CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7452 |
0.7453 |
0.0001 |
0.0% |
0.7488 |
High |
0.7468 |
0.7453 |
-0.0015 |
-0.2% |
0.7499 |
Low |
0.7440 |
0.7432 |
-0.0008 |
-0.1% |
0.7420 |
Close |
0.7449 |
0.7436 |
-0.0014 |
-0.2% |
0.7449 |
Range |
0.0028 |
0.0021 |
-0.0007 |
-25.0% |
0.0079 |
ATR |
0.0039 |
0.0037 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
74 |
353 |
279 |
377.0% |
1,122 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7503 |
0.7490 |
0.7447 |
|
R3 |
0.7482 |
0.7469 |
0.7441 |
|
R2 |
0.7461 |
0.7461 |
0.7439 |
|
R1 |
0.7448 |
0.7448 |
0.7437 |
0.7444 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7438 |
S1 |
0.7427 |
0.7427 |
0.7434 |
0.7423 |
S2 |
0.7419 |
0.7419 |
0.7432 |
|
S3 |
0.7398 |
0.7406 |
0.7430 |
|
S4 |
0.7377 |
0.7385 |
0.7424 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7693 |
0.7650 |
0.7492 |
|
R3 |
0.7614 |
0.7571 |
0.7471 |
|
R2 |
0.7535 |
0.7535 |
0.7463 |
|
R1 |
0.7492 |
0.7492 |
0.7456 |
0.7474 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7447 |
S1 |
0.7413 |
0.7413 |
0.7442 |
0.7395 |
S2 |
0.7377 |
0.7377 |
0.7435 |
|
S3 |
0.7298 |
0.7334 |
0.7427 |
|
S4 |
0.7219 |
0.7255 |
0.7406 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7492 |
0.7420 |
0.0072 |
1.0% |
0.0036 |
0.5% |
22% |
False |
False |
282 |
10 |
0.7580 |
0.7420 |
0.0160 |
2.2% |
0.0036 |
0.5% |
10% |
False |
False |
235 |
20 |
0.7636 |
0.7420 |
0.0216 |
2.9% |
0.0036 |
0.5% |
7% |
False |
False |
169 |
40 |
0.7652 |
0.7420 |
0.0232 |
3.1% |
0.0037 |
0.5% |
7% |
False |
False |
174 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0033 |
0.4% |
28% |
False |
False |
158 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0031 |
0.4% |
29% |
False |
False |
122 |
100 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0028 |
0.4% |
43% |
False |
False |
101 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0028 |
0.4% |
44% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7542 |
2.618 |
0.7508 |
1.618 |
0.7487 |
1.000 |
0.7474 |
0.618 |
0.7466 |
HIGH |
0.7453 |
0.618 |
0.7445 |
0.500 |
0.7443 |
0.382 |
0.7440 |
LOW |
0.7432 |
0.618 |
0.7419 |
1.000 |
0.7411 |
1.618 |
0.7398 |
2.618 |
0.7377 |
4.250 |
0.7343 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7443 |
0.7461 |
PP |
0.7440 |
0.7452 |
S1 |
0.7438 |
0.7444 |
|