CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7412 |
-0.0019 |
-0.3% |
0.7476 |
| High |
0.7444 |
0.7424 |
-0.0021 |
-0.3% |
0.7492 |
| Low |
0.7410 |
0.7386 |
-0.0024 |
-0.3% |
0.7410 |
| Close |
0.7414 |
0.7391 |
-0.0023 |
-0.3% |
0.7440 |
| Range |
0.0035 |
0.0038 |
0.0004 |
10.1% |
0.0082 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
72,158 |
68,065 |
-4,093 |
-5.7% |
339,367 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7514 |
0.7491 |
0.7412 |
|
| R3 |
0.7476 |
0.7453 |
0.7401 |
|
| R2 |
0.7438 |
0.7438 |
0.7398 |
|
| R1 |
0.7415 |
0.7415 |
0.7394 |
0.7407 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7396 |
| S1 |
0.7377 |
0.7377 |
0.7388 |
0.7369 |
| S2 |
0.7362 |
0.7362 |
0.7384 |
|
| S3 |
0.7324 |
0.7339 |
0.7381 |
|
| S4 |
0.7286 |
0.7301 |
0.7370 |
|
|
| 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 |
0.7386 |
0.0096 |
1.3% |
0.0034 |
0.5% |
6% |
False |
True |
66,269 |
| 10 |
0.7512 |
0.7386 |
0.0126 |
1.7% |
0.0036 |
0.5% |
4% |
False |
True |
69,416 |
| 20 |
0.7629 |
0.7386 |
0.0243 |
3.3% |
0.0042 |
0.6% |
2% |
False |
True |
67,728 |
| 40 |
0.7644 |
0.7386 |
0.0259 |
3.5% |
0.0042 |
0.6% |
2% |
False |
True |
67,820 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
16% |
False |
False |
53,898 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0042 |
0.6% |
18% |
False |
False |
40,498 |
| 100 |
0.7644 |
0.7306 |
0.0338 |
4.6% |
0.0040 |
0.5% |
25% |
False |
False |
32,411 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
37% |
False |
False |
27,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7523 |
|
1.618 |
0.7485 |
|
1.000 |
0.7462 |
|
0.618 |
0.7447 |
|
HIGH |
0.7424 |
|
0.618 |
0.7409 |
|
0.500 |
0.7405 |
|
0.382 |
0.7400 |
|
LOW |
0.7386 |
|
0.618 |
0.7362 |
|
1.000 |
0.7348 |
|
1.618 |
0.7324 |
|
2.618 |
0.7286 |
|
4.250 |
0.7224 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7405 |
0.7415 |
| PP |
0.7400 |
0.7407 |
| S1 |
0.7396 |
0.7399 |
|