CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7488 |
0.7492 |
0.0004 |
0.1% |
0.7557 |
High |
0.7499 |
0.7492 |
-0.0008 |
-0.1% |
0.7613 |
Low |
0.7477 |
0.7420 |
-0.0057 |
-0.8% |
0.7478 |
Close |
0.7494 |
0.7465 |
-0.0029 |
-0.4% |
0.7485 |
Range |
0.0022 |
0.0072 |
0.0050 |
225.0% |
0.0135 |
ATR |
0.0039 |
0.0041 |
0.0003 |
6.6% |
0.0000 |
Volume |
64 |
589 |
525 |
820.3% |
1,027 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7673 |
0.7641 |
0.7504 |
|
R3 |
0.7602 |
0.7569 |
0.7485 |
|
R2 |
0.7530 |
0.7530 |
0.7478 |
|
R1 |
0.7498 |
0.7498 |
0.7472 |
0.7478 |
PP |
0.7459 |
0.7459 |
0.7459 |
0.7449 |
S1 |
0.7426 |
0.7426 |
0.7458 |
0.7407 |
S2 |
0.7387 |
0.7387 |
0.7452 |
|
S3 |
0.7316 |
0.7355 |
0.7445 |
|
S4 |
0.7244 |
0.7283 |
0.7426 |
|
|
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 |
0.7548 |
0.7420 |
0.0128 |
1.7% |
0.0041 |
0.6% |
35% |
False |
True |
274 |
10 |
0.7613 |
0.7420 |
0.0193 |
2.6% |
0.0041 |
0.5% |
23% |
False |
True |
196 |
20 |
0.7652 |
0.7420 |
0.0232 |
3.1% |
0.0041 |
0.5% |
19% |
False |
True |
182 |
40 |
0.7652 |
0.7420 |
0.0232 |
3.1% |
0.0037 |
0.5% |
19% |
False |
True |
182 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0032 |
0.4% |
38% |
False |
False |
145 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0030 |
0.4% |
38% |
False |
False |
112 |
100 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0028 |
0.4% |
51% |
False |
False |
94 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0028 |
0.4% |
52% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7795 |
2.618 |
0.7679 |
1.618 |
0.7607 |
1.000 |
0.7563 |
0.618 |
0.7536 |
HIGH |
0.7492 |
0.618 |
0.7464 |
0.500 |
0.7456 |
0.382 |
0.7447 |
LOW |
0.7420 |
0.618 |
0.7376 |
1.000 |
0.7349 |
1.618 |
0.7304 |
2.618 |
0.7233 |
4.250 |
0.7116 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7462 |
0.7470 |
PP |
0.7459 |
0.7469 |
S1 |
0.7456 |
0.7467 |
|