CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7394 |
0.0012 |
0.2% |
0.7442 |
| High |
0.7399 |
0.7405 |
0.0006 |
0.1% |
0.7445 |
| Low |
0.7353 |
0.7361 |
0.0008 |
0.1% |
0.7369 |
| Close |
0.7387 |
0.7369 |
-0.0018 |
-0.2% |
0.7385 |
| Range |
0.0046 |
0.0044 |
-0.0003 |
-5.4% |
0.0077 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
0.7% |
0.0000 |
| Volume |
70,328 |
61,122 |
-9,206 |
-13.1% |
321,557 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7482 |
0.7393 |
|
| R3 |
0.7465 |
0.7439 |
0.7381 |
|
| R2 |
0.7422 |
0.7422 |
0.7377 |
|
| R1 |
0.7395 |
0.7395 |
0.7373 |
0.7387 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7374 |
| S1 |
0.7352 |
0.7352 |
0.7365 |
0.7343 |
| S2 |
0.7335 |
0.7335 |
0.7361 |
|
| S3 |
0.7291 |
0.7308 |
0.7357 |
|
| S4 |
0.7248 |
0.7265 |
0.7345 |
|
|
| 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% |
0.0038 |
0.5% |
27% |
False |
False |
59,820 |
| 10 |
0.7459 |
0.7353 |
0.0106 |
1.4% |
0.0035 |
0.5% |
15% |
False |
False |
62,696 |
| 20 |
0.7609 |
0.7353 |
0.0256 |
3.5% |
0.0040 |
0.5% |
6% |
False |
False |
68,277 |
| 40 |
0.7644 |
0.7353 |
0.0291 |
3.9% |
0.0042 |
0.6% |
5% |
False |
False |
66,409 |
| 60 |
0.7644 |
0.7345 |
0.0299 |
4.1% |
0.0042 |
0.6% |
8% |
False |
False |
59,720 |
| 80 |
0.7644 |
0.7343 |
0.0301 |
4.1% |
0.0042 |
0.6% |
9% |
False |
False |
45,016 |
| 100 |
0.7644 |
0.7337 |
0.0307 |
4.2% |
0.0040 |
0.5% |
10% |
False |
False |
36,028 |
| 120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0041 |
0.6% |
31% |
False |
False |
30,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7589 |
|
2.618 |
0.7518 |
|
1.618 |
0.7475 |
|
1.000 |
0.7448 |
|
0.618 |
0.7431 |
|
HIGH |
0.7405 |
|
0.618 |
0.7388 |
|
0.500 |
0.7383 |
|
0.382 |
0.7378 |
|
LOW |
0.7361 |
|
0.618 |
0.7334 |
|
1.000 |
0.7318 |
|
1.618 |
0.7291 |
|
2.618 |
0.7247 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7383 |
0.7379 |
| PP |
0.7378 |
0.7376 |
| S1 |
0.7374 |
0.7372 |
|