CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 05-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7435 |
0.7350 |
-0.0085 |
-1.1% |
0.7385 |
High |
0.7435 |
0.7362 |
-0.0073 |
-1.0% |
0.7435 |
Low |
0.7377 |
0.7343 |
-0.0034 |
-0.5% |
0.7374 |
Close |
0.7376 |
0.7355 |
-0.0022 |
-0.3% |
0.7376 |
Range |
0.0058 |
0.0019 |
-0.0039 |
-67.2% |
0.0061 |
ATR |
0.0023 |
0.0024 |
0.0001 |
3.1% |
0.0000 |
Volume |
19 |
71 |
52 |
273.7% |
367 |
|
Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7410 |
0.7401 |
0.7365 |
|
R3 |
0.7391 |
0.7382 |
0.7360 |
|
R2 |
0.7372 |
0.7372 |
0.7358 |
|
R1 |
0.7363 |
0.7363 |
0.7356 |
0.7368 |
PP |
0.7353 |
0.7353 |
0.7353 |
0.7355 |
S1 |
0.7344 |
0.7344 |
0.7353 |
0.7349 |
S2 |
0.7334 |
0.7334 |
0.7351 |
|
S3 |
0.7315 |
0.7325 |
0.7349 |
|
S4 |
0.7296 |
0.7306 |
0.7344 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7578 |
0.7538 |
0.7410 |
|
R3 |
0.7517 |
0.7477 |
0.7393 |
|
R2 |
0.7456 |
0.7456 |
0.7387 |
|
R1 |
0.7416 |
0.7416 |
0.7382 |
0.7405 |
PP |
0.7395 |
0.7395 |
0.7395 |
0.7389 |
S1 |
0.7355 |
0.7355 |
0.7370 |
0.7344 |
S2 |
0.7334 |
0.7334 |
0.7365 |
|
S3 |
0.7273 |
0.7294 |
0.7359 |
|
S4 |
0.7212 |
0.7233 |
0.7342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7435 |
0.7343 |
0.0092 |
1.3% |
0.0025 |
0.3% |
13% |
False |
True |
83 |
10 |
0.7435 |
0.7343 |
0.0092 |
1.3% |
0.0021 |
0.3% |
13% |
False |
True |
47 |
20 |
0.7481 |
0.7343 |
0.0139 |
1.9% |
0.0016 |
0.2% |
9% |
False |
True |
30 |
40 |
0.7656 |
0.7343 |
0.0313 |
4.3% |
0.0014 |
0.2% |
4% |
False |
True |
20 |
60 |
0.7656 |
0.7343 |
0.0313 |
4.3% |
0.0012 |
0.2% |
4% |
False |
True |
17 |
80 |
0.7656 |
0.7343 |
0.0313 |
4.3% |
0.0012 |
0.2% |
4% |
False |
True |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7442 |
2.618 |
0.7411 |
1.618 |
0.7392 |
1.000 |
0.7381 |
0.618 |
0.7373 |
HIGH |
0.7362 |
0.618 |
0.7354 |
0.500 |
0.7352 |
0.382 |
0.7350 |
LOW |
0.7343 |
0.618 |
0.7331 |
1.000 |
0.7324 |
1.618 |
0.7312 |
2.618 |
0.7293 |
4.250 |
0.7262 |
|
|
Fisher Pivots for day following 05-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7354 |
0.7389 |
PP |
0.7353 |
0.7377 |
S1 |
0.7352 |
0.7366 |
|