CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7402 |
-0.0011 |
-0.1% |
0.7347 |
| High |
0.7420 |
0.7432 |
0.0012 |
0.2% |
0.7421 |
| Low |
0.7390 |
0.7402 |
0.0012 |
0.2% |
0.7342 |
| Close |
0.7407 |
0.7420 |
0.0013 |
0.2% |
0.7407 |
| Range |
0.0030 |
0.0031 |
0.0001 |
1.7% |
0.0079 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
110,532 |
71,251 |
-39,281 |
-35.5% |
357,557 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7495 |
0.7437 |
|
| R3 |
0.7479 |
0.7465 |
0.7428 |
|
| R2 |
0.7448 |
0.7448 |
0.7426 |
|
| R1 |
0.7434 |
0.7434 |
0.7423 |
0.7441 |
| PP |
0.7418 |
0.7418 |
0.7418 |
0.7421 |
| S1 |
0.7404 |
0.7404 |
0.7417 |
0.7411 |
| S2 |
0.7387 |
0.7387 |
0.7414 |
|
| S3 |
0.7357 |
0.7373 |
0.7412 |
|
| S4 |
0.7326 |
0.7343 |
0.7403 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7595 |
0.7450 |
|
| R3 |
0.7547 |
0.7516 |
0.7429 |
|
| R2 |
0.7468 |
0.7468 |
0.7421 |
|
| R1 |
0.7438 |
0.7438 |
0.7414 |
0.7453 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7398 |
| S1 |
0.7359 |
0.7359 |
0.7400 |
0.7375 |
| S2 |
0.7311 |
0.7311 |
0.7393 |
|
| S3 |
0.7233 |
0.7281 |
0.7385 |
|
| S4 |
0.7154 |
0.7202 |
0.7364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7432 |
0.7367 |
0.0066 |
0.9% |
0.0031 |
0.4% |
82% |
True |
False |
80,936 |
| 10 |
0.7432 |
0.7313 |
0.0119 |
1.6% |
0.0035 |
0.5% |
90% |
True |
False |
46,172 |
| 20 |
0.7432 |
0.7313 |
0.0119 |
1.6% |
0.0036 |
0.5% |
90% |
True |
False |
23,482 |
| 40 |
0.7616 |
0.7313 |
0.0303 |
4.1% |
0.0035 |
0.5% |
35% |
False |
False |
11,830 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
32% |
False |
False |
7,943 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0034 |
0.5% |
32% |
False |
False |
5,996 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0032 |
0.4% |
32% |
False |
False |
4,800 |
| 120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0029 |
0.4% |
32% |
False |
False |
4,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7512 |
|
1.618 |
0.7481 |
|
1.000 |
0.7463 |
|
0.618 |
0.7451 |
|
HIGH |
0.7432 |
|
0.618 |
0.7420 |
|
0.500 |
0.7417 |
|
0.382 |
0.7413 |
|
LOW |
0.7402 |
|
0.618 |
0.7383 |
|
1.000 |
0.7371 |
|
1.618 |
0.7352 |
|
2.618 |
0.7322 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7419 |
0.7417 |
| PP |
0.7418 |
0.7413 |
| S1 |
0.7417 |
0.7410 |
|