CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7350 |
0.7356 |
0.0006 |
0.1% |
0.7385 |
High |
0.7362 |
0.7356 |
-0.0006 |
-0.1% |
0.7435 |
Low |
0.7343 |
0.7340 |
-0.0003 |
0.0% |
0.7374 |
Close |
0.7355 |
0.7347 |
-0.0008 |
-0.1% |
0.7376 |
Range |
0.0019 |
0.0016 |
-0.0003 |
-15.8% |
0.0061 |
ATR |
0.0024 |
0.0024 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
71 |
78 |
7 |
9.9% |
367 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7396 |
0.7387 |
0.7356 |
|
R3 |
0.7380 |
0.7371 |
0.7351 |
|
R2 |
0.7364 |
0.7364 |
0.7350 |
|
R1 |
0.7355 |
0.7355 |
0.7348 |
0.7352 |
PP |
0.7348 |
0.7348 |
0.7348 |
0.7346 |
S1 |
0.7339 |
0.7339 |
0.7346 |
0.7336 |
S2 |
0.7332 |
0.7332 |
0.7344 |
|
S3 |
0.7316 |
0.7323 |
0.7343 |
|
S4 |
0.7300 |
0.7307 |
0.7338 |
|
|
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 |
0.7340 |
0.0095 |
1.3% |
0.0024 |
0.3% |
7% |
False |
True |
97 |
10 |
0.7435 |
0.7340 |
0.0095 |
1.3% |
0.0023 |
0.3% |
7% |
False |
True |
55 |
20 |
0.7481 |
0.7340 |
0.0141 |
1.9% |
0.0014 |
0.2% |
5% |
False |
True |
33 |
40 |
0.7656 |
0.7340 |
0.0316 |
4.3% |
0.0015 |
0.2% |
2% |
False |
True |
22 |
60 |
0.7656 |
0.7340 |
0.0316 |
4.3% |
0.0012 |
0.2% |
2% |
False |
True |
18 |
80 |
0.7656 |
0.7340 |
0.0316 |
4.3% |
0.0012 |
0.2% |
2% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7424 |
2.618 |
0.7398 |
1.618 |
0.7382 |
1.000 |
0.7372 |
0.618 |
0.7366 |
HIGH |
0.7356 |
0.618 |
0.7350 |
0.500 |
0.7348 |
0.382 |
0.7346 |
LOW |
0.7340 |
0.618 |
0.7330 |
1.000 |
0.7324 |
1.618 |
0.7314 |
2.618 |
0.7298 |
4.250 |
0.7272 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7348 |
0.7387 |
PP |
0.7348 |
0.7374 |
S1 |
0.7347 |
0.7360 |
|