CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7416 |
0.7396 |
-0.0020 |
-0.3% |
0.7488 |
High |
0.7425 |
0.7420 |
-0.0005 |
-0.1% |
0.7499 |
Low |
0.7396 |
0.7391 |
-0.0005 |
-0.1% |
0.7420 |
Close |
0.7400 |
0.7391 |
-0.0009 |
-0.1% |
0.7449 |
Range |
0.0029 |
0.0030 |
0.0001 |
1.7% |
0.0079 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-1.4% |
0.0000 |
Volume |
155 |
81 |
-74 |
-47.7% |
1,122 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7489 |
0.7469 |
0.7407 |
|
R3 |
0.7459 |
0.7440 |
0.7399 |
|
R2 |
0.7430 |
0.7430 |
0.7396 |
|
R1 |
0.7410 |
0.7410 |
0.7393 |
0.7405 |
PP |
0.7400 |
0.7400 |
0.7400 |
0.7398 |
S1 |
0.7381 |
0.7381 |
0.7388 |
0.7376 |
S2 |
0.7371 |
0.7371 |
0.7385 |
|
S3 |
0.7341 |
0.7351 |
0.7382 |
|
S4 |
0.7312 |
0.7322 |
0.7374 |
|
|
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 |
0.7468 |
0.7391 |
0.0077 |
1.0% |
0.0028 |
0.4% |
0% |
False |
True |
157 |
10 |
0.7521 |
0.7391 |
0.0130 |
1.8% |
0.0033 |
0.5% |
0% |
False |
True |
214 |
20 |
0.7616 |
0.7391 |
0.0226 |
3.1% |
0.0035 |
0.5% |
0% |
False |
True |
169 |
40 |
0.7652 |
0.7391 |
0.0262 |
3.5% |
0.0036 |
0.5% |
0% |
False |
True |
171 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0033 |
0.5% |
13% |
False |
False |
164 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0031 |
0.4% |
14% |
False |
False |
127 |
100 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0028 |
0.4% |
14% |
False |
False |
104 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
33% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7545 |
2.618 |
0.7497 |
1.618 |
0.7468 |
1.000 |
0.7450 |
0.618 |
0.7438 |
HIGH |
0.7420 |
0.618 |
0.7409 |
0.500 |
0.7405 |
0.382 |
0.7402 |
LOW |
0.7391 |
0.618 |
0.7372 |
1.000 |
0.7361 |
1.618 |
0.7343 |
2.618 |
0.7313 |
4.250 |
0.7265 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7420 |
PP |
0.7400 |
0.7410 |
S1 |
0.7395 |
0.7400 |
|