CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 28-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7365 |
0.7354 |
-0.0011 |
-0.1% |
0.7382 |
High |
0.7372 |
0.7371 |
-0.0001 |
0.0% |
0.7412 |
Low |
0.7333 |
0.7349 |
0.0016 |
0.2% |
0.7333 |
Close |
0.7358 |
0.7353 |
-0.0005 |
-0.1% |
0.7358 |
Range |
0.0039 |
0.0023 |
-0.0017 |
-42.3% |
0.0080 |
ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
78,559 |
49,400 |
-29,159 |
-37.1% |
318,124 |
|
Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7425 |
0.7411 |
0.7365 |
|
R3 |
0.7402 |
0.7389 |
0.7359 |
|
R2 |
0.7380 |
0.7380 |
0.7357 |
|
R1 |
0.7366 |
0.7366 |
0.7355 |
0.7362 |
PP |
0.7357 |
0.7357 |
0.7357 |
0.7355 |
S1 |
0.7344 |
0.7344 |
0.7350 |
0.7339 |
S2 |
0.7335 |
0.7335 |
0.7348 |
|
S3 |
0.7312 |
0.7321 |
0.7346 |
|
S4 |
0.7290 |
0.7299 |
0.7340 |
|
|
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 |
0.7405 |
0.7333 |
0.0072 |
1.0% |
0.0036 |
0.5% |
28% |
False |
False |
62,589 |
10 |
0.7444 |
0.7333 |
0.0112 |
1.5% |
0.0035 |
0.5% |
18% |
False |
False |
63,036 |
20 |
0.7589 |
0.7333 |
0.0256 |
3.5% |
0.0038 |
0.5% |
8% |
False |
False |
68,041 |
40 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0041 |
0.6% |
6% |
False |
False |
66,095 |
60 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0041 |
0.6% |
6% |
False |
False |
61,773 |
80 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
6% |
False |
False |
46,601 |
100 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0040 |
0.6% |
6% |
False |
False |
37,305 |
120 |
0.7644 |
0.7244 |
0.0400 |
5.4% |
0.0040 |
0.5% |
27% |
False |
False |
31,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7467 |
2.618 |
0.7430 |
1.618 |
0.7407 |
1.000 |
0.7394 |
0.618 |
0.7385 |
HIGH |
0.7371 |
0.618 |
0.7362 |
0.500 |
0.7360 |
0.382 |
0.7357 |
LOW |
0.7349 |
0.618 |
0.7335 |
1.000 |
0.7326 |
1.618 |
0.7312 |
2.618 |
0.7290 |
4.250 |
0.7253 |
|
|
Fisher Pivots for day following 28-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7360 |
0.7369 |
PP |
0.7357 |
0.7363 |
S1 |
0.7355 |
0.7358 |
|