CME Canadian Dollar Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7380 |
0.0025 |
0.3% |
0.7382 |
| High |
0.7382 |
0.7402 |
0.0020 |
0.3% |
0.7412 |
| Low |
0.7335 |
0.7368 |
0.0033 |
0.4% |
0.7333 |
| Close |
0.7374 |
0.7392 |
0.0019 |
0.3% |
0.7358 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-27.4% |
0.0080 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
77,402 |
74,462 |
-2,940 |
-3.8% |
318,124 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7476 |
0.7411 |
|
| R3 |
0.7456 |
0.7441 |
0.7401 |
|
| R2 |
0.7422 |
0.7422 |
0.7398 |
|
| R1 |
0.7407 |
0.7407 |
0.7395 |
0.7414 |
| PP |
0.7387 |
0.7387 |
0.7387 |
0.7391 |
| S1 |
0.7372 |
0.7372 |
0.7389 |
0.7380 |
| S2 |
0.7353 |
0.7353 |
0.7386 |
|
| S3 |
0.7318 |
0.7338 |
0.7383 |
|
| S4 |
0.7284 |
0.7303 |
0.7373 |
|
|
| 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% |
0.0037 |
0.5% |
83% |
False |
False |
68,189 |
| 10 |
0.7412 |
0.7333 |
0.0080 |
1.1% |
0.0036 |
0.5% |
75% |
False |
False |
64,200 |
| 20 |
0.7512 |
0.7333 |
0.0179 |
2.4% |
0.0036 |
0.5% |
33% |
False |
False |
66,808 |
| 40 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
19% |
False |
False |
66,497 |
| 60 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0042 |
0.6% |
19% |
False |
False |
64,241 |
| 80 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0041 |
0.6% |
19% |
False |
False |
48,493 |
| 100 |
0.7644 |
0.7333 |
0.0312 |
4.2% |
0.0041 |
0.6% |
19% |
False |
False |
38,823 |
| 120 |
0.7644 |
0.7263 |
0.0382 |
5.2% |
0.0040 |
0.5% |
34% |
False |
False |
32,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7549 |
|
2.618 |
0.7492 |
|
1.618 |
0.7458 |
|
1.000 |
0.7437 |
|
0.618 |
0.7423 |
|
HIGH |
0.7402 |
|
0.618 |
0.7389 |
|
0.500 |
0.7385 |
|
0.382 |
0.7381 |
|
LOW |
0.7368 |
|
0.618 |
0.7346 |
|
1.000 |
0.7333 |
|
1.618 |
0.7312 |
|
2.618 |
0.7277 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7384 |
| PP |
0.7387 |
0.7376 |
| S1 |
0.7385 |
0.7368 |
|