CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7347 |
0.7379 |
0.0032 |
0.4% |
0.7367 |
| High |
0.7384 |
0.7394 |
0.0010 |
0.1% |
0.7376 |
| Low |
0.7342 |
0.7367 |
0.0025 |
0.3% |
0.7313 |
| Close |
0.7373 |
0.7387 |
0.0014 |
0.2% |
0.7340 |
| Range |
0.0042 |
0.0027 |
-0.0015 |
-35.7% |
0.0063 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
24,126 |
56,247 |
32,121 |
133.1% |
32,920 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7452 |
0.7402 |
|
| R3 |
0.7436 |
0.7425 |
0.7394 |
|
| R2 |
0.7409 |
0.7409 |
0.7392 |
|
| R1 |
0.7398 |
0.7398 |
0.7389 |
0.7404 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7385 |
| S1 |
0.7371 |
0.7371 |
0.7385 |
0.7377 |
| S2 |
0.7355 |
0.7355 |
0.7382 |
|
| S3 |
0.7328 |
0.7344 |
0.7380 |
|
| S4 |
0.7301 |
0.7317 |
0.7372 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7497 |
0.7374 |
|
| R3 |
0.7468 |
0.7435 |
0.7357 |
|
| R2 |
0.7405 |
0.7405 |
0.7351 |
|
| R1 |
0.7372 |
0.7372 |
0.7345 |
0.7358 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7335 |
| S1 |
0.7310 |
0.7310 |
0.7334 |
0.7295 |
| S2 |
0.7280 |
0.7280 |
0.7328 |
|
| S3 |
0.7218 |
0.7247 |
0.7322 |
|
| S4 |
0.7155 |
0.7185 |
0.7305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7394 |
0.7313 |
0.0081 |
1.1% |
0.0035 |
0.5% |
92% |
True |
False |
22,105 |
| 10 |
0.7424 |
0.7313 |
0.0111 |
1.5% |
0.0039 |
0.5% |
67% |
False |
False |
11,895 |
| 20 |
0.7450 |
0.7313 |
0.0137 |
1.9% |
0.0036 |
0.5% |
54% |
False |
False |
6,089 |
| 40 |
0.7636 |
0.7313 |
0.0323 |
4.4% |
0.0036 |
0.5% |
23% |
False |
False |
3,129 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
22% |
False |
False |
2,146 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.5% |
22% |
False |
False |
1,641 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
22% |
False |
False |
1,316 |
| 120 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0029 |
0.4% |
30% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7508 |
|
2.618 |
0.7464 |
|
1.618 |
0.7437 |
|
1.000 |
0.7421 |
|
0.618 |
0.7410 |
|
HIGH |
0.7394 |
|
0.618 |
0.7383 |
|
0.500 |
0.7380 |
|
0.382 |
0.7377 |
|
LOW |
0.7367 |
|
0.618 |
0.7350 |
|
1.000 |
0.7340 |
|
1.618 |
0.7323 |
|
2.618 |
0.7296 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7376 |
| PP |
0.7382 |
0.7365 |
| S1 |
0.7380 |
0.7355 |
|