CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 21-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7385 |
0.7382 |
-0.0003 |
0.0% |
0.7442 |
High |
0.7397 |
0.7412 |
0.0016 |
0.2% |
0.7445 |
Low |
0.7369 |
0.7370 |
0.0001 |
0.0% |
0.7369 |
Close |
0.7385 |
0.7384 |
-0.0001 |
0.0% |
0.7385 |
Range |
0.0028 |
0.0043 |
0.0015 |
51.8% |
0.0077 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.5% |
0.0000 |
Volume |
59,535 |
54,577 |
-4,958 |
-8.3% |
321,557 |
|
Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7516 |
0.7493 |
0.7407 |
|
R3 |
0.7474 |
0.7450 |
0.7396 |
|
R2 |
0.7431 |
0.7431 |
0.7392 |
|
R1 |
0.7408 |
0.7408 |
0.7388 |
0.7419 |
PP |
0.7389 |
0.7389 |
0.7389 |
0.7394 |
S1 |
0.7365 |
0.7365 |
0.7380 |
0.7377 |
S2 |
0.7346 |
0.7346 |
0.7376 |
|
S3 |
0.7304 |
0.7323 |
0.7372 |
|
S4 |
0.7261 |
0.7280 |
0.7361 |
|
|
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 |
0.7444 |
0.7369 |
0.0076 |
1.0% |
0.0035 |
0.5% |
21% |
False |
False |
63,482 |
10 |
0.7485 |
0.7369 |
0.0116 |
1.6% |
0.0037 |
0.5% |
13% |
False |
False |
67,219 |
20 |
0.7612 |
0.7369 |
0.0243 |
3.3% |
0.0040 |
0.5% |
6% |
False |
False |
68,233 |
40 |
0.7644 |
0.7369 |
0.0276 |
3.7% |
0.0042 |
0.6% |
6% |
False |
False |
67,128 |
60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
14% |
False |
False |
56,682 |
80 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0042 |
0.6% |
15% |
False |
False |
42,707 |
100 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0040 |
0.5% |
15% |
False |
False |
34,181 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
35% |
False |
False |
28,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7593 |
2.618 |
0.7523 |
1.618 |
0.7481 |
1.000 |
0.7455 |
0.618 |
0.7438 |
HIGH |
0.7412 |
0.618 |
0.7396 |
0.500 |
0.7391 |
0.382 |
0.7386 |
LOW |
0.7370 |
0.618 |
0.7343 |
1.000 |
0.7327 |
1.618 |
0.7301 |
2.618 |
0.7258 |
4.250 |
0.7189 |
|
|
Fisher Pivots for day following 21-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7391 |
0.7390 |
PP |
0.7389 |
0.7388 |
S1 |
0.7386 |
0.7386 |
|