CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7415 |
0.7430 |
0.0015 |
0.2% |
0.7420 |
High |
0.7425 |
0.7440 |
0.0016 |
0.2% |
0.7484 |
Low |
0.7403 |
0.7418 |
0.0015 |
0.2% |
0.7418 |
Close |
0.7420 |
0.7425 |
0.0005 |
0.1% |
0.7439 |
Range |
0.0022 |
0.0023 |
0.0001 |
2.3% |
0.0067 |
ATR |
0.0029 |
0.0028 |
0.0000 |
-1.6% |
0.0000 |
Volume |
150 |
129 |
-21 |
-14.0% |
1,149 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7495 |
0.7482 |
0.7437 |
|
R3 |
0.7472 |
0.7460 |
0.7431 |
|
R2 |
0.7450 |
0.7450 |
0.7429 |
|
R1 |
0.7437 |
0.7437 |
0.7427 |
0.7432 |
PP |
0.7427 |
0.7427 |
0.7427 |
0.7425 |
S1 |
0.7415 |
0.7415 |
0.7422 |
0.7410 |
S2 |
0.7405 |
0.7405 |
0.7420 |
|
S3 |
0.7382 |
0.7392 |
0.7418 |
|
S4 |
0.7360 |
0.7370 |
0.7412 |
|
|
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% |
0.0027 |
0.4% |
34% |
False |
False |
314 |
10 |
0.7484 |
0.7402 |
0.0082 |
1.1% |
0.0028 |
0.4% |
27% |
False |
False |
202 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0024 |
0.3% |
63% |
False |
False |
176 |
40 |
0.7509 |
0.7325 |
0.0184 |
2.5% |
0.0018 |
0.2% |
54% |
False |
False |
93 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0017 |
0.2% |
30% |
False |
False |
65 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0015 |
0.2% |
30% |
False |
False |
52 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
30% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7536 |
2.618 |
0.7499 |
1.618 |
0.7476 |
1.000 |
0.7463 |
0.618 |
0.7454 |
HIGH |
0.7440 |
0.618 |
0.7431 |
0.500 |
0.7429 |
0.382 |
0.7426 |
LOW |
0.7418 |
0.618 |
0.7404 |
1.000 |
0.7395 |
1.618 |
0.7381 |
2.618 |
0.7359 |
4.250 |
0.7322 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7429 |
0.7428 |
PP |
0.7427 |
0.7427 |
S1 |
0.7426 |
0.7426 |
|