CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7457 |
0.0037 |
0.5% |
0.7385 |
| High |
0.7440 |
0.7484 |
0.0044 |
0.6% |
0.7427 |
| Low |
0.7420 |
0.7455 |
0.0035 |
0.5% |
0.7380 |
| Close |
0.7432 |
0.7458 |
0.0026 |
0.3% |
0.7419 |
| Range |
0.0020 |
0.0029 |
0.0009 |
45.0% |
0.0047 |
| ATR |
0.0025 |
0.0027 |
0.0002 |
7.8% |
0.0000 |
| Volume |
9 |
42 |
33 |
366.7% |
1,161 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7534 |
0.7473 |
|
| R3 |
0.7524 |
0.7505 |
0.7465 |
|
| R2 |
0.7495 |
0.7495 |
0.7463 |
|
| R1 |
0.7476 |
0.7476 |
0.7460 |
0.7485 |
| PP |
0.7466 |
0.7466 |
0.7466 |
0.7470 |
| S1 |
0.7447 |
0.7447 |
0.7455 |
0.7456 |
| S2 |
0.7437 |
0.7437 |
0.7452 |
|
| S3 |
0.7408 |
0.7418 |
0.7450 |
|
| S4 |
0.7379 |
0.7389 |
0.7442 |
|
|
| 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 |
0.7484 |
0.7393 |
0.0091 |
1.2% |
0.0022 |
0.3% |
71% |
True |
False |
104 |
| 10 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0019 |
0.3% |
83% |
True |
False |
132 |
| 20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0020 |
0.3% |
83% |
True |
False |
89 |
| 40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0015 |
0.2% |
44% |
False |
False |
49 |
| 60 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0013 |
0.2% |
40% |
False |
False |
35 |
| 80 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0013 |
0.2% |
40% |
False |
False |
29 |
| 100 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0012 |
0.2% |
40% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7560 |
|
1.618 |
0.7531 |
|
1.000 |
0.7513 |
|
0.618 |
0.7502 |
|
HIGH |
0.7484 |
|
0.618 |
0.7473 |
|
0.500 |
0.7470 |
|
0.382 |
0.7466 |
|
LOW |
0.7455 |
|
0.618 |
0.7437 |
|
1.000 |
0.7426 |
|
1.618 |
0.7408 |
|
2.618 |
0.7379 |
|
4.250 |
0.7332 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7453 |
| PP |
0.7466 |
0.7448 |
| S1 |
0.7462 |
0.7443 |
|