CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7392 |
-0.0020 |
-0.3% |
0.7476 |
| High |
0.7424 |
0.7412 |
-0.0012 |
-0.2% |
0.7492 |
| Low |
0.7386 |
0.7381 |
-0.0005 |
-0.1% |
0.7410 |
| Close |
0.7391 |
0.7382 |
-0.0009 |
-0.1% |
0.7440 |
| Range |
0.0038 |
0.0031 |
-0.0007 |
-18.4% |
0.0082 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
68,065 |
63,078 |
-4,987 |
-7.3% |
339,367 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7485 |
0.7464 |
0.7399 |
|
| R3 |
0.7454 |
0.7433 |
0.7391 |
|
| R2 |
0.7423 |
0.7423 |
0.7388 |
|
| R1 |
0.7402 |
0.7402 |
0.7385 |
0.7397 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7389 |
| S1 |
0.7371 |
0.7371 |
0.7379 |
0.7366 |
| S2 |
0.7361 |
0.7361 |
0.7376 |
|
| S3 |
0.7330 |
0.7340 |
0.7373 |
|
| S4 |
0.7299 |
0.7309 |
0.7365 |
|
|
| 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 |
0.7459 |
0.7381 |
0.0078 |
1.1% |
0.0031 |
0.4% |
1% |
False |
True |
65,572 |
| 10 |
0.7512 |
0.7381 |
0.0131 |
1.8% |
0.0037 |
0.5% |
1% |
False |
True |
68,757 |
| 20 |
0.7612 |
0.7381 |
0.0231 |
3.1% |
0.0041 |
0.6% |
0% |
False |
True |
68,465 |
| 40 |
0.7644 |
0.7381 |
0.0263 |
3.6% |
0.0042 |
0.6% |
0% |
False |
True |
67,635 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
13% |
False |
False |
54,945 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0042 |
0.6% |
15% |
False |
False |
41,286 |
| 100 |
0.7644 |
0.7335 |
0.0309 |
4.2% |
0.0040 |
0.5% |
15% |
False |
False |
33,041 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
35% |
False |
False |
27,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7544 |
|
2.618 |
0.7493 |
|
1.618 |
0.7462 |
|
1.000 |
0.7443 |
|
0.618 |
0.7431 |
|
HIGH |
0.7412 |
|
0.618 |
0.7400 |
|
0.500 |
0.7397 |
|
0.382 |
0.7393 |
|
LOW |
0.7381 |
|
0.618 |
0.7362 |
|
1.000 |
0.7350 |
|
1.618 |
0.7331 |
|
2.618 |
0.7300 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7397 |
0.7413 |
| PP |
0.7392 |
0.7402 |
| S1 |
0.7387 |
0.7392 |
|