CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7356 |
0.7346 |
-0.0011 |
-0.1% |
0.7385 |
High |
0.7356 |
0.7346 |
-0.0011 |
-0.1% |
0.7435 |
Low |
0.7340 |
0.7325 |
-0.0015 |
-0.2% |
0.7374 |
Close |
0.7347 |
0.7330 |
-0.0018 |
-0.2% |
0.7376 |
Range |
0.0016 |
0.0021 |
0.0005 |
28.1% |
0.0061 |
ATR |
0.0024 |
0.0023 |
0.0000 |
-0.5% |
0.0000 |
Volume |
78 |
7 |
-71 |
-91.0% |
367 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7395 |
0.7383 |
0.7341 |
|
R3 |
0.7374 |
0.7362 |
0.7335 |
|
R2 |
0.7354 |
0.7354 |
0.7333 |
|
R1 |
0.7342 |
0.7342 |
0.7331 |
0.7338 |
PP |
0.7333 |
0.7333 |
0.7333 |
0.7331 |
S1 |
0.7321 |
0.7321 |
0.7328 |
0.7317 |
S2 |
0.7313 |
0.7313 |
0.7326 |
|
S3 |
0.7292 |
0.7301 |
0.7324 |
|
S4 |
0.7272 |
0.7280 |
0.7318 |
|
|
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 |
0.7325 |
0.0110 |
1.5% |
0.0026 |
0.4% |
4% |
False |
True |
97 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0021 |
0.3% |
4% |
False |
True |
53 |
20 |
0.7481 |
0.7325 |
0.0156 |
2.1% |
0.0016 |
0.2% |
3% |
False |
True |
33 |
40 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0015 |
0.2% |
1% |
False |
True |
22 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
1% |
False |
True |
18 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
1% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7433 |
2.618 |
0.7399 |
1.618 |
0.7379 |
1.000 |
0.7366 |
0.618 |
0.7358 |
HIGH |
0.7346 |
0.618 |
0.7338 |
0.500 |
0.7335 |
0.382 |
0.7333 |
LOW |
0.7325 |
0.618 |
0.7312 |
1.000 |
0.7305 |
1.618 |
0.7292 |
2.618 |
0.7271 |
4.250 |
0.7238 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7335 |
0.7343 |
PP |
0.7333 |
0.7339 |
S1 |
0.7331 |
0.7334 |
|