CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7352 |
0.7385 |
0.0034 |
0.5% |
0.7350 |
High |
0.7368 |
0.7390 |
0.0022 |
0.3% |
0.7368 |
Low |
0.7351 |
0.7385 |
0.0034 |
0.5% |
0.7325 |
Close |
0.7351 |
0.7385 |
0.0034 |
0.5% |
0.7351 |
Range |
0.0017 |
0.0006 |
-0.0012 |
-67.6% |
0.0043 |
ATR |
0.0025 |
0.0026 |
0.0001 |
4.2% |
0.0000 |
Volume |
26 |
28 |
2 |
7.7% |
182 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7403 |
0.7399 |
0.7388 |
|
R3 |
0.7397 |
0.7394 |
0.7386 |
|
R2 |
0.7392 |
0.7392 |
0.7386 |
|
R1 |
0.7388 |
0.7388 |
0.7385 |
0.7387 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7386 |
S1 |
0.7383 |
0.7383 |
0.7384 |
0.7382 |
S2 |
0.7381 |
0.7381 |
0.7383 |
|
S3 |
0.7375 |
0.7377 |
0.7383 |
|
S4 |
0.7370 |
0.7372 |
0.7381 |
|
|
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 |
0.7390 |
0.7325 |
0.0065 |
0.9% |
0.0016 |
0.2% |
92% |
True |
False |
42 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0020 |
0.3% |
54% |
False |
False |
57 |
20 |
0.7445 |
0.7325 |
0.0120 |
1.6% |
0.0016 |
0.2% |
50% |
False |
False |
35 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.1% |
0.0014 |
0.2% |
20% |
False |
False |
22 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
18% |
False |
False |
19 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
18% |
False |
False |
15 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0011 |
0.2% |
18% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7413 |
2.618 |
0.7404 |
1.618 |
0.7399 |
1.000 |
0.7396 |
0.618 |
0.7393 |
HIGH |
0.7390 |
0.618 |
0.7388 |
0.500 |
0.7387 |
0.382 |
0.7387 |
LOW |
0.7385 |
0.618 |
0.7381 |
1.000 |
0.7379 |
1.618 |
0.7376 |
2.618 |
0.7370 |
4.250 |
0.7361 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7387 |
0.7376 |
PP |
0.7386 |
0.7367 |
S1 |
0.7385 |
0.7358 |
|