CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 22-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7400 |
0.7395 |
-0.0005 |
-0.1% |
0.7453 |
High |
0.7418 |
0.7412 |
-0.0006 |
-0.1% |
0.7453 |
Low |
0.7379 |
0.7387 |
0.0008 |
0.1% |
0.7378 |
Close |
0.7393 |
0.7388 |
-0.0005 |
-0.1% |
0.7394 |
Range |
0.0039 |
0.0025 |
-0.0014 |
-36.4% |
0.0075 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
154 |
131 |
-23 |
-14.9% |
933 |
|
Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7469 |
0.7453 |
0.7401 |
|
R3 |
0.7445 |
0.7429 |
0.7395 |
|
R2 |
0.7420 |
0.7420 |
0.7392 |
|
R1 |
0.7404 |
0.7404 |
0.7390 |
0.7400 |
PP |
0.7396 |
0.7396 |
0.7396 |
0.7393 |
S1 |
0.7380 |
0.7380 |
0.7386 |
0.7375 |
S2 |
0.7371 |
0.7371 |
0.7384 |
|
S3 |
0.7347 |
0.7355 |
0.7381 |
|
S4 |
0.7322 |
0.7331 |
0.7375 |
|
|
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 |
0.7425 |
0.7378 |
0.0047 |
0.6% |
0.0030 |
0.4% |
22% |
False |
False |
148 |
10 |
0.7489 |
0.7378 |
0.0111 |
1.5% |
0.0029 |
0.4% |
9% |
False |
False |
168 |
20 |
0.7613 |
0.7378 |
0.0235 |
3.2% |
0.0035 |
0.5% |
4% |
False |
False |
182 |
40 |
0.7652 |
0.7378 |
0.0274 |
3.7% |
0.0037 |
0.5% |
4% |
False |
False |
177 |
60 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0034 |
0.5% |
12% |
False |
False |
170 |
80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0031 |
0.4% |
13% |
False |
False |
132 |
100 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0028 |
0.4% |
13% |
False |
False |
109 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
32% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7516 |
2.618 |
0.7476 |
1.618 |
0.7451 |
1.000 |
0.7436 |
0.618 |
0.7427 |
HIGH |
0.7412 |
0.618 |
0.7402 |
0.500 |
0.7399 |
0.382 |
0.7396 |
LOW |
0.7387 |
0.618 |
0.7372 |
1.000 |
0.7363 |
1.618 |
0.7347 |
2.618 |
0.7323 |
4.250 |
0.7283 |
|
|
Fisher Pivots for day following 22-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7399 |
0.7398 |
PP |
0.7396 |
0.7395 |
S1 |
0.7392 |
0.7391 |
|