CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 03-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7547 |
0.7505 |
-0.0042 |
-0.6% |
0.7587 |
High |
0.7548 |
0.7515 |
-0.0033 |
-0.4% |
0.7616 |
Low |
0.7503 |
0.7489 |
-0.0014 |
-0.2% |
0.7562 |
Close |
0.7506 |
0.7501 |
-0.0005 |
-0.1% |
0.7566 |
Range |
0.0045 |
0.0026 |
-0.0019 |
-42.2% |
0.0055 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
308 |
100 |
-208 |
-67.5% |
482 |
|
Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7579 |
0.7566 |
0.7515 |
|
R3 |
0.7553 |
0.7540 |
0.7508 |
|
R2 |
0.7527 |
0.7527 |
0.7506 |
|
R1 |
0.7514 |
0.7514 |
0.7503 |
0.7508 |
PP |
0.7501 |
0.7501 |
0.7501 |
0.7498 |
S1 |
0.7488 |
0.7488 |
0.7499 |
0.7482 |
S2 |
0.7475 |
0.7475 |
0.7496 |
|
S3 |
0.7449 |
0.7462 |
0.7494 |
|
S4 |
0.7423 |
0.7436 |
0.7487 |
|
|
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 |
0.7489 |
0.0125 |
1.7% |
0.0040 |
0.5% |
10% |
False |
True |
164 |
10 |
0.7616 |
0.7489 |
0.0128 |
1.7% |
0.0037 |
0.5% |
10% |
False |
True |
124 |
20 |
0.7652 |
0.7489 |
0.0164 |
2.2% |
0.0039 |
0.5% |
8% |
False |
True |
156 |
40 |
0.7652 |
0.7489 |
0.0164 |
2.2% |
0.0036 |
0.5% |
8% |
False |
True |
168 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0030 |
0.4% |
50% |
False |
False |
129 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0029 |
0.4% |
50% |
False |
False |
100 |
100 |
0.7652 |
0.7270 |
0.0382 |
5.1% |
0.0027 |
0.4% |
60% |
False |
False |
85 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0027 |
0.4% |
61% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7583 |
1.618 |
0.7557 |
1.000 |
0.7541 |
0.618 |
0.7531 |
HIGH |
0.7515 |
0.618 |
0.7505 |
0.500 |
0.7502 |
0.382 |
0.7498 |
LOW |
0.7489 |
0.618 |
0.7472 |
1.000 |
0.7463 |
1.618 |
0.7446 |
2.618 |
0.7420 |
4.250 |
0.7378 |
|
|
Fisher Pivots for day following 03-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7502 |
0.7534 |
PP |
0.7501 |
0.7523 |
S1 |
0.7501 |
0.7512 |
|