CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7386 |
0.0004 |
0.0% |
0.7442 |
| High |
0.7412 |
0.7403 |
-0.0009 |
-0.1% |
0.7445 |
| Low |
0.7370 |
0.7375 |
0.0005 |
0.1% |
0.7369 |
| Close |
0.7384 |
0.7379 |
-0.0005 |
-0.1% |
0.7385 |
| Range |
0.0043 |
0.0029 |
-0.0014 |
-32.9% |
0.0077 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
54,577 |
53,538 |
-1,039 |
-1.9% |
321,557 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7454 |
0.7395 |
|
| R3 |
0.7443 |
0.7425 |
0.7387 |
|
| R2 |
0.7414 |
0.7414 |
0.7384 |
|
| R1 |
0.7397 |
0.7397 |
0.7382 |
0.7391 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7383 |
| S1 |
0.7368 |
0.7368 |
0.7376 |
0.7363 |
| S2 |
0.7357 |
0.7357 |
0.7374 |
|
| S3 |
0.7329 |
0.7340 |
0.7371 |
|
| S4 |
0.7300 |
0.7311 |
0.7363 |
|
|
| 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 |
0.7424 |
0.7369 |
0.0055 |
0.7% |
0.0034 |
0.5% |
19% |
False |
False |
59,758 |
| 10 |
0.7482 |
0.7369 |
0.0113 |
1.5% |
0.0033 |
0.4% |
9% |
False |
False |
63,225 |
| 20 |
0.7609 |
0.7369 |
0.0241 |
3.3% |
0.0040 |
0.5% |
4% |
False |
False |
68,542 |
| 40 |
0.7644 |
0.7369 |
0.0276 |
3.7% |
0.0042 |
0.6% |
4% |
False |
False |
66,742 |
| 60 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
12% |
False |
False |
57,555 |
| 80 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0042 |
0.6% |
14% |
False |
False |
43,375 |
| 100 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0040 |
0.5% |
14% |
False |
False |
34,715 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
34% |
False |
False |
28,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7524 |
|
2.618 |
0.7478 |
|
1.618 |
0.7449 |
|
1.000 |
0.7432 |
|
0.618 |
0.7421 |
|
HIGH |
0.7403 |
|
0.618 |
0.7392 |
|
0.500 |
0.7389 |
|
0.382 |
0.7385 |
|
LOW |
0.7375 |
|
0.618 |
0.7357 |
|
1.000 |
0.7346 |
|
1.618 |
0.7328 |
|
2.618 |
0.7300 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7390 |
| PP |
0.7386 |
0.7387 |
| S1 |
0.7382 |
0.7383 |
|