CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 08-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7476 |
0.7483 |
0.0007 |
0.1% |
0.7552 |
| High |
0.7492 |
0.7485 |
-0.0007 |
-0.1% |
0.7609 |
| Low |
0.7467 |
0.7410 |
-0.0057 |
-0.8% |
0.7470 |
| Close |
0.7485 |
0.7456 |
-0.0029 |
-0.4% |
0.7476 |
| Range |
0.0025 |
0.0075 |
0.0050 |
204.1% |
0.0139 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.2% |
0.0000 |
| Volume |
43,310 |
93,479 |
50,169 |
115.8% |
399,524 |
|
| Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7674 |
0.7639 |
0.7497 |
|
| R3 |
0.7599 |
0.7565 |
0.7476 |
|
| R2 |
0.7525 |
0.7525 |
0.7470 |
|
| R1 |
0.7490 |
0.7490 |
0.7463 |
0.7470 |
| PP |
0.7450 |
0.7450 |
0.7450 |
0.7440 |
| S1 |
0.7416 |
0.7416 |
0.7449 |
0.7396 |
| S2 |
0.7376 |
0.7376 |
0.7442 |
|
| S3 |
0.7301 |
0.7341 |
0.7436 |
|
| S4 |
0.7227 |
0.7267 |
0.7415 |
|
|
| 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 |
0.7544 |
0.7410 |
0.0134 |
1.8% |
0.0044 |
0.6% |
34% |
False |
True |
72,893 |
| 10 |
0.7609 |
0.7410 |
0.0199 |
2.7% |
0.0047 |
0.6% |
23% |
False |
True |
73,859 |
| 20 |
0.7644 |
0.7410 |
0.0234 |
3.1% |
0.0046 |
0.6% |
20% |
False |
True |
68,111 |
| 40 |
0.7644 |
0.7410 |
0.0234 |
3.1% |
0.0045 |
0.6% |
20% |
False |
True |
69,116 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0043 |
0.6% |
38% |
False |
False |
47,243 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
39% |
False |
False |
35,482 |
| 100 |
0.7644 |
0.7264 |
0.0380 |
5.1% |
0.0041 |
0.5% |
51% |
False |
False |
28,400 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
53% |
False |
False |
23,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7680 |
|
1.618 |
0.7605 |
|
1.000 |
0.7559 |
|
0.618 |
0.7531 |
|
HIGH |
0.7485 |
|
0.618 |
0.7456 |
|
0.500 |
0.7447 |
|
0.382 |
0.7438 |
|
LOW |
0.7410 |
|
0.618 |
0.7364 |
|
1.000 |
0.7336 |
|
1.618 |
0.7289 |
|
2.618 |
0.7215 |
|
4.250 |
0.7093 |
|
|
| Fisher Pivots for day following 08-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7461 |
| PP |
0.7450 |
0.7459 |
| S1 |
0.7447 |
0.7458 |
|