CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 15-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7413 |
0.7425 |
0.0012 |
0.2% |
0.7385 |
High |
0.7427 |
0.7425 |
-0.0002 |
0.0% |
0.7427 |
Low |
0.7412 |
0.7402 |
-0.0010 |
-0.1% |
0.7380 |
Close |
0.7424 |
0.7419 |
-0.0006 |
-0.1% |
0.7419 |
Range |
0.0015 |
0.0023 |
0.0008 |
55.2% |
0.0047 |
ATR |
0.0026 |
0.0025 |
0.0000 |
-0.9% |
0.0000 |
Volume |
232 |
173 |
-59 |
-25.4% |
1,161 |
|
Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7483 |
0.7473 |
0.7431 |
|
R3 |
0.7460 |
0.7451 |
0.7425 |
|
R2 |
0.7438 |
0.7438 |
0.7423 |
|
R1 |
0.7428 |
0.7428 |
0.7421 |
0.7422 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7412 |
S1 |
0.7406 |
0.7406 |
0.7416 |
0.7399 |
S2 |
0.7393 |
0.7393 |
0.7414 |
|
S3 |
0.7370 |
0.7383 |
0.7412 |
|
S4 |
0.7348 |
0.7361 |
0.7406 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7548 |
0.7530 |
0.7444 |
|
R3 |
0.7501 |
0.7483 |
0.7431 |
|
R2 |
0.7455 |
0.7455 |
0.7427 |
|
R1 |
0.7437 |
0.7437 |
0.7423 |
0.7446 |
PP |
0.7408 |
0.7408 |
0.7408 |
0.7413 |
S1 |
0.7390 |
0.7390 |
0.7414 |
0.7399 |
S2 |
0.7362 |
0.7362 |
0.7410 |
|
S3 |
0.7315 |
0.7344 |
0.7406 |
|
S4 |
0.7269 |
0.7297 |
0.7393 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7427 |
0.7380 |
0.0047 |
0.6% |
0.0017 |
0.2% |
83% |
False |
False |
232 |
10 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0022 |
0.3% |
85% |
False |
False |
136 |
20 |
0.7435 |
0.7325 |
0.0110 |
1.5% |
0.0019 |
0.3% |
85% |
False |
False |
89 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.1% |
0.0015 |
0.2% |
31% |
False |
False |
48 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
28% |
False |
False |
35 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
28% |
False |
False |
29 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0012 |
0.2% |
28% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7520 |
2.618 |
0.7483 |
1.618 |
0.7461 |
1.000 |
0.7447 |
0.618 |
0.7438 |
HIGH |
0.7425 |
0.618 |
0.7416 |
0.500 |
0.7413 |
0.382 |
0.7411 |
LOW |
0.7402 |
0.618 |
0.7388 |
1.000 |
0.7380 |
1.618 |
0.7366 |
2.618 |
0.7343 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 15-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7417 |
0.7416 |
PP |
0.7415 |
0.7413 |
S1 |
0.7413 |
0.7410 |
|