CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7396 |
0.7401 |
0.0005 |
0.1% |
0.7453 |
High |
0.7420 |
0.7405 |
-0.0015 |
-0.2% |
0.7453 |
Low |
0.7391 |
0.7378 |
-0.0013 |
-0.2% |
0.7378 |
Close |
0.7391 |
0.7394 |
0.0004 |
0.0% |
0.7394 |
Range |
0.0030 |
0.0027 |
-0.0003 |
-8.5% |
0.0075 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
81 |
221 |
140 |
172.8% |
933 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7473 |
0.7461 |
0.7409 |
|
R3 |
0.7446 |
0.7434 |
0.7401 |
|
R2 |
0.7419 |
0.7419 |
0.7399 |
|
R1 |
0.7407 |
0.7407 |
0.7396 |
0.7400 |
PP |
0.7392 |
0.7392 |
0.7392 |
0.7389 |
S1 |
0.7380 |
0.7380 |
0.7392 |
0.7373 |
S2 |
0.7365 |
0.7365 |
0.7389 |
|
S3 |
0.7338 |
0.7353 |
0.7387 |
|
S4 |
0.7311 |
0.7326 |
0.7379 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7633 |
0.7589 |
0.7435 |
|
R3 |
0.7558 |
0.7514 |
0.7415 |
|
R2 |
0.7483 |
0.7483 |
0.7408 |
|
R1 |
0.7439 |
0.7439 |
0.7401 |
0.7424 |
PP |
0.7408 |
0.7408 |
0.7408 |
0.7401 |
S1 |
0.7364 |
0.7364 |
0.7387 |
0.7349 |
S2 |
0.7333 |
0.7333 |
0.7380 |
|
S3 |
0.7258 |
0.7289 |
0.7373 |
|
S4 |
0.7183 |
0.7214 |
0.7353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7453 |
0.7378 |
0.0075 |
1.0% |
0.0028 |
0.4% |
21% |
False |
True |
186 |
10 |
0.7499 |
0.7378 |
0.0121 |
1.6% |
0.0032 |
0.4% |
13% |
False |
True |
205 |
20 |
0.7616 |
0.7378 |
0.0238 |
3.2% |
0.0034 |
0.5% |
7% |
False |
True |
178 |
40 |
0.7652 |
0.7378 |
0.0274 |
3.7% |
0.0037 |
0.5% |
6% |
False |
True |
174 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0034 |
0.5% |
14% |
False |
False |
167 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0031 |
0.4% |
15% |
False |
False |
129 |
100 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0028 |
0.4% |
15% |
False |
False |
106 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
34% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7520 |
2.618 |
0.7476 |
1.618 |
0.7449 |
1.000 |
0.7432 |
0.618 |
0.7422 |
HIGH |
0.7405 |
0.618 |
0.7395 |
0.500 |
0.7392 |
0.382 |
0.7388 |
LOW |
0.7378 |
0.618 |
0.7361 |
1.000 |
0.7351 |
1.618 |
0.7334 |
2.618 |
0.7307 |
4.250 |
0.7263 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7393 |
0.7401 |
PP |
0.7392 |
0.7399 |
S1 |
0.7392 |
0.7396 |
|