CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7439 |
0.7428 |
-0.0011 |
-0.1% |
0.7402 |
| High |
0.7439 |
0.7459 |
0.0020 |
0.3% |
0.7485 |
| Low |
0.7394 |
0.7421 |
0.0027 |
0.4% |
0.7394 |
| Close |
0.7433 |
0.7429 |
-0.0004 |
-0.1% |
0.7429 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0091 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
102,310 |
93,216 |
-9,094 |
-8.9% |
472,339 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7527 |
0.7449 |
|
| R3 |
0.7512 |
0.7489 |
0.7439 |
|
| R2 |
0.7474 |
0.7474 |
0.7435 |
|
| R1 |
0.7451 |
0.7451 |
0.7432 |
0.7463 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7442 |
| S1 |
0.7413 |
0.7413 |
0.7425 |
0.7425 |
| S2 |
0.7398 |
0.7398 |
0.7422 |
|
| S3 |
0.7360 |
0.7375 |
0.7418 |
|
| S4 |
0.7322 |
0.7337 |
0.7408 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7660 |
0.7479 |
|
| R3 |
0.7618 |
0.7569 |
0.7454 |
|
| R2 |
0.7527 |
0.7527 |
0.7445 |
|
| R1 |
0.7478 |
0.7478 |
0.7437 |
0.7502 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7448 |
| S1 |
0.7387 |
0.7387 |
0.7420 |
0.7411 |
| S2 |
0.7345 |
0.7345 |
0.7412 |
|
| S3 |
0.7254 |
0.7296 |
0.7403 |
|
| S4 |
0.7163 |
0.7205 |
0.7378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7485 |
0.7394 |
0.0091 |
1.2% |
0.0044 |
0.6% |
38% |
False |
False |
94,467 |
| 10 |
0.7485 |
0.7342 |
0.0143 |
1.9% |
0.0039 |
0.5% |
60% |
False |
False |
82,989 |
| 20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
67% |
False |
False |
43,477 |
| 40 |
0.7613 |
0.7313 |
0.0300 |
4.0% |
0.0037 |
0.5% |
39% |
False |
False |
21,848 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
34% |
False |
False |
14,618 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0036 |
0.5% |
34% |
False |
False |
11,003 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
34% |
False |
False |
8,810 |
| 120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0030 |
0.4% |
34% |
False |
False |
7,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7620 |
|
2.618 |
0.7558 |
|
1.618 |
0.7520 |
|
1.000 |
0.7497 |
|
0.618 |
0.7482 |
|
HIGH |
0.7459 |
|
0.618 |
0.7444 |
|
0.500 |
0.7440 |
|
0.382 |
0.7435 |
|
LOW |
0.7421 |
|
0.618 |
0.7397 |
|
1.000 |
0.7383 |
|
1.618 |
0.7359 |
|
2.618 |
0.7321 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7434 |
| PP |
0.7436 |
0.7432 |
| S1 |
0.7432 |
0.7430 |
|