CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 25-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7436 |
0.7441 |
0.0005 |
0.1% |
0.7420 |
High |
0.7467 |
0.7449 |
-0.0018 |
-0.2% |
0.7484 |
Low |
0.7432 |
0.7433 |
0.0002 |
0.0% |
0.7418 |
Close |
0.7439 |
0.7442 |
0.0004 |
0.0% |
0.7439 |
Range |
0.0036 |
0.0016 |
-0.0020 |
-54.9% |
0.0067 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
874 |
281 |
-593 |
-67.8% |
1,149 |
|
Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7482 |
0.7451 |
|
R3 |
0.7473 |
0.7466 |
0.7446 |
|
R2 |
0.7457 |
0.7457 |
0.7445 |
|
R1 |
0.7450 |
0.7450 |
0.7443 |
0.7454 |
PP |
0.7441 |
0.7441 |
0.7441 |
0.7443 |
S1 |
0.7434 |
0.7434 |
0.7441 |
0.7438 |
S2 |
0.7425 |
0.7425 |
0.7439 |
|
S3 |
0.7409 |
0.7418 |
0.7438 |
|
S4 |
0.7393 |
0.7402 |
0.7433 |
|
|
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% |
0.0030 |
0.4% |
37% |
False |
False |
284 |
10 |
0.7484 |
0.7380 |
0.0104 |
1.4% |
0.0025 |
0.3% |
60% |
False |
False |
256 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0022 |
0.3% |
74% |
False |
False |
157 |
40 |
0.7626 |
0.7325 |
0.0301 |
4.0% |
0.0017 |
0.2% |
39% |
False |
False |
82 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0015 |
0.2% |
35% |
False |
False |
58 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0014 |
0.2% |
35% |
False |
False |
46 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.4% |
0.0012 |
0.2% |
35% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7517 |
2.618 |
0.7491 |
1.618 |
0.7475 |
1.000 |
0.7465 |
0.618 |
0.7459 |
HIGH |
0.7449 |
0.618 |
0.7443 |
0.500 |
0.7441 |
0.382 |
0.7439 |
LOW |
0.7433 |
0.618 |
0.7423 |
1.000 |
0.7417 |
1.618 |
0.7407 |
2.618 |
0.7391 |
4.250 |
0.7365 |
|
|
Fisher Pivots for day following 25-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7442 |
0.7442 |
PP |
0.7441 |
0.7442 |
S1 |
0.7441 |
0.7442 |
|