CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7552 |
0.7587 |
0.0035 |
0.5% |
0.7570 |
High |
0.7609 |
0.7589 |
-0.0021 |
-0.3% |
0.7612 |
Low |
0.7545 |
0.7523 |
-0.0022 |
-0.3% |
0.7547 |
Close |
0.7595 |
0.7529 |
-0.0066 |
-0.9% |
0.7558 |
Range |
0.0064 |
0.0066 |
0.0002 |
2.3% |
0.0065 |
ATR |
0.0044 |
0.0046 |
0.0002 |
4.4% |
0.0000 |
Volume |
67,150 |
104,698 |
37,548 |
55.9% |
304,914 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7743 |
0.7701 |
0.7565 |
|
R3 |
0.7678 |
0.7636 |
0.7547 |
|
R2 |
0.7612 |
0.7612 |
0.7541 |
|
R1 |
0.7570 |
0.7570 |
0.7535 |
0.7559 |
PP |
0.7547 |
0.7547 |
0.7547 |
0.7541 |
S1 |
0.7505 |
0.7505 |
0.7522 |
0.7493 |
S2 |
0.7481 |
0.7481 |
0.7516 |
|
S3 |
0.7416 |
0.7439 |
0.7510 |
|
S4 |
0.7350 |
0.7374 |
0.7492 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7766 |
0.7726 |
0.7593 |
|
R3 |
0.7701 |
0.7662 |
0.7575 |
|
R2 |
0.7637 |
0.7637 |
0.7569 |
|
R1 |
0.7597 |
0.7597 |
0.7563 |
0.7585 |
PP |
0.7572 |
0.7572 |
0.7572 |
0.7566 |
S1 |
0.7533 |
0.7533 |
0.7552 |
0.7520 |
S2 |
0.7508 |
0.7508 |
0.7546 |
|
S3 |
0.7443 |
0.7468 |
0.7540 |
|
S4 |
0.7379 |
0.7404 |
0.7522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7609 |
0.7523 |
0.0086 |
1.1% |
0.0050 |
0.7% |
6% |
False |
True |
74,825 |
10 |
0.7629 |
0.7523 |
0.0106 |
1.4% |
0.0044 |
0.6% |
5% |
False |
True |
63,644 |
20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0047 |
0.6% |
30% |
False |
False |
67,107 |
40 |
0.7644 |
0.7445 |
0.0200 |
2.6% |
0.0044 |
0.6% |
42% |
False |
False |
61,216 |
60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
62% |
False |
False |
41,194 |
80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
62% |
False |
False |
30,929 |
100 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0041 |
0.5% |
71% |
False |
False |
24,771 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0039 |
0.5% |
71% |
False |
False |
20,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7867 |
2.618 |
0.7760 |
1.618 |
0.7694 |
1.000 |
0.7654 |
0.618 |
0.7629 |
HIGH |
0.7589 |
0.618 |
0.7563 |
0.500 |
0.7556 |
0.382 |
0.7548 |
LOW |
0.7523 |
0.618 |
0.7483 |
1.000 |
0.7458 |
1.618 |
0.7417 |
2.618 |
0.7352 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7556 |
0.7566 |
PP |
0.7547 |
0.7554 |
S1 |
0.7538 |
0.7541 |
|