CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7497 |
0.7493 |
-0.0004 |
-0.1% |
0.7552 |
| High |
0.7507 |
0.7512 |
0.0005 |
0.1% |
0.7609 |
| Low |
0.7479 |
0.7470 |
-0.0009 |
-0.1% |
0.7470 |
| Close |
0.7493 |
0.7476 |
-0.0017 |
-0.2% |
0.7476 |
| Range |
0.0028 |
0.0042 |
0.0014 |
50.9% |
0.0139 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
69,668 |
86,189 |
16,521 |
23.7% |
399,524 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7585 |
0.7499 |
|
| R3 |
0.7569 |
0.7543 |
0.7487 |
|
| R2 |
0.7527 |
0.7527 |
0.7484 |
|
| R1 |
0.7502 |
0.7502 |
0.7480 |
0.7494 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7482 |
| S1 |
0.7460 |
0.7460 |
0.7472 |
0.7452 |
| S2 |
0.7444 |
0.7444 |
0.7468 |
|
| S3 |
0.7403 |
0.7419 |
0.7465 |
|
| S4 |
0.7361 |
0.7377 |
0.7453 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7935 |
0.7845 |
0.7552 |
|
| R3 |
0.7796 |
0.7706 |
0.7514 |
|
| R2 |
0.7657 |
0.7657 |
0.7501 |
|
| R1 |
0.7567 |
0.7567 |
0.7489 |
0.7543 |
| PP |
0.7518 |
0.7518 |
0.7518 |
0.7506 |
| S1 |
0.7428 |
0.7428 |
0.7463 |
0.7404 |
| S2 |
0.7379 |
0.7379 |
0.7451 |
|
| S3 |
0.7240 |
0.7289 |
0.7438 |
|
| S4 |
0.7101 |
0.7150 |
0.7400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7609 |
0.7470 |
0.0139 |
1.9% |
0.0050 |
0.7% |
4% |
False |
True |
79,904 |
| 10 |
0.7612 |
0.7470 |
0.0142 |
1.9% |
0.0045 |
0.6% |
4% |
False |
True |
70,443 |
| 20 |
0.7644 |
0.7470 |
0.0174 |
2.3% |
0.0044 |
0.6% |
3% |
False |
True |
66,163 |
| 40 |
0.7644 |
0.7470 |
0.0174 |
2.3% |
0.0044 |
0.6% |
3% |
False |
True |
66,432 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
44% |
False |
False |
44,973 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
45% |
False |
False |
33,774 |
| 100 |
0.7644 |
0.7263 |
0.0382 |
5.1% |
0.0041 |
0.5% |
56% |
False |
False |
27,040 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
58% |
False |
False |
22,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7688 |
|
2.618 |
0.7620 |
|
1.618 |
0.7579 |
|
1.000 |
0.7553 |
|
0.618 |
0.7537 |
|
HIGH |
0.7512 |
|
0.618 |
0.7496 |
|
0.500 |
0.7491 |
|
0.382 |
0.7486 |
|
LOW |
0.7470 |
|
0.618 |
0.7444 |
|
1.000 |
0.7429 |
|
1.618 |
0.7403 |
|
2.618 |
0.7361 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7507 |
| PP |
0.7486 |
0.7497 |
| S1 |
0.7481 |
0.7486 |
|