CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7431 |
0.7441 |
0.0010 |
0.1% |
0.7402 |
High |
0.7442 |
0.7444 |
0.0003 |
0.0% |
0.7485 |
Low |
0.7421 |
0.7401 |
-0.0020 |
-0.3% |
0.7394 |
Close |
0.7432 |
0.7404 |
-0.0028 |
-0.4% |
0.7429 |
Range |
0.0021 |
0.0044 |
0.0023 |
107.1% |
0.0091 |
ATR |
0.0038 |
0.0039 |
0.0000 |
0.9% |
0.0000 |
Volume |
66,663 |
75,924 |
9,261 |
13.9% |
472,339 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7547 |
0.7519 |
0.7428 |
|
R3 |
0.7503 |
0.7475 |
0.7416 |
|
R2 |
0.7460 |
0.7460 |
0.7412 |
|
R1 |
0.7432 |
0.7432 |
0.7408 |
0.7424 |
PP |
0.7416 |
0.7416 |
0.7416 |
0.7412 |
S1 |
0.7388 |
0.7388 |
0.7400 |
0.7381 |
S2 |
0.7373 |
0.7373 |
0.7396 |
|
S3 |
0.7329 |
0.7345 |
0.7392 |
|
S4 |
0.7286 |
0.7301 |
0.7380 |
|
|
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 |
0.7474 |
0.7394 |
0.0080 |
1.1% |
0.0039 |
0.5% |
13% |
False |
False |
85,840 |
10 |
0.7485 |
0.7370 |
0.0116 |
1.6% |
0.0039 |
0.5% |
30% |
False |
False |
89,211 |
20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0039 |
0.5% |
53% |
False |
False |
50,553 |
40 |
0.7580 |
0.7313 |
0.0267 |
3.6% |
0.0036 |
0.5% |
34% |
False |
False |
25,406 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
27% |
False |
False |
16,989 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
27% |
False |
False |
12,783 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
27% |
False |
False |
10,235 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0031 |
0.4% |
27% |
False |
False |
8,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7629 |
2.618 |
0.7558 |
1.618 |
0.7514 |
1.000 |
0.7488 |
0.618 |
0.7471 |
HIGH |
0.7444 |
0.618 |
0.7427 |
0.500 |
0.7422 |
0.382 |
0.7417 |
LOW |
0.7401 |
0.618 |
0.7374 |
1.000 |
0.7357 |
1.618 |
0.7330 |
2.618 |
0.7287 |
4.250 |
0.7216 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7422 |
0.7430 |
PP |
0.7416 |
0.7421 |
S1 |
0.7410 |
0.7413 |
|