CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 25-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7411 |
0.7376 |
-0.0035 |
-0.5% |
0.7400 |
High |
0.7412 |
0.7382 |
-0.0030 |
-0.4% |
0.7418 |
Low |
0.7373 |
0.7344 |
-0.0029 |
-0.4% |
0.7344 |
Close |
0.7379 |
0.7368 |
-0.0011 |
-0.1% |
0.7368 |
Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0074 |
ATR |
0.0036 |
0.0036 |
0.0000 |
0.5% |
0.0000 |
Volume |
496 |
754 |
258 |
52.0% |
1,939 |
|
Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7478 |
0.7461 |
0.7388 |
|
R3 |
0.7440 |
0.7423 |
0.7378 |
|
R2 |
0.7402 |
0.7402 |
0.7374 |
|
R1 |
0.7385 |
0.7385 |
0.7371 |
0.7375 |
PP |
0.7364 |
0.7364 |
0.7364 |
0.7359 |
S1 |
0.7347 |
0.7347 |
0.7364 |
0.7337 |
S2 |
0.7326 |
0.7326 |
0.7361 |
|
S3 |
0.7288 |
0.7309 |
0.7357 |
|
S4 |
0.7250 |
0.7271 |
0.7347 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7598 |
0.7557 |
0.7408 |
|
R3 |
0.7524 |
0.7483 |
0.7388 |
|
R2 |
0.7450 |
0.7450 |
0.7381 |
|
R1 |
0.7409 |
0.7409 |
0.7374 |
0.7393 |
PP |
0.7376 |
0.7376 |
0.7376 |
0.7368 |
S1 |
0.7335 |
0.7335 |
0.7361 |
0.7319 |
S2 |
0.7302 |
0.7302 |
0.7354 |
|
S3 |
0.7228 |
0.7261 |
0.7347 |
|
S4 |
0.7154 |
0.7187 |
0.7327 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7418 |
0.7344 |
0.0074 |
1.0% |
0.0037 |
0.5% |
32% |
False |
True |
387 |
10 |
0.7453 |
0.7344 |
0.0110 |
1.5% |
0.0032 |
0.4% |
22% |
False |
True |
287 |
20 |
0.7613 |
0.7344 |
0.0270 |
3.7% |
0.0036 |
0.5% |
9% |
False |
True |
251 |
40 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0037 |
0.5% |
8% |
False |
True |
203 |
60 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0035 |
0.5% |
8% |
False |
True |
188 |
80 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0031 |
0.4% |
8% |
False |
True |
153 |
100 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0029 |
0.4% |
8% |
False |
True |
123 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0028 |
0.4% |
27% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7543 |
2.618 |
0.7481 |
1.618 |
0.7443 |
1.000 |
0.7420 |
0.618 |
0.7405 |
HIGH |
0.7382 |
0.618 |
0.7367 |
0.500 |
0.7363 |
0.382 |
0.7358 |
LOW |
0.7344 |
0.618 |
0.7320 |
1.000 |
0.7306 |
1.618 |
0.7282 |
2.618 |
0.7244 |
4.250 |
0.7182 |
|
|
Fisher Pivots for day following 25-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7366 |
0.7378 |
PP |
0.7364 |
0.7374 |
S1 |
0.7363 |
0.7371 |
|