CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7457 |
0.7440 |
-0.0018 |
-0.2% |
0.7385 |
High |
0.7483 |
0.7446 |
-0.0037 |
-0.5% |
0.7427 |
Low |
0.7442 |
0.7418 |
-0.0025 |
-0.3% |
0.7380 |
Close |
0.7460 |
0.7443 |
-0.0018 |
-0.2% |
0.7419 |
Range |
0.0041 |
0.0029 |
-0.0012 |
-29.6% |
0.0047 |
ATR |
0.0028 |
0.0029 |
0.0001 |
3.7% |
0.0000 |
Volume |
142 |
82 |
-60 |
-42.3% |
1,161 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7521 |
0.7510 |
0.7458 |
|
R3 |
0.7492 |
0.7482 |
0.7450 |
|
R2 |
0.7464 |
0.7464 |
0.7448 |
|
R1 |
0.7453 |
0.7453 |
0.7445 |
0.7459 |
PP |
0.7435 |
0.7435 |
0.7435 |
0.7438 |
S1 |
0.7425 |
0.7425 |
0.7440 |
0.7430 |
S2 |
0.7407 |
0.7407 |
0.7437 |
|
S3 |
0.7378 |
0.7396 |
0.7435 |
|
S4 |
0.7350 |
0.7368 |
0.7427 |
|
|
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% |
0.0028 |
0.4% |
49% |
False |
False |
89 |
10 |
0.7484 |
0.7351 |
0.0133 |
1.8% |
0.0022 |
0.3% |
69% |
False |
False |
146 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0022 |
0.3% |
74% |
False |
False |
99 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0017 |
0.2% |
39% |
False |
False |
54 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0014 |
0.2% |
36% |
False |
False |
39 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0013 |
0.2% |
36% |
False |
False |
32 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0012 |
0.2% |
36% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7567 |
2.618 |
0.7521 |
1.618 |
0.7492 |
1.000 |
0.7475 |
0.618 |
0.7464 |
HIGH |
0.7446 |
0.618 |
0.7435 |
0.500 |
0.7432 |
0.382 |
0.7428 |
LOW |
0.7418 |
0.618 |
0.7400 |
1.000 |
0.7389 |
1.618 |
0.7371 |
2.618 |
0.7343 |
4.250 |
0.7296 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7439 |
0.7451 |
PP |
0.7435 |
0.7448 |
S1 |
0.7432 |
0.7445 |
|