CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7440 |
0.7436 |
-0.0004 |
0.0% |
0.7420 |
High |
0.7446 |
0.7467 |
0.0021 |
0.3% |
0.7484 |
Low |
0.7418 |
0.7432 |
0.0014 |
0.2% |
0.7418 |
Close |
0.7443 |
0.7439 |
-0.0004 |
-0.1% |
0.7439 |
Range |
0.0029 |
0.0036 |
0.0007 |
24.6% |
0.0067 |
ATR |
0.0029 |
0.0030 |
0.0000 |
1.6% |
0.0000 |
Volume |
82 |
874 |
792 |
965.9% |
1,149 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7552 |
0.7531 |
0.7458 |
|
R3 |
0.7517 |
0.7495 |
0.7448 |
|
R2 |
0.7481 |
0.7481 |
0.7445 |
|
R1 |
0.7460 |
0.7460 |
0.7442 |
0.7471 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7451 |
S1 |
0.7424 |
0.7424 |
0.7435 |
0.7435 |
S2 |
0.7410 |
0.7410 |
0.7432 |
|
S3 |
0.7375 |
0.7389 |
0.7429 |
|
S4 |
0.7339 |
0.7353 |
0.7419 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7646 |
0.7609 |
0.7475 |
|
R3 |
0.7580 |
0.7542 |
0.7457 |
|
R2 |
0.7513 |
0.7513 |
0.7451 |
|
R1 |
0.7476 |
0.7476 |
0.7445 |
0.7495 |
PP |
0.7447 |
0.7447 |
0.7447 |
0.7456 |
S1 |
0.7409 |
0.7409 |
0.7432 |
0.7428 |
S2 |
0.7380 |
0.7380 |
0.7426 |
|
S3 |
0.7314 |
0.7343 |
0.7420 |
|
S4 |
0.7247 |
0.7276 |
0.7402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7484 |
0.7418 |
0.0067 |
0.9% |
0.0031 |
0.4% |
32% |
False |
False |
229 |
10 |
0.7484 |
0.7380 |
0.0104 |
1.4% |
0.0024 |
0.3% |
56% |
False |
False |
231 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0023 |
0.3% |
71% |
False |
False |
143 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0017 |
0.2% |
38% |
False |
False |
76 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0015 |
0.2% |
34% |
False |
False |
54 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0014 |
0.2% |
34% |
False |
False |
43 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0012 |
0.2% |
34% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7618 |
2.618 |
0.7560 |
1.618 |
0.7524 |
1.000 |
0.7503 |
0.618 |
0.7489 |
HIGH |
0.7467 |
0.618 |
0.7453 |
0.500 |
0.7449 |
0.382 |
0.7445 |
LOW |
0.7432 |
0.618 |
0.7410 |
1.000 |
0.7396 |
1.618 |
0.7374 |
2.618 |
0.7339 |
4.250 |
0.7281 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7449 |
0.7450 |
PP |
0.7446 |
0.7446 |
S1 |
0.7442 |
0.7442 |
|