CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7539 |
-0.0048 |
-0.6% |
0.7570 |
| High |
0.7589 |
0.7544 |
-0.0045 |
-0.6% |
0.7612 |
| Low |
0.7523 |
0.7493 |
-0.0031 |
-0.4% |
0.7547 |
| Close |
0.7529 |
0.7498 |
-0.0031 |
-0.4% |
0.7558 |
| Range |
0.0066 |
0.0052 |
-0.0014 |
-21.4% |
0.0065 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
104,698 |
71,819 |
-32,879 |
-31.4% |
304,914 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7633 |
0.7526 |
|
| R3 |
0.7614 |
0.7582 |
0.7512 |
|
| R2 |
0.7563 |
0.7563 |
0.7507 |
|
| R1 |
0.7530 |
0.7530 |
0.7502 |
0.7521 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7507 |
| S1 |
0.7479 |
0.7479 |
0.7493 |
0.7469 |
| S2 |
0.7460 |
0.7460 |
0.7488 |
|
| S3 |
0.7408 |
0.7427 |
0.7483 |
|
| S4 |
0.7357 |
0.7376 |
0.7469 |
|
|
| 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 |
0.7493 |
0.0117 |
1.6% |
0.0053 |
0.7% |
4% |
False |
True |
76,903 |
| 10 |
0.7629 |
0.7493 |
0.0136 |
1.8% |
0.0047 |
0.6% |
4% |
False |
True |
66,039 |
| 20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0047 |
0.6% |
12% |
False |
False |
66,186 |
| 40 |
0.7644 |
0.7450 |
0.0194 |
2.6% |
0.0045 |
0.6% |
24% |
False |
False |
62,958 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
51% |
False |
False |
42,388 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
52% |
False |
False |
31,826 |
| 100 |
0.7644 |
0.7263 |
0.0382 |
5.1% |
0.0041 |
0.5% |
62% |
False |
False |
25,483 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
63% |
False |
False |
21,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7763 |
|
2.618 |
0.7679 |
|
1.618 |
0.7627 |
|
1.000 |
0.7596 |
|
0.618 |
0.7576 |
|
HIGH |
0.7544 |
|
0.618 |
0.7524 |
|
0.500 |
0.7518 |
|
0.382 |
0.7512 |
|
LOW |
0.7493 |
|
0.618 |
0.7461 |
|
1.000 |
0.7441 |
|
1.618 |
0.7409 |
|
2.618 |
0.7358 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7551 |
| PP |
0.7511 |
0.7533 |
| S1 |
0.7504 |
0.7515 |
|