CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7364 |
0.7367 |
0.0003 |
0.0% |
0.7400 |
High |
0.7380 |
0.7391 |
0.0011 |
0.1% |
0.7418 |
Low |
0.7359 |
0.7345 |
-0.0014 |
-0.2% |
0.7344 |
Close |
0.7363 |
0.7384 |
0.0021 |
0.3% |
0.7368 |
Range |
0.0022 |
0.0046 |
0.0025 |
114.0% |
0.0074 |
ATR |
0.0035 |
0.0036 |
0.0001 |
2.3% |
0.0000 |
Volume |
321 |
1,507 |
1,186 |
369.5% |
1,939 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7511 |
0.7493 |
0.7409 |
|
R3 |
0.7465 |
0.7447 |
0.7396 |
|
R2 |
0.7419 |
0.7419 |
0.7392 |
|
R1 |
0.7401 |
0.7401 |
0.7388 |
0.7410 |
PP |
0.7373 |
0.7373 |
0.7373 |
0.7378 |
S1 |
0.7355 |
0.7355 |
0.7379 |
0.7364 |
S2 |
0.7327 |
0.7327 |
0.7375 |
|
S3 |
0.7281 |
0.7309 |
0.7371 |
|
S4 |
0.7235 |
0.7263 |
0.7358 |
|
|
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 |
0.7412 |
0.7344 |
0.0068 |
0.9% |
0.0038 |
0.5% |
59% |
False |
False |
696 |
10 |
0.7425 |
0.7344 |
0.0081 |
1.1% |
0.0034 |
0.5% |
49% |
False |
False |
422 |
20 |
0.7548 |
0.7344 |
0.0204 |
2.8% |
0.0034 |
0.5% |
20% |
False |
False |
327 |
40 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0037 |
0.5% |
13% |
False |
False |
244 |
60 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0034 |
0.5% |
13% |
False |
False |
217 |
80 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0031 |
0.4% |
13% |
False |
False |
174 |
100 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0029 |
0.4% |
13% |
False |
False |
142 |
120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0029 |
0.4% |
31% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7587 |
2.618 |
0.7511 |
1.618 |
0.7465 |
1.000 |
0.7437 |
0.618 |
0.7419 |
HIGH |
0.7391 |
0.618 |
0.7373 |
0.500 |
0.7368 |
0.382 |
0.7363 |
LOW |
0.7345 |
0.618 |
0.7317 |
1.000 |
0.7299 |
1.618 |
0.7271 |
2.618 |
0.7225 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7378 |
0.7378 |
PP |
0.7373 |
0.7373 |
S1 |
0.7368 |
0.7367 |
|