CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7452 |
0.7415 |
-0.0037 |
-0.5% |
0.7420 |
High |
0.7453 |
0.7425 |
-0.0029 |
-0.4% |
0.7484 |
Low |
0.7412 |
0.7403 |
-0.0010 |
-0.1% |
0.7418 |
Close |
0.7414 |
0.7420 |
0.0007 |
0.1% |
0.7439 |
Range |
0.0041 |
0.0022 |
-0.0019 |
-46.3% |
0.0067 |
ATR |
0.0029 |
0.0029 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
140 |
150 |
10 |
7.1% |
1,149 |
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7482 |
0.7473 |
0.7432 |
|
R3 |
0.7460 |
0.7451 |
0.7426 |
|
R2 |
0.7438 |
0.7438 |
0.7424 |
|
R1 |
0.7429 |
0.7429 |
0.7422 |
0.7433 |
PP |
0.7416 |
0.7416 |
0.7416 |
0.7418 |
S1 |
0.7407 |
0.7407 |
0.7418 |
0.7411 |
S2 |
0.7394 |
0.7394 |
0.7416 |
|
S3 |
0.7372 |
0.7385 |
0.7414 |
|
S4 |
0.7350 |
0.7363 |
0.7408 |
|
|
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 |
0.7467 |
0.7403 |
0.0065 |
0.9% |
0.0029 |
0.4% |
27% |
False |
True |
305 |
10 |
0.7484 |
0.7402 |
0.0082 |
1.1% |
0.0027 |
0.4% |
22% |
False |
False |
212 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0024 |
0.3% |
60% |
False |
False |
170 |
40 |
0.7514 |
0.7325 |
0.0189 |
2.5% |
0.0017 |
0.2% |
50% |
False |
False |
90 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0016 |
0.2% |
29% |
False |
False |
63 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0014 |
0.2% |
29% |
False |
False |
50 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
29% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7518 |
2.618 |
0.7482 |
1.618 |
0.7460 |
1.000 |
0.7447 |
0.618 |
0.7438 |
HIGH |
0.7425 |
0.618 |
0.7416 |
0.500 |
0.7414 |
0.382 |
0.7411 |
LOW |
0.7403 |
0.618 |
0.7389 |
1.000 |
0.7381 |
1.618 |
0.7367 |
2.618 |
0.7345 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7418 |
0.7428 |
PP |
0.7416 |
0.7425 |
S1 |
0.7414 |
0.7423 |
|