CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 13-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7380 |
0.7395 |
0.0015 |
0.2% |
0.7350 |
High |
0.7401 |
0.7416 |
0.0016 |
0.2% |
0.7368 |
Low |
0.7380 |
0.7393 |
0.0013 |
0.2% |
0.7325 |
Close |
0.7399 |
0.7393 |
-0.0006 |
-0.1% |
0.7351 |
Range |
0.0021 |
0.0023 |
0.0003 |
12.2% |
0.0043 |
ATR |
0.0025 |
0.0025 |
0.0000 |
-0.6% |
0.0000 |
Volume |
661 |
67 |
-594 |
-89.9% |
182 |
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7470 |
0.7454 |
0.7406 |
|
R3 |
0.7447 |
0.7431 |
0.7399 |
|
R2 |
0.7424 |
0.7424 |
0.7397 |
|
R1 |
0.7408 |
0.7408 |
0.7395 |
0.7405 |
PP |
0.7401 |
0.7401 |
0.7401 |
0.7399 |
S1 |
0.7385 |
0.7385 |
0.7391 |
0.7382 |
S2 |
0.7378 |
0.7378 |
0.7389 |
|
S3 |
0.7355 |
0.7362 |
0.7387 |
|
S4 |
0.7332 |
0.7339 |
0.7380 |
|
|
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 |
0.7416 |
0.7325 |
0.0091 |
1.2% |
0.0017 |
0.2% |
75% |
True |
False |
157 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0021 |
0.3% |
62% |
False |
False |
127 |
20 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0018 |
0.2% |
62% |
False |
False |
72 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.1% |
0.0015 |
0.2% |
23% |
False |
False |
40 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
21% |
False |
False |
31 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
21% |
False |
False |
24 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
21% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7514 |
2.618 |
0.7476 |
1.618 |
0.7453 |
1.000 |
0.7439 |
0.618 |
0.7430 |
HIGH |
0.7416 |
0.618 |
0.7407 |
0.500 |
0.7405 |
0.382 |
0.7402 |
LOW |
0.7393 |
0.618 |
0.7379 |
1.000 |
0.7370 |
1.618 |
0.7356 |
2.618 |
0.7333 |
4.250 |
0.7295 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7398 |
PP |
0.7401 |
0.7396 |
S1 |
0.7397 |
0.7395 |
|