CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7382 |
-0.0004 |
0.0% |
0.7442 |
| High |
0.7403 |
0.7399 |
-0.0004 |
-0.1% |
0.7445 |
| Low |
0.7375 |
0.7353 |
-0.0022 |
-0.3% |
0.7369 |
| Close |
0.7379 |
0.7387 |
0.0008 |
0.1% |
0.7385 |
| Range |
0.0029 |
0.0046 |
0.0018 |
61.4% |
0.0077 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.3% |
0.0000 |
| Volume |
53,538 |
70,328 |
16,790 |
31.4% |
321,557 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7498 |
0.7412 |
|
| R3 |
0.7472 |
0.7452 |
0.7400 |
|
| R2 |
0.7426 |
0.7426 |
0.7395 |
|
| R1 |
0.7406 |
0.7406 |
0.7391 |
0.7416 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7385 |
| S1 |
0.7360 |
0.7360 |
0.7383 |
0.7370 |
| S2 |
0.7334 |
0.7334 |
0.7379 |
|
| S3 |
0.7288 |
0.7314 |
0.7374 |
|
| S4 |
0.7242 |
0.7268 |
0.7362 |
|
|
| 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 |
0.7412 |
0.7353 |
0.0059 |
0.8% |
0.0035 |
0.5% |
58% |
False |
True |
60,211 |
| 10 |
0.7482 |
0.7353 |
0.0129 |
1.7% |
0.0034 |
0.5% |
26% |
False |
True |
63,240 |
| 20 |
0.7609 |
0.7353 |
0.0256 |
3.5% |
0.0040 |
0.5% |
13% |
False |
True |
68,987 |
| 40 |
0.7644 |
0.7353 |
0.0291 |
3.9% |
0.0042 |
0.6% |
12% |
False |
True |
66,771 |
| 60 |
0.7644 |
0.7345 |
0.0299 |
4.0% |
0.0042 |
0.6% |
14% |
False |
False |
58,709 |
| 80 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
15% |
False |
False |
44,253 |
| 100 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0040 |
0.5% |
16% |
False |
False |
35,418 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
36% |
False |
False |
29,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7595 |
|
2.618 |
0.7519 |
|
1.618 |
0.7473 |
|
1.000 |
0.7445 |
|
0.618 |
0.7427 |
|
HIGH |
0.7399 |
|
0.618 |
0.7381 |
|
0.500 |
0.7376 |
|
0.382 |
0.7371 |
|
LOW |
0.7353 |
|
0.618 |
0.7325 |
|
1.000 |
0.7307 |
|
1.618 |
0.7279 |
|
2.618 |
0.7233 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7386 |
| PP |
0.7380 |
0.7384 |
| S1 |
0.7376 |
0.7383 |
|