |
0.0042 |
0.6% |
42% |
False |
False |
93,550 |
10 |
0.7485 |
0.7367 |
0.0119 |
1.6% |
0.0037 |
0.5% |
55% |
False |
False |
87,243 |
20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
69% |
False |
False |
46,773 |
40 |
0.7613 |
0.7313 |
0.0300 |
4.0% |
0.0037 |
0.5% |
40% |
False |
False |
23,512 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
35% |
False |
False |
15,726 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
35% |
False |
False |
11,834 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
35% |
False |
False |
9,477 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0030 |
0.4% |
35% |
False |
False |
7,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7531 |
2.618 |
0.7496 |
1.618 |
0.7475 |
1.000 |
0.7463 |
0.618 |
0.7454 |
HIGH |
0.7442 |
0.618 |
0.7433 |
0.500 |
0.7431 |
0.382 |
0.7429 |
LOW |
0.7421 |
0.618 |
0.7408 |
1.000 |
0.7400 |
1.618 |
0.7387 |
2.618 |
0.7366 |
4.250 |
0.7331 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7432 |
0.7430 |
PP |
0.7431 |
0.7428 |
S1 |
0.7431 |
0.7426 |
|