CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 14-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7395 |
0.7413 |
0.0018 |
0.2% |
0.7350 |
High |
0.7416 |
0.7427 |
0.0011 |
0.1% |
0.7368 |
Low |
0.7393 |
0.7412 |
0.0019 |
0.3% |
0.7325 |
Close |
0.7393 |
0.7424 |
0.0031 |
0.4% |
0.7351 |
Range |
0.0023 |
0.0015 |
-0.0009 |
-37.0% |
0.0043 |
ATR |
0.0025 |
0.0026 |
0.0001 |
2.4% |
0.0000 |
Volume |
67 |
232 |
165 |
246.3% |
182 |
|
Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7464 |
0.7459 |
0.7432 |
|
R3 |
0.7450 |
0.7444 |
0.7428 |
|
R2 |
0.7435 |
0.7435 |
0.7427 |
|
R1 |
0.7430 |
0.7430 |
0.7425 |
0.7433 |
PP |
0.7421 |
0.7421 |
0.7421 |
0.7422 |
S1 |
0.7415 |
0.7415 |
0.7423 |
0.7418 |
S2 |
0.7406 |
0.7406 |
0.7421 |
|
S3 |
0.7392 |
0.7401 |
0.7420 |
|
S4 |
0.7377 |
0.7386 |
0.7416 |
|
|
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 |
0.7427 |
0.7351 |
0.0076 |
1.0% |
0.0016 |
0.2% |
97% |
True |
False |
202 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0021 |
0.3% |
90% |
False |
False |
149 |
20 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0019 |
0.3% |
90% |
False |
False |
83 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0015 |
0.2% |
33% |
False |
False |
43 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
30% |
False |
False |
32 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
30% |
False |
False |
27 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
30% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7488 |
2.618 |
0.7464 |
1.618 |
0.7450 |
1.000 |
0.7441 |
0.618 |
0.7435 |
HIGH |
0.7427 |
0.618 |
0.7421 |
0.500 |
0.7419 |
0.382 |
0.7418 |
LOW |
0.7412 |
0.618 |
0.7403 |
1.000 |
0.7398 |
1.618 |
0.7389 |
2.618 |
0.7374 |
4.250 |
0.7350 |
|
|
Fisher Pivots for day following 14-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7422 |
0.7417 |
PP |
0.7421 |
0.7410 |
S1 |
0.7419 |
0.7403 |
|