CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7557 |
0.7580 |
0.0024 |
0.3% |
0.7587 |
| High |
0.7613 |
0.7580 |
-0.0033 |
-0.4% |
0.7616 |
| Low |
0.7555 |
0.7532 |
-0.0023 |
-0.3% |
0.7562 |
| Close |
0.7603 |
0.7537 |
-0.0067 |
-0.9% |
0.7566 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0055 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
6.2% |
0.0000 |
| Volume |
148 |
160 |
12 |
8.1% |
482 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7663 |
0.7563 |
|
| R3 |
0.7646 |
0.7615 |
0.7550 |
|
| R2 |
0.7598 |
0.7598 |
0.7545 |
|
| R1 |
0.7567 |
0.7567 |
0.7541 |
0.7558 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7545 |
| S1 |
0.7519 |
0.7519 |
0.7532 |
0.7510 |
| S2 |
0.7502 |
0.7502 |
0.7528 |
|
| S3 |
0.7454 |
0.7471 |
0.7523 |
|
| S4 |
0.7406 |
0.7423 |
0.7510 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7710 |
0.7595 |
|
| R3 |
0.7690 |
0.7655 |
0.7580 |
|
| R2 |
0.7636 |
0.7636 |
0.7575 |
|
| R1 |
0.7601 |
0.7601 |
0.7570 |
0.7591 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7576 |
| S1 |
0.7546 |
0.7546 |
0.7561 |
0.7536 |
| S2 |
0.7527 |
0.7527 |
0.7556 |
|
| S3 |
0.7472 |
0.7492 |
0.7551 |
|
| S4 |
0.7418 |
0.7437 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7613 |
0.7532 |
0.0081 |
1.1% |
0.0040 |
0.5% |
6% |
False |
True |
119 |
| 10 |
0.7636 |
0.7532 |
0.0104 |
1.4% |
0.0036 |
0.5% |
4% |
False |
True |
110 |
| 20 |
0.7652 |
0.7489 |
0.0163 |
2.2% |
0.0040 |
0.5% |
29% |
False |
False |
162 |
| 40 |
0.7652 |
0.7463 |
0.0190 |
2.5% |
0.0035 |
0.5% |
39% |
False |
False |
162 |
| 60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0031 |
0.4% |
62% |
False |
False |
123 |
| 80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0028 |
0.4% |
62% |
False |
False |
95 |
| 100 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0028 |
0.4% |
70% |
False |
False |
82 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0027 |
0.4% |
70% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7784 |
|
2.618 |
0.7706 |
|
1.618 |
0.7658 |
|
1.000 |
0.7628 |
|
0.618 |
0.7610 |
|
HIGH |
0.7580 |
|
0.618 |
0.7562 |
|
0.500 |
0.7556 |
|
0.382 |
0.7550 |
|
LOW |
0.7532 |
|
0.618 |
0.7502 |
|
1.000 |
0.7484 |
|
1.618 |
0.7454 |
|
2.618 |
0.7406 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7556 |
0.7573 |
| PP |
0.7550 |
0.7561 |
| S1 |
0.7543 |
0.7549 |
|