CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7431 |
-0.0011 |
-0.1% |
0.7476 |
| High |
0.7445 |
0.7444 |
-0.0001 |
0.0% |
0.7492 |
| Low |
0.7422 |
0.7410 |
-0.0012 |
-0.2% |
0.7410 |
| Close |
0.7427 |
0.7414 |
-0.0013 |
-0.2% |
0.7440 |
| Range |
0.0024 |
0.0035 |
0.0011 |
46.8% |
0.0082 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
58,721 |
72,158 |
13,437 |
22.9% |
339,367 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7526 |
0.7505 |
0.7433 |
|
| R3 |
0.7492 |
0.7470 |
0.7423 |
|
| R2 |
0.7457 |
0.7457 |
0.7420 |
|
| R1 |
0.7436 |
0.7436 |
0.7417 |
0.7429 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7419 |
| S1 |
0.7401 |
0.7401 |
0.7411 |
0.7395 |
| S2 |
0.7388 |
0.7388 |
0.7408 |
|
| S3 |
0.7354 |
0.7367 |
0.7405 |
|
| S4 |
0.7319 |
0.7332 |
0.7395 |
|
|
| 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 |
0.7482 |
0.7410 |
0.0072 |
1.0% |
0.0032 |
0.4% |
6% |
False |
True |
66,691 |
| 10 |
0.7544 |
0.7410 |
0.0135 |
1.8% |
0.0038 |
0.5% |
3% |
False |
True |
69,792 |
| 20 |
0.7629 |
0.7410 |
0.0219 |
3.0% |
0.0041 |
0.6% |
2% |
False |
True |
66,718 |
| 40 |
0.7644 |
0.7410 |
0.0235 |
3.2% |
0.0043 |
0.6% |
2% |
False |
True |
68,847 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
24% |
False |
False |
52,769 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.1% |
0.0042 |
0.6% |
25% |
False |
False |
39,648 |
| 100 |
0.7644 |
0.7264 |
0.0380 |
5.1% |
0.0040 |
0.5% |
39% |
False |
False |
31,731 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
43% |
False |
False |
26,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7591 |
|
2.618 |
0.7534 |
|
1.618 |
0.7500 |
|
1.000 |
0.7479 |
|
0.618 |
0.7465 |
|
HIGH |
0.7444 |
|
0.618 |
0.7431 |
|
0.500 |
0.7427 |
|
0.382 |
0.7423 |
|
LOW |
0.7410 |
|
0.618 |
0.7388 |
|
1.000 |
0.7375 |
|
1.618 |
0.7354 |
|
2.618 |
0.7319 |
|
4.250 |
0.7263 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7427 |
0.7434 |
| PP |
0.7423 |
0.7428 |
| S1 |
0.7418 |
0.7421 |
|