CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 20-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7457 |
0.7457 |
0.0000 |
0.0% |
0.7385 |
High |
0.7484 |
0.7483 |
-0.0002 |
0.0% |
0.7427 |
Low |
0.7455 |
0.7442 |
-0.0013 |
-0.2% |
0.7380 |
Close |
0.7458 |
0.7460 |
0.0003 |
0.0% |
0.7419 |
Range |
0.0029 |
0.0041 |
0.0012 |
39.7% |
0.0047 |
ATR |
0.0027 |
0.0028 |
0.0001 |
3.5% |
0.0000 |
Volume |
42 |
142 |
100 |
238.1% |
1,161 |
|
Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7562 |
0.7482 |
|
R3 |
0.7543 |
0.7522 |
0.7471 |
|
R2 |
0.7502 |
0.7502 |
0.7467 |
|
R1 |
0.7481 |
0.7481 |
0.7464 |
0.7492 |
PP |
0.7462 |
0.7462 |
0.7462 |
0.7467 |
S1 |
0.7441 |
0.7441 |
0.7456 |
0.7451 |
S2 |
0.7421 |
0.7421 |
0.7453 |
|
S3 |
0.7381 |
0.7400 |
0.7449 |
|
S4 |
0.7340 |
0.7360 |
0.7438 |
|
|
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 |
0.7402 |
0.0082 |
1.1% |
0.0025 |
0.3% |
71% |
False |
False |
119 |
10 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0021 |
0.3% |
85% |
False |
False |
138 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0022 |
0.3% |
85% |
False |
False |
96 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0016 |
0.2% |
45% |
False |
False |
52 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0014 |
0.2% |
41% |
False |
False |
38 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0013 |
0.2% |
41% |
False |
False |
31 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0012 |
0.2% |
41% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7655 |
2.618 |
0.7589 |
1.618 |
0.7548 |
1.000 |
0.7523 |
0.618 |
0.7508 |
HIGH |
0.7483 |
0.618 |
0.7467 |
0.500 |
0.7462 |
0.382 |
0.7457 |
LOW |
0.7442 |
0.618 |
0.7417 |
1.000 |
0.7402 |
1.618 |
0.7376 |
2.618 |
0.7336 |
4.250 |
0.7270 |
|
|
Fisher Pivots for day following 20-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7462 |
0.7457 |
PP |
0.7462 |
0.7455 |
S1 |
0.7461 |
0.7452 |
|