CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7394 |
0.7365 |
-0.0030 |
-0.4% |
0.7382 |
High |
0.7405 |
0.7372 |
-0.0033 |
-0.4% |
0.7412 |
Low |
0.7361 |
0.7333 |
-0.0029 |
-0.4% |
0.7333 |
Close |
0.7369 |
0.7358 |
-0.0012 |
-0.2% |
0.7358 |
Range |
0.0044 |
0.0039 |
-0.0005 |
-10.3% |
0.0080 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
Volume |
61,122 |
78,559 |
17,437 |
28.5% |
318,124 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7471 |
0.7453 |
0.7379 |
|
R3 |
0.7432 |
0.7414 |
0.7368 |
|
R2 |
0.7393 |
0.7393 |
0.7365 |
|
R1 |
0.7375 |
0.7375 |
0.7361 |
0.7365 |
PP |
0.7354 |
0.7354 |
0.7354 |
0.7349 |
S1 |
0.7336 |
0.7336 |
0.7354 |
0.7326 |
S2 |
0.7315 |
0.7315 |
0.7350 |
|
S3 |
0.7276 |
0.7297 |
0.7347 |
|
S4 |
0.7237 |
0.7258 |
0.7336 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7606 |
0.7561 |
0.7401 |
|
R3 |
0.7526 |
0.7482 |
0.7379 |
|
R2 |
0.7447 |
0.7447 |
0.7372 |
|
R1 |
0.7402 |
0.7402 |
0.7365 |
0.7385 |
PP |
0.7367 |
0.7367 |
0.7367 |
0.7359 |
S1 |
0.7323 |
0.7323 |
0.7350 |
0.7305 |
S2 |
0.7288 |
0.7288 |
0.7343 |
|
S3 |
0.7208 |
0.7243 |
0.7336 |
|
S4 |
0.7129 |
0.7164 |
0.7314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7412 |
0.7333 |
0.0080 |
1.1% |
0.0040 |
0.5% |
31% |
False |
True |
63,624 |
10 |
0.7445 |
0.7333 |
0.0113 |
1.5% |
0.0035 |
0.5% |
22% |
False |
True |
63,968 |
20 |
0.7609 |
0.7333 |
0.0277 |
3.8% |
0.0040 |
0.5% |
9% |
False |
True |
68,928 |
40 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
8% |
False |
True |
66,791 |
60 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
8% |
False |
True |
60,976 |
80 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
8% |
False |
True |
45,990 |
100 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0040 |
0.5% |
8% |
False |
True |
36,811 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
28% |
False |
False |
30,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7537 |
2.618 |
0.7474 |
1.618 |
0.7435 |
1.000 |
0.7411 |
0.618 |
0.7396 |
HIGH |
0.7372 |
0.618 |
0.7357 |
0.500 |
0.7352 |
0.382 |
0.7347 |
LOW |
0.7333 |
0.618 |
0.7308 |
1.000 |
0.7294 |
1.618 |
0.7269 |
2.618 |
0.7230 |
4.250 |
0.7167 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7356 |
0.7369 |
PP |
0.7354 |
0.7365 |
S1 |
0.7352 |
0.7361 |
|