CME Canadian Dollar Future June 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 |
0.7424 |
0.7435 |
0.0011 |
0.1% |
0.7439 |
High |
0.7427 |
0.7435 |
0.0009 |
0.1% |
0.7478 |
Low |
0.7424 |
0.7430 |
0.0006 |
0.1% |
0.7431 |
Close |
0.7426 |
0.7430 |
0.0004 |
0.1% |
0.7445 |
Range |
0.0003 |
0.0005 |
0.0003 |
100.0% |
0.0047 |
ATR |
0.0020 |
0.0019 |
-0.0001 |
-3.9% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
15 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7447 |
0.7443 |
0.7433 |
|
R3 |
0.7442 |
0.7438 |
0.7431 |
|
R2 |
0.7437 |
0.7437 |
0.7431 |
|
R1 |
0.7433 |
0.7433 |
0.7430 |
0.7433 |
PP |
0.7432 |
0.7432 |
0.7432 |
0.7431 |
S1 |
0.7428 |
0.7428 |
0.7430 |
0.7428 |
S2 |
0.7427 |
0.7427 |
0.7429 |
|
S3 |
0.7422 |
0.7423 |
0.7429 |
|
S4 |
0.7417 |
0.7418 |
0.7427 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7592 |
0.7565 |
0.7470 |
|
R3 |
0.7545 |
0.7518 |
0.7457 |
|
R2 |
0.7498 |
0.7498 |
0.7453 |
|
R1 |
0.7471 |
0.7471 |
0.7449 |
0.7485 |
PP |
0.7451 |
0.7451 |
0.7451 |
0.7458 |
S1 |
0.7424 |
0.7424 |
0.7440 |
0.7438 |
S2 |
0.7404 |
0.7404 |
0.7436 |
|
S3 |
0.7357 |
0.7377 |
0.7432 |
|
S4 |
0.7310 |
0.7330 |
0.7419 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7456 |
2.618 |
0.7448 |
1.618 |
0.7443 |
1.000 |
0.7440 |
0.618 |
0.7438 |
HIGH |
0.7435 |
0.618 |
0.7433 |
0.500 |
0.7433 |
0.382 |
0.7432 |
LOW |
0.7430 |
0.618 |
0.7427 |
1.000 |
0.7425 |
1.618 |
0.7422 |
2.618 |
0.7417 |
4.250 |
0.7409 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7433 |
0.7429 |
PP |
0.7432 |
0.7429 |
S1 |
0.7431 |
0.7428 |
|