CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7367 |
0.7388 |
0.0022 |
0.3% |
0.7400 |
High |
0.7391 |
0.7411 |
0.0020 |
0.3% |
0.7418 |
Low |
0.7345 |
0.7380 |
0.0035 |
0.5% |
0.7344 |
Close |
0.7384 |
0.7402 |
0.0018 |
0.2% |
0.7368 |
Range |
0.0046 |
0.0031 |
-0.0015 |
-32.6% |
0.0074 |
ATR |
0.0036 |
0.0035 |
0.0000 |
-0.9% |
0.0000 |
Volume |
1,507 |
1,862 |
355 |
23.6% |
1,939 |
|
Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7490 |
0.7477 |
0.7419 |
|
R3 |
0.7459 |
0.7446 |
0.7410 |
|
R2 |
0.7428 |
0.7428 |
0.7407 |
|
R1 |
0.7415 |
0.7415 |
0.7404 |
0.7422 |
PP |
0.7397 |
0.7397 |
0.7397 |
0.7401 |
S1 |
0.7384 |
0.7384 |
0.7399 |
0.7391 |
S2 |
0.7366 |
0.7366 |
0.7396 |
|
S3 |
0.7335 |
0.7353 |
0.7393 |
|
S4 |
0.7304 |
0.7322 |
0.7384 |
|
|
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% |
0.0035 |
0.5% |
85% |
False |
False |
988 |
10 |
0.7420 |
0.7344 |
0.0077 |
1.0% |
0.0034 |
0.5% |
76% |
False |
False |
593 |
20 |
0.7521 |
0.7344 |
0.0177 |
2.4% |
0.0034 |
0.5% |
33% |
False |
False |
404 |
40 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0037 |
0.5% |
19% |
False |
False |
282 |
60 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0035 |
0.5% |
19% |
False |
False |
248 |
80 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0031 |
0.4% |
19% |
False |
False |
197 |
100 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0030 |
0.4% |
19% |
False |
False |
160 |
120 |
0.7652 |
0.7270 |
0.0382 |
5.2% |
0.0029 |
0.4% |
34% |
False |
False |
138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7542 |
2.618 |
0.7492 |
1.618 |
0.7461 |
1.000 |
0.7442 |
0.618 |
0.7430 |
HIGH |
0.7411 |
0.618 |
0.7399 |
0.500 |
0.7395 |
0.382 |
0.7391 |
LOW |
0.7380 |
0.618 |
0.7360 |
1.000 |
0.7349 |
1.618 |
0.7329 |
2.618 |
0.7298 |
4.250 |
0.7248 |
|
|
Fisher Pivots for day following 30-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7399 |
0.7394 |
PP |
0.7397 |
0.7386 |
S1 |
0.7395 |
0.7378 |
|