CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7441 |
0.7416 |
-0.0025 |
-0.3% |
0.7488 |
High |
0.7450 |
0.7425 |
-0.0026 |
-0.3% |
0.7499 |
Low |
0.7419 |
0.7396 |
-0.0024 |
-0.3% |
0.7420 |
Close |
0.7423 |
0.7400 |
-0.0023 |
-0.3% |
0.7449 |
Range |
0.0031 |
0.0029 |
-0.0002 |
-6.5% |
0.0079 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
123 |
155 |
32 |
26.0% |
1,122 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7494 |
0.7476 |
0.7415 |
|
R3 |
0.7465 |
0.7447 |
0.7407 |
|
R2 |
0.7436 |
0.7436 |
0.7405 |
|
R1 |
0.7418 |
0.7418 |
0.7402 |
0.7412 |
PP |
0.7407 |
0.7407 |
0.7407 |
0.7404 |
S1 |
0.7389 |
0.7389 |
0.7397 |
0.7383 |
S2 |
0.7378 |
0.7378 |
0.7394 |
|
S3 |
0.7349 |
0.7360 |
0.7392 |
|
S4 |
0.7320 |
0.7331 |
0.7384 |
|
|
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 |
0.7489 |
0.7396 |
0.0094 |
1.3% |
0.0029 |
0.4% |
4% |
False |
True |
175 |
10 |
0.7521 |
0.7396 |
0.0125 |
1.7% |
0.0033 |
0.4% |
3% |
False |
True |
216 |
20 |
0.7636 |
0.7396 |
0.0241 |
3.3% |
0.0036 |
0.5% |
2% |
False |
True |
168 |
40 |
0.7652 |
0.7396 |
0.0257 |
3.5% |
0.0037 |
0.5% |
2% |
False |
True |
172 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0033 |
0.4% |
16% |
False |
False |
162 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0031 |
0.4% |
17% |
False |
False |
126 |
100 |
0.7652 |
0.7346 |
0.0307 |
4.1% |
0.0027 |
0.4% |
18% |
False |
False |
103 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
35% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7548 |
2.618 |
0.7500 |
1.618 |
0.7471 |
1.000 |
0.7454 |
0.618 |
0.7442 |
HIGH |
0.7425 |
0.618 |
0.7413 |
0.500 |
0.7410 |
0.382 |
0.7407 |
LOW |
0.7396 |
0.618 |
0.7378 |
1.000 |
0.7367 |
1.618 |
0.7349 |
2.618 |
0.7320 |
4.250 |
0.7272 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7410 |
0.7424 |
PP |
0.7407 |
0.7416 |
S1 |
0.7403 |
0.7408 |
|