CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 07-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7501 |
0.7488 |
-0.0014 |
-0.2% |
0.7557 |
High |
0.7521 |
0.7499 |
-0.0022 |
-0.3% |
0.7613 |
Low |
0.7478 |
0.7477 |
-0.0001 |
0.0% |
0.7478 |
Close |
0.7485 |
0.7494 |
0.0009 |
0.1% |
0.7485 |
Range |
0.0043 |
0.0022 |
-0.0021 |
-48.2% |
0.0135 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
311 |
64 |
-247 |
-79.4% |
1,027 |
|
Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7556 |
0.7547 |
0.7506 |
|
R3 |
0.7534 |
0.7525 |
0.7500 |
|
R2 |
0.7512 |
0.7512 |
0.7498 |
|
R1 |
0.7503 |
0.7503 |
0.7496 |
0.7508 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7492 |
S1 |
0.7481 |
0.7481 |
0.7492 |
0.7486 |
S2 |
0.7468 |
0.7468 |
0.7490 |
|
S3 |
0.7446 |
0.7459 |
0.7488 |
|
S4 |
0.7424 |
0.7437 |
0.7482 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7843 |
0.7559 |
|
R3 |
0.7795 |
0.7708 |
0.7522 |
|
R2 |
0.7660 |
0.7660 |
0.7510 |
|
R1 |
0.7573 |
0.7573 |
0.7497 |
0.7549 |
PP |
0.7525 |
0.7525 |
0.7525 |
0.7514 |
S1 |
0.7438 |
0.7438 |
0.7473 |
0.7414 |
S2 |
0.7390 |
0.7390 |
0.7460 |
|
S3 |
0.7255 |
0.7303 |
0.7448 |
|
S4 |
0.7120 |
0.7168 |
0.7411 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7580 |
0.7477 |
0.0103 |
1.4% |
0.0037 |
0.5% |
17% |
False |
True |
188 |
10 |
0.7615 |
0.7477 |
0.0138 |
1.8% |
0.0036 |
0.5% |
12% |
False |
True |
148 |
20 |
0.7652 |
0.7477 |
0.0175 |
2.3% |
0.0038 |
0.5% |
10% |
False |
True |
166 |
40 |
0.7652 |
0.7477 |
0.0175 |
2.3% |
0.0036 |
0.5% |
10% |
False |
True |
169 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0031 |
0.4% |
48% |
False |
False |
135 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.0% |
0.0030 |
0.4% |
48% |
False |
False |
105 |
100 |
0.7652 |
0.7274 |
0.0378 |
5.0% |
0.0027 |
0.4% |
58% |
False |
False |
88 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0028 |
0.4% |
59% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7593 |
2.618 |
0.7557 |
1.618 |
0.7535 |
1.000 |
0.7521 |
0.618 |
0.7513 |
HIGH |
0.7499 |
0.618 |
0.7491 |
0.500 |
0.7488 |
0.382 |
0.7485 |
LOW |
0.7477 |
0.618 |
0.7463 |
1.000 |
0.7455 |
1.618 |
0.7441 |
2.618 |
0.7419 |
4.250 |
0.7384 |
|
|
Fisher Pivots for day following 07-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7492 |
0.7499 |
PP |
0.7490 |
0.7497 |
S1 |
0.7488 |
0.7496 |
|