CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7547 |
-0.0034 |
-0.4% |
0.7587 |
| High |
0.7580 |
0.7548 |
-0.0033 |
-0.4% |
0.7616 |
| Low |
0.7532 |
0.7503 |
-0.0030 |
-0.4% |
0.7562 |
| Close |
0.7537 |
0.7506 |
-0.0031 |
-0.4% |
0.7566 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0055 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.8% |
0.0000 |
| Volume |
160 |
308 |
148 |
92.5% |
482 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7654 |
0.7625 |
0.7530 |
|
| R3 |
0.7609 |
0.7580 |
0.7518 |
|
| R2 |
0.7564 |
0.7564 |
0.7514 |
|
| R1 |
0.7535 |
0.7535 |
0.7510 |
0.7527 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7515 |
| S1 |
0.7490 |
0.7490 |
0.7501 |
0.7482 |
| S2 |
0.7474 |
0.7474 |
0.7497 |
|
| S3 |
0.7429 |
0.7445 |
0.7493 |
|
| S4 |
0.7384 |
0.7400 |
0.7481 |
|
|
| 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 |
0.7503 |
0.0111 |
1.5% |
0.0043 |
0.6% |
3% |
False |
True |
173 |
| 10 |
0.7636 |
0.7503 |
0.0134 |
1.8% |
0.0038 |
0.5% |
2% |
False |
True |
121 |
| 20 |
0.7652 |
0.7489 |
0.0163 |
2.2% |
0.0040 |
0.5% |
10% |
False |
False |
159 |
| 40 |
0.7652 |
0.7463 |
0.0190 |
2.5% |
0.0035 |
0.5% |
23% |
False |
False |
170 |
| 60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0030 |
0.4% |
51% |
False |
False |
128 |
| 80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0029 |
0.4% |
52% |
False |
False |
99 |
| 100 |
0.7652 |
0.7270 |
0.0382 |
5.1% |
0.0028 |
0.4% |
62% |
False |
False |
84 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0027 |
0.4% |
62% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7739 |
|
2.618 |
0.7665 |
|
1.618 |
0.7620 |
|
1.000 |
0.7593 |
|
0.618 |
0.7575 |
|
HIGH |
0.7548 |
|
0.618 |
0.7530 |
|
0.500 |
0.7525 |
|
0.382 |
0.7520 |
|
LOW |
0.7503 |
|
0.618 |
0.7475 |
|
1.000 |
0.7458 |
|
1.618 |
0.7430 |
|
2.618 |
0.7385 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7525 |
0.7558 |
| PP |
0.7519 |
0.7540 |
| S1 |
0.7512 |
0.7523 |
|