CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7394 |
-0.0001 |
0.0% |
0.7453 |
| High |
0.7412 |
0.7409 |
-0.0003 |
0.0% |
0.7453 |
| Low |
0.7387 |
0.7364 |
-0.0024 |
-0.3% |
0.7378 |
| Close |
0.7388 |
0.7397 |
0.0009 |
0.1% |
0.7394 |
| Range |
0.0025 |
0.0045 |
0.0021 |
83.7% |
0.0075 |
| ATR |
0.0035 |
0.0035 |
0.0001 |
2.1% |
0.0000 |
| Volume |
131 |
404 |
273 |
208.4% |
933 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7506 |
0.7421 |
|
| R3 |
0.7480 |
0.7461 |
0.7409 |
|
| R2 |
0.7435 |
0.7435 |
0.7405 |
|
| R1 |
0.7416 |
0.7416 |
0.7401 |
0.7425 |
| PP |
0.7390 |
0.7390 |
0.7390 |
0.7394 |
| S1 |
0.7371 |
0.7371 |
0.7392 |
0.7380 |
| S2 |
0.7345 |
0.7345 |
0.7388 |
|
| S3 |
0.7300 |
0.7326 |
0.7384 |
|
| S4 |
0.7255 |
0.7281 |
0.7372 |
|
|
| 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 |
0.7420 |
0.7364 |
0.0057 |
0.8% |
0.0033 |
0.4% |
58% |
False |
True |
198 |
| 10 |
0.7489 |
0.7364 |
0.0126 |
1.7% |
0.0031 |
0.4% |
26% |
False |
True |
186 |
| 20 |
0.7613 |
0.7364 |
0.0250 |
3.4% |
0.0036 |
0.5% |
13% |
False |
True |
201 |
| 40 |
0.7652 |
0.7364 |
0.0289 |
3.9% |
0.0037 |
0.5% |
11% |
False |
True |
180 |
| 60 |
0.7652 |
0.7358 |
0.0295 |
4.0% |
0.0034 |
0.5% |
13% |
False |
False |
176 |
| 80 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0031 |
0.4% |
15% |
False |
False |
137 |
| 100 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0028 |
0.4% |
16% |
False |
False |
113 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
34% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7600 |
|
2.618 |
0.7526 |
|
1.618 |
0.7481 |
|
1.000 |
0.7454 |
|
0.618 |
0.7436 |
|
HIGH |
0.7409 |
|
0.618 |
0.7391 |
|
0.500 |
0.7386 |
|
0.382 |
0.7381 |
|
LOW |
0.7364 |
|
0.618 |
0.7336 |
|
1.000 |
0.7319 |
|
1.618 |
0.7291 |
|
2.618 |
0.7246 |
|
4.250 |
0.7172 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7395 |
| PP |
0.7390 |
0.7393 |
| S1 |
0.7386 |
0.7391 |
|