CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7539 |
0.7497 |
-0.0043 |
-0.6% |
0.7570 |
| High |
0.7544 |
0.7507 |
-0.0038 |
-0.5% |
0.7612 |
| Low |
0.7493 |
0.7479 |
-0.0014 |
-0.2% |
0.7547 |
| Close |
0.7498 |
0.7493 |
-0.0005 |
-0.1% |
0.7558 |
| Range |
0.0052 |
0.0028 |
-0.0024 |
-46.6% |
0.0065 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
71,819 |
69,668 |
-2,151 |
-3.0% |
304,914 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7561 |
0.7508 |
|
| R3 |
0.7548 |
0.7534 |
0.7500 |
|
| R2 |
0.7520 |
0.7520 |
0.7498 |
|
| R1 |
0.7506 |
0.7506 |
0.7495 |
0.7500 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7489 |
| S1 |
0.7479 |
0.7479 |
0.7490 |
0.7472 |
| S2 |
0.7465 |
0.7465 |
0.7487 |
|
| S3 |
0.7438 |
0.7451 |
0.7485 |
|
| S4 |
0.7410 |
0.7424 |
0.7477 |
|
|
| 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 |
0.7479 |
0.0130 |
1.7% |
0.0048 |
0.6% |
10% |
False |
True |
75,776 |
| 10 |
0.7612 |
0.7479 |
0.0133 |
1.8% |
0.0045 |
0.6% |
10% |
False |
True |
68,174 |
| 20 |
0.7644 |
0.7478 |
0.0166 |
2.2% |
0.0045 |
0.6% |
9% |
False |
False |
65,609 |
| 40 |
0.7644 |
0.7465 |
0.0179 |
2.4% |
0.0044 |
0.6% |
15% |
False |
False |
64,597 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
50% |
False |
False |
43,545 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
51% |
False |
False |
32,697 |
| 100 |
0.7644 |
0.7263 |
0.0382 |
5.1% |
0.0041 |
0.5% |
60% |
False |
False |
26,179 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
62% |
False |
False |
21,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7578 |
|
1.618 |
0.7551 |
|
1.000 |
0.7534 |
|
0.618 |
0.7523 |
|
HIGH |
0.7507 |
|
0.618 |
0.7496 |
|
0.500 |
0.7493 |
|
0.382 |
0.7490 |
|
LOW |
0.7479 |
|
0.618 |
0.7462 |
|
1.000 |
0.7452 |
|
1.618 |
0.7435 |
|
2.618 |
0.7407 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7534 |
| PP |
0.7493 |
0.7520 |
| S1 |
0.7493 |
0.7506 |
|