CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7406 |
0.7418 |
0.0012 |
0.2% |
0.7402 |
High |
0.7419 |
0.7432 |
0.0014 |
0.2% |
0.7485 |
Low |
0.7392 |
0.7407 |
0.0015 |
0.2% |
0.7394 |
Close |
0.7410 |
0.7415 |
0.0005 |
0.1% |
0.7429 |
Range |
0.0027 |
0.0026 |
-0.0001 |
-3.8% |
0.0091 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
84,976 |
81,188 |
-3,788 |
-4.5% |
472,339 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7480 |
0.7429 |
|
R3 |
0.7469 |
0.7454 |
0.7422 |
|
R2 |
0.7443 |
0.7443 |
0.7419 |
|
R1 |
0.7429 |
0.7429 |
0.7417 |
0.7423 |
PP |
0.7418 |
0.7418 |
0.7418 |
0.7415 |
S1 |
0.7403 |
0.7403 |
0.7412 |
0.7398 |
S2 |
0.7392 |
0.7392 |
0.7410 |
|
S3 |
0.7367 |
0.7378 |
0.7407 |
|
S4 |
0.7341 |
0.7352 |
0.7400 |
|
|
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 |
0.7459 |
0.7392 |
0.0067 |
0.9% |
0.0031 |
0.4% |
34% |
False |
False |
80,393 |
10 |
0.7485 |
0.7390 |
0.0095 |
1.3% |
0.0037 |
0.5% |
26% |
False |
False |
89,162 |
20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0037 |
0.5% |
59% |
False |
False |
58,693 |
40 |
0.7521 |
0.7313 |
0.0208 |
2.8% |
0.0035 |
0.5% |
49% |
False |
False |
29,548 |
60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
30% |
False |
False |
19,752 |
80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
30% |
False |
False |
14,859 |
100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
30% |
False |
False |
11,896 |
120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0031 |
0.4% |
30% |
False |
False |
9,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7540 |
2.618 |
0.7499 |
1.618 |
0.7473 |
1.000 |
0.7458 |
0.618 |
0.7448 |
HIGH |
0.7432 |
0.618 |
0.7422 |
0.500 |
0.7419 |
0.382 |
0.7416 |
LOW |
0.7407 |
0.618 |
0.7391 |
1.000 |
0.7381 |
1.618 |
0.7365 |
2.618 |
0.7340 |
4.250 |
0.7298 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7419 |
0.7418 |
PP |
0.7418 |
0.7417 |
S1 |
0.7416 |
0.7416 |
|