CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 08-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7346 |
0.7352 |
0.0006 |
0.1% |
0.7350 |
High |
0.7346 |
0.7368 |
0.0023 |
0.3% |
0.7368 |
Low |
0.7325 |
0.7351 |
0.0026 |
0.4% |
0.7325 |
Close |
0.7330 |
0.7351 |
0.0022 |
0.3% |
0.7351 |
Range |
0.0021 |
0.0017 |
-0.0004 |
-17.1% |
0.0043 |
ATR |
0.0023 |
0.0025 |
0.0001 |
4.6% |
0.0000 |
Volume |
7 |
26 |
19 |
271.4% |
182 |
|
Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7408 |
0.7396 |
0.7360 |
|
R3 |
0.7391 |
0.7379 |
0.7356 |
|
R2 |
0.7374 |
0.7374 |
0.7354 |
|
R1 |
0.7362 |
0.7362 |
0.7353 |
0.7360 |
PP |
0.7357 |
0.7357 |
0.7357 |
0.7355 |
S1 |
0.7345 |
0.7345 |
0.7349 |
0.7343 |
S2 |
0.7340 |
0.7340 |
0.7348 |
|
S3 |
0.7323 |
0.7328 |
0.7346 |
|
S4 |
0.7306 |
0.7311 |
0.7342 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7477 |
0.7457 |
0.7375 |
|
R3 |
0.7434 |
0.7414 |
0.7363 |
|
R2 |
0.7391 |
0.7391 |
0.7359 |
|
R1 |
0.7371 |
0.7371 |
0.7355 |
0.7381 |
PP |
0.7348 |
0.7348 |
0.7348 |
0.7353 |
S1 |
0.7328 |
0.7328 |
0.7347 |
0.7338 |
S2 |
0.7305 |
0.7305 |
0.7343 |
|
S3 |
0.7262 |
0.7285 |
0.7339 |
|
S4 |
0.7219 |
0.7242 |
0.7327 |
|
|
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% |
24% |
False |
False |
40 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0023 |
0.3% |
24% |
False |
False |
56 |
20 |
0.7466 |
0.7325 |
0.0141 |
1.9% |
0.0016 |
0.2% |
19% |
False |
False |
34 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.1% |
0.0014 |
0.2% |
9% |
False |
False |
21 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
8% |
False |
False |
18 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
8% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7440 |
2.618 |
0.7413 |
1.618 |
0.7396 |
1.000 |
0.7385 |
0.618 |
0.7379 |
HIGH |
0.7368 |
0.618 |
0.7362 |
0.500 |
0.7360 |
0.382 |
0.7357 |
LOW |
0.7351 |
0.618 |
0.7340 |
1.000 |
0.7334 |
1.618 |
0.7323 |
2.618 |
0.7306 |
4.250 |
0.7279 |
|
|
Fisher Pivots for day following 08-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7360 |
0.7350 |
PP |
0.7357 |
0.7348 |
S1 |
0.7354 |
0.7347 |
|