CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7394 |
0.7411 |
0.0017 |
0.2% |
0.7453 |
High |
0.7409 |
0.7412 |
0.0003 |
0.0% |
0.7453 |
Low |
0.7364 |
0.7373 |
0.0009 |
0.1% |
0.7378 |
Close |
0.7397 |
0.7379 |
-0.0018 |
-0.2% |
0.7394 |
Range |
0.0045 |
0.0039 |
-0.0006 |
-13.3% |
0.0075 |
ATR |
0.0035 |
0.0036 |
0.0000 |
0.7% |
0.0000 |
Volume |
404 |
496 |
92 |
22.8% |
933 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7505 |
0.7481 |
0.7400 |
|
R3 |
0.7466 |
0.7442 |
0.7389 |
|
R2 |
0.7427 |
0.7427 |
0.7386 |
|
R1 |
0.7403 |
0.7403 |
0.7382 |
0.7395 |
PP |
0.7388 |
0.7388 |
0.7388 |
0.7384 |
S1 |
0.7364 |
0.7364 |
0.7375 |
0.7356 |
S2 |
0.7349 |
0.7349 |
0.7371 |
|
S3 |
0.7310 |
0.7325 |
0.7368 |
|
S4 |
0.7271 |
0.7286 |
0.7357 |
|
|
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 |
0.7418 |
0.7364 |
0.0054 |
0.7% |
0.0035 |
0.5% |
28% |
False |
False |
281 |
10 |
0.7468 |
0.7364 |
0.0104 |
1.4% |
0.0031 |
0.4% |
14% |
False |
False |
219 |
20 |
0.7613 |
0.7364 |
0.0250 |
3.4% |
0.0035 |
0.5% |
6% |
False |
False |
218 |
40 |
0.7652 |
0.7364 |
0.0289 |
3.9% |
0.0037 |
0.5% |
5% |
False |
False |
188 |
60 |
0.7652 |
0.7358 |
0.0295 |
4.0% |
0.0035 |
0.5% |
7% |
False |
False |
179 |
80 |
0.7652 |
0.7351 |
0.0301 |
4.1% |
0.0031 |
0.4% |
9% |
False |
False |
143 |
100 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0029 |
0.4% |
10% |
False |
False |
117 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0029 |
0.4% |
30% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7577 |
2.618 |
0.7514 |
1.618 |
0.7475 |
1.000 |
0.7451 |
0.618 |
0.7436 |
HIGH |
0.7412 |
0.618 |
0.7397 |
0.500 |
0.7392 |
0.382 |
0.7387 |
LOW |
0.7373 |
0.618 |
0.7348 |
1.000 |
0.7334 |
1.618 |
0.7309 |
2.618 |
0.7270 |
4.250 |
0.7207 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7392 |
0.7388 |
PP |
0.7388 |
0.7385 |
S1 |
0.7383 |
0.7382 |
|