CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7385 |
-0.0007 |
-0.1% |
0.7442 |
| High |
0.7412 |
0.7397 |
-0.0016 |
-0.2% |
0.7445 |
| Low |
0.7381 |
0.7369 |
-0.0013 |
-0.2% |
0.7369 |
| Close |
0.7382 |
0.7385 |
0.0003 |
0.0% |
0.7385 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.7% |
0.0077 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
63,078 |
59,535 |
-3,543 |
-5.6% |
321,557 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7454 |
0.7400 |
|
| R3 |
0.7439 |
0.7426 |
0.7393 |
|
| R2 |
0.7411 |
0.7411 |
0.7390 |
|
| R1 |
0.7398 |
0.7398 |
0.7388 |
0.7399 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7384 |
| S1 |
0.7370 |
0.7370 |
0.7382 |
0.7371 |
| S2 |
0.7355 |
0.7355 |
0.7380 |
|
| S3 |
0.7327 |
0.7342 |
0.7377 |
|
| S4 |
0.7299 |
0.7314 |
0.7370 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7584 |
0.7427 |
|
| R3 |
0.7553 |
0.7507 |
0.7406 |
|
| R2 |
0.7476 |
0.7476 |
0.7399 |
|
| R1 |
0.7431 |
0.7431 |
0.7392 |
0.7415 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7392 |
| S1 |
0.7354 |
0.7354 |
0.7378 |
0.7339 |
| S2 |
0.7323 |
0.7323 |
0.7371 |
|
| S3 |
0.7247 |
0.7278 |
0.7364 |
|
| S4 |
0.7170 |
0.7201 |
0.7343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7445 |
0.7369 |
0.0077 |
1.0% |
0.0031 |
0.4% |
22% |
False |
True |
64,311 |
| 10 |
0.7492 |
0.7369 |
0.0123 |
1.7% |
0.0035 |
0.5% |
13% |
False |
True |
66,092 |
| 20 |
0.7612 |
0.7369 |
0.0243 |
3.3% |
0.0040 |
0.5% |
7% |
False |
True |
68,268 |
| 40 |
0.7644 |
0.7369 |
0.0276 |
3.7% |
0.0042 |
0.6% |
6% |
False |
True |
67,509 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
14% |
False |
False |
55,929 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0042 |
0.6% |
16% |
False |
False |
42,026 |
| 100 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0040 |
0.5% |
16% |
False |
False |
33,635 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
35% |
False |
False |
28,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7516 |
|
2.618 |
0.7470 |
|
1.618 |
0.7442 |
|
1.000 |
0.7425 |
|
0.618 |
0.7414 |
|
HIGH |
0.7397 |
|
0.618 |
0.7386 |
|
0.500 |
0.7383 |
|
0.382 |
0.7379 |
|
LOW |
0.7369 |
|
0.618 |
0.7351 |
|
1.000 |
0.7341 |
|
1.618 |
0.7323 |
|
2.618 |
0.7295 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7396 |
| PP |
0.7383 |
0.7392 |
| S1 |
0.7383 |
0.7389 |
|