CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7493 |
0.7476 |
-0.0017 |
-0.2% |
0.7552 |
| High |
0.7512 |
0.7492 |
-0.0020 |
-0.3% |
0.7609 |
| Low |
0.7470 |
0.7467 |
-0.0003 |
0.0% |
0.7470 |
| Close |
0.7476 |
0.7485 |
0.0009 |
0.1% |
0.7476 |
| Range |
0.0042 |
0.0025 |
-0.0017 |
-41.0% |
0.0139 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
86,189 |
43,310 |
-42,879 |
-49.7% |
399,524 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7544 |
0.7498 |
|
| R3 |
0.7530 |
0.7520 |
0.7492 |
|
| R2 |
0.7506 |
0.7506 |
0.7489 |
|
| R1 |
0.7495 |
0.7495 |
0.7487 |
0.7501 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7484 |
| S1 |
0.7471 |
0.7471 |
0.7483 |
0.7476 |
| S2 |
0.7457 |
0.7457 |
0.7481 |
|
| S3 |
0.7432 |
0.7446 |
0.7478 |
|
| S4 |
0.7408 |
0.7422 |
0.7472 |
|
|
| 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 |
0.7589 |
0.7467 |
0.0122 |
1.6% |
0.0042 |
0.6% |
15% |
False |
True |
75,136 |
| 10 |
0.7612 |
0.7467 |
0.0145 |
1.9% |
0.0043 |
0.6% |
12% |
False |
True |
69,247 |
| 20 |
0.7644 |
0.7467 |
0.0177 |
2.4% |
0.0044 |
0.6% |
10% |
False |
True |
65,744 |
| 40 |
0.7644 |
0.7467 |
0.0177 |
2.4% |
0.0044 |
0.6% |
10% |
False |
True |
67,298 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
47% |
False |
False |
45,688 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
48% |
False |
False |
34,315 |
| 100 |
0.7644 |
0.7264 |
0.0380 |
5.1% |
0.0041 |
0.5% |
58% |
False |
False |
27,466 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.3% |
0.0040 |
0.5% |
60% |
False |
False |
22,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7556 |
|
1.618 |
0.7531 |
|
1.000 |
0.7516 |
|
0.618 |
0.7507 |
|
HIGH |
0.7492 |
|
0.618 |
0.7482 |
|
0.500 |
0.7479 |
|
0.382 |
0.7476 |
|
LOW |
0.7467 |
|
0.618 |
0.7452 |
|
1.000 |
0.7443 |
|
1.618 |
0.7427 |
|
2.618 |
0.7403 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7483 |
0.7489 |
| PP |
0.7481 |
0.7488 |
| S1 |
0.7479 |
0.7486 |
|