CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7343 |
0.0001 |
0.0% |
0.7364 |
| High |
0.7351 |
0.7346 |
-0.0005 |
-0.1% |
0.7424 |
| Low |
0.7324 |
0.7313 |
-0.0011 |
-0.1% |
0.7345 |
| Close |
0.7336 |
0.7319 |
-0.0017 |
-0.2% |
0.7365 |
| Range |
0.0028 |
0.0033 |
0.0006 |
20.0% |
0.0079 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,385 |
2,795 |
410 |
17.2% |
5,984 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7425 |
0.7405 |
0.7337 |
|
| R3 |
0.7392 |
0.7372 |
0.7328 |
|
| R2 |
0.7359 |
0.7359 |
0.7325 |
|
| R1 |
0.7339 |
0.7339 |
0.7322 |
0.7332 |
| PP |
0.7326 |
0.7326 |
0.7326 |
0.7323 |
| S1 |
0.7306 |
0.7306 |
0.7315 |
0.7299 |
| S2 |
0.7293 |
0.7293 |
0.7312 |
|
| S3 |
0.7260 |
0.7273 |
0.7309 |
|
| S4 |
0.7227 |
0.7240 |
0.7300 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7567 |
0.7408 |
|
| R3 |
0.7535 |
0.7489 |
0.7386 |
|
| R2 |
0.7456 |
0.7456 |
0.7379 |
|
| R1 |
0.7410 |
0.7410 |
0.7372 |
0.7433 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7389 |
| S1 |
0.7332 |
0.7332 |
0.7357 |
0.7355 |
| S2 |
0.7299 |
0.7299 |
0.7350 |
|
| S3 |
0.7221 |
0.7253 |
0.7343 |
|
| S4 |
0.7142 |
0.7175 |
0.7321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0040 |
0.5% |
5% |
False |
True |
2,047 |
| 10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0037 |
0.5% |
5% |
False |
True |
1,517 |
| 20 |
0.7489 |
0.7313 |
0.0176 |
2.4% |
0.0034 |
0.5% |
3% |
False |
True |
852 |
| 40 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
2% |
False |
True |
516 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
2% |
False |
True |
409 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
2% |
False |
True |
324 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0030 |
0.4% |
2% |
False |
True |
262 |
| 120 |
0.7652 |
0.7274 |
0.0378 |
5.2% |
0.0029 |
0.4% |
12% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7486 |
|
2.618 |
0.7432 |
|
1.618 |
0.7399 |
|
1.000 |
0.7379 |
|
0.618 |
0.7366 |
|
HIGH |
0.7346 |
|
0.618 |
0.7333 |
|
0.500 |
0.7330 |
|
0.382 |
0.7326 |
|
LOW |
0.7313 |
|
0.618 |
0.7293 |
|
1.000 |
0.7280 |
|
1.618 |
0.7260 |
|
2.618 |
0.7227 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7330 |
0.7344 |
| PP |
0.7326 |
0.7336 |
| S1 |
0.7322 |
0.7327 |
|