CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7455 |
0.7440 |
-0.0015 |
-0.2% |
0.7476 |
| High |
0.7482 |
0.7459 |
-0.0023 |
-0.3% |
0.7492 |
| Low |
0.7439 |
0.7430 |
-0.0009 |
-0.1% |
0.7410 |
| Close |
0.7457 |
0.7440 |
-0.0017 |
-0.2% |
0.7440 |
| Range |
0.0043 |
0.0030 |
-0.0014 |
-31.4% |
0.0082 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
66,565 |
65,840 |
-725 |
-1.1% |
339,367 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7515 |
0.7456 |
|
| R3 |
0.7502 |
0.7486 |
0.7448 |
|
| R2 |
0.7472 |
0.7472 |
0.7445 |
|
| R1 |
0.7456 |
0.7456 |
0.7443 |
0.7455 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7442 |
| S1 |
0.7427 |
0.7427 |
0.7437 |
0.7425 |
| S2 |
0.7413 |
0.7413 |
0.7435 |
|
| S3 |
0.7384 |
0.7397 |
0.7432 |
|
| S4 |
0.7354 |
0.7368 |
0.7424 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7647 |
0.7485 |
|
| R3 |
0.7610 |
0.7566 |
0.7462 |
|
| R2 |
0.7529 |
0.7529 |
0.7455 |
|
| R1 |
0.7484 |
0.7484 |
0.7447 |
0.7466 |
| PP |
0.7447 |
0.7447 |
0.7447 |
0.7438 |
| S1 |
0.7403 |
0.7403 |
0.7433 |
0.7384 |
| S2 |
0.7366 |
0.7366 |
0.7425 |
|
| S3 |
0.7284 |
0.7321 |
0.7418 |
|
| S4 |
0.7203 |
0.7240 |
0.7395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7492 |
0.7410 |
0.0082 |
1.1% |
0.0040 |
0.5% |
37% |
False |
False |
67,873 |
| 10 |
0.7609 |
0.7410 |
0.0199 |
2.7% |
0.0045 |
0.6% |
15% |
False |
False |
73,889 |
| 20 |
0.7629 |
0.7410 |
0.0219 |
2.9% |
0.0042 |
0.6% |
14% |
False |
False |
66,216 |
| 40 |
0.7644 |
0.7410 |
0.0234 |
3.1% |
0.0044 |
0.6% |
13% |
False |
False |
70,417 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.0% |
0.0042 |
0.6% |
32% |
False |
False |
50,604 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
34% |
False |
False |
38,013 |
| 100 |
0.7644 |
0.7264 |
0.0380 |
5.1% |
0.0041 |
0.5% |
46% |
False |
False |
30,424 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
49% |
False |
False |
25,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7584 |
|
2.618 |
0.7536 |
|
1.618 |
0.7507 |
|
1.000 |
0.7489 |
|
0.618 |
0.7477 |
|
HIGH |
0.7459 |
|
0.618 |
0.7448 |
|
0.500 |
0.7444 |
|
0.382 |
0.7441 |
|
LOW |
0.7430 |
|
0.618 |
0.7411 |
|
1.000 |
0.7400 |
|
1.618 |
0.7382 |
|
2.618 |
0.7352 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7456 |
| PP |
0.7443 |
0.7450 |
| S1 |
0.7441 |
0.7445 |
|