CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.7441 |
0.7452 |
0.0012 |
0.2% |
0.7420 |
High |
0.7449 |
0.7453 |
0.0004 |
0.1% |
0.7484 |
Low |
0.7433 |
0.7412 |
-0.0021 |
-0.3% |
0.7418 |
Close |
0.7442 |
0.7414 |
-0.0029 |
-0.4% |
0.7439 |
Range |
0.0016 |
0.0041 |
0.0025 |
156.3% |
0.0067 |
ATR |
0.0029 |
0.0029 |
0.0001 |
3.1% |
0.0000 |
Volume |
281 |
140 |
-141 |
-50.2% |
1,149 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7549 |
0.7522 |
0.7436 |
|
R3 |
0.7508 |
0.7481 |
0.7425 |
|
R2 |
0.7467 |
0.7467 |
0.7421 |
|
R1 |
0.7440 |
0.7440 |
0.7417 |
0.7433 |
PP |
0.7426 |
0.7426 |
0.7426 |
0.7423 |
S1 |
0.7399 |
0.7399 |
0.7410 |
0.7392 |
S2 |
0.7385 |
0.7385 |
0.7406 |
|
S3 |
0.7344 |
0.7358 |
0.7402 |
|
S4 |
0.7303 |
0.7317 |
0.7391 |
|
|
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 |
0.7483 |
0.7412 |
0.0071 |
1.0% |
0.0032 |
0.4% |
2% |
False |
True |
303 |
10 |
0.7484 |
0.7393 |
0.0091 |
1.2% |
0.0027 |
0.4% |
23% |
False |
False |
204 |
20 |
0.7484 |
0.7325 |
0.0159 |
2.1% |
0.0024 |
0.3% |
56% |
False |
False |
162 |
40 |
0.7589 |
0.7325 |
0.0264 |
3.6% |
0.0018 |
0.2% |
34% |
False |
False |
86 |
60 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0016 |
0.2% |
27% |
False |
False |
61 |
80 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0014 |
0.2% |
27% |
False |
False |
48 |
100 |
0.7656 |
0.7325 |
0.0331 |
4.5% |
0.0013 |
0.2% |
27% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7627 |
2.618 |
0.7560 |
1.618 |
0.7519 |
1.000 |
0.7494 |
0.618 |
0.7478 |
HIGH |
0.7453 |
0.618 |
0.7437 |
0.500 |
0.7433 |
0.382 |
0.7428 |
LOW |
0.7412 |
0.618 |
0.7387 |
1.000 |
0.7371 |
1.618 |
0.7346 |
2.618 |
0.7305 |
4.250 |
0.7238 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7433 |
0.7440 |
PP |
0.7426 |
0.7431 |
S1 |
0.7420 |
0.7422 |
|