CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7430 |
0.7435 |
0.0005 |
0.1% |
0.7441 |
High |
0.7440 |
0.7471 |
0.0031 |
0.4% |
0.7471 |
Low |
0.7418 |
0.7380 |
-0.0038 |
-0.5% |
0.7380 |
Close |
0.7425 |
0.7395 |
-0.0030 |
-0.4% |
0.7395 |
Range |
0.0023 |
0.0091 |
0.0068 |
302.2% |
0.0091 |
ATR |
0.0028 |
0.0033 |
0.0004 |
15.6% |
0.0000 |
Volume |
129 |
318 |
189 |
146.5% |
1,018 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7631 |
0.7444 |
|
R3 |
0.7596 |
0.7541 |
0.7419 |
|
R2 |
0.7506 |
0.7506 |
0.7411 |
|
R1 |
0.7450 |
0.7450 |
0.7403 |
0.7433 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7406 |
S1 |
0.7360 |
0.7360 |
0.7386 |
0.7342 |
S2 |
0.7325 |
0.7325 |
0.7378 |
|
S3 |
0.7234 |
0.7269 |
0.7370 |
|
S4 |
0.7144 |
0.7179 |
0.7345 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7631 |
0.7444 |
|
R3 |
0.7596 |
0.7541 |
0.7419 |
|
R2 |
0.7506 |
0.7506 |
0.7411 |
|
R1 |
0.7450 |
0.7450 |
0.7403 |
0.7433 |
PP |
0.7415 |
0.7415 |
0.7415 |
0.7406 |
S1 |
0.7360 |
0.7360 |
0.7386 |
0.7342 |
S2 |
0.7325 |
0.7325 |
0.7378 |
|
S3 |
0.7234 |
0.7269 |
0.7370 |
|
S4 |
0.7144 |
0.7179 |
0.7345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7471 |
0.7380 |
0.0091 |
1.2% |
0.0038 |
0.5% |
16% |
True |
True |
203 |
10 |
0.7484 |
0.7380 |
0.0104 |
1.4% |
0.0035 |
0.5% |
14% |
False |
True |
216 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.2% |
0.0028 |
0.4% |
44% |
False |
False |
176 |
40 |
0.7503 |
0.7325 |
0.0178 |
2.4% |
0.0020 |
0.3% |
39% |
False |
False |
101 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0018 |
0.2% |
21% |
False |
False |
71 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0015 |
0.2% |
21% |
False |
False |
55 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0014 |
0.2% |
21% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7855 |
2.618 |
0.7707 |
1.618 |
0.7617 |
1.000 |
0.7561 |
0.618 |
0.7526 |
HIGH |
0.7471 |
0.618 |
0.7436 |
0.500 |
0.7425 |
0.382 |
0.7415 |
LOW |
0.7380 |
0.618 |
0.7324 |
1.000 |
0.7290 |
1.618 |
0.7234 |
2.618 |
0.7143 |
4.250 |
0.6995 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7425 |
0.7425 |
PP |
0.7415 |
0.7415 |
S1 |
0.7405 |
0.7405 |
|