CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7406 |
-0.0035 |
-0.5% |
0.7402 |
| High |
0.7444 |
0.7419 |
-0.0026 |
-0.3% |
0.7485 |
| Low |
0.7401 |
0.7392 |
-0.0009 |
-0.1% |
0.7394 |
| Close |
0.7404 |
0.7410 |
0.0006 |
0.1% |
0.7429 |
| Range |
0.0044 |
0.0027 |
-0.0017 |
-39.1% |
0.0091 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
75,924 |
84,976 |
9,052 |
11.9% |
472,339 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7486 |
0.7475 |
0.7425 |
|
| R3 |
0.7460 |
0.7448 |
0.7417 |
|
| R2 |
0.7433 |
0.7433 |
0.7415 |
|
| R1 |
0.7422 |
0.7422 |
0.7412 |
0.7428 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7410 |
| S1 |
0.7395 |
0.7395 |
0.7408 |
0.7401 |
| S2 |
0.7380 |
0.7380 |
0.7405 |
|
| S3 |
0.7354 |
0.7369 |
0.7403 |
|
| S4 |
0.7327 |
0.7342 |
0.7395 |
|
|
| 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 |
0.7459 |
0.7392 |
0.0067 |
0.9% |
0.0035 |
0.5% |
27% |
False |
True |
84,617 |
| 10 |
0.7485 |
0.7388 |
0.0097 |
1.3% |
0.0038 |
0.5% |
23% |
False |
False |
90,249 |
| 20 |
0.7485 |
0.7313 |
0.0172 |
2.3% |
0.0038 |
0.5% |
56% |
False |
False |
54,726 |
| 40 |
0.7548 |
0.7313 |
0.0235 |
3.2% |
0.0036 |
0.5% |
41% |
False |
False |
27,526 |
| 60 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0037 |
0.5% |
29% |
False |
False |
18,405 |
| 80 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0035 |
0.5% |
29% |
False |
False |
13,844 |
| 100 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0033 |
0.4% |
29% |
False |
False |
11,084 |
| 120 |
0.7652 |
0.7313 |
0.0339 |
4.6% |
0.0031 |
0.4% |
29% |
False |
False |
9,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7531 |
|
2.618 |
0.7488 |
|
1.618 |
0.7461 |
|
1.000 |
0.7445 |
|
0.618 |
0.7435 |
|
HIGH |
0.7419 |
|
0.618 |
0.7408 |
|
0.500 |
0.7405 |
|
0.382 |
0.7402 |
|
LOW |
0.7392 |
|
0.618 |
0.7376 |
|
1.000 |
0.7366 |
|
1.618 |
0.7349 |
|
2.618 |
0.7323 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7418 |
| PP |
0.7407 |
0.7415 |
| S1 |
0.7405 |
0.7413 |
|