CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 31-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7388 |
0.7400 |
0.0012 |
0.2% |
0.7400 |
High |
0.7411 |
0.7416 |
0.0006 |
0.1% |
0.7418 |
Low |
0.7380 |
0.7390 |
0.0010 |
0.1% |
0.7344 |
Close |
0.7402 |
0.7408 |
0.0007 |
0.1% |
0.7368 |
Range |
0.0031 |
0.0027 |
-0.0005 |
-14.5% |
0.0074 |
ATR |
0.0035 |
0.0035 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
1,862 |
824 |
-1,038 |
-55.7% |
1,939 |
|
Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7484 |
0.7473 |
0.7423 |
|
R3 |
0.7458 |
0.7446 |
0.7415 |
|
R2 |
0.7431 |
0.7431 |
0.7413 |
|
R1 |
0.7420 |
0.7420 |
0.7410 |
0.7425 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7407 |
S1 |
0.7393 |
0.7393 |
0.7406 |
0.7399 |
S2 |
0.7378 |
0.7378 |
0.7403 |
|
S3 |
0.7352 |
0.7367 |
0.7401 |
|
S4 |
0.7325 |
0.7340 |
0.7393 |
|
|
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 |
0.7416 |
0.7344 |
0.0073 |
1.0% |
0.0033 |
0.4% |
89% |
True |
False |
1,053 |
10 |
0.7418 |
0.7344 |
0.0074 |
1.0% |
0.0034 |
0.5% |
87% |
False |
False |
667 |
20 |
0.7521 |
0.7344 |
0.0177 |
2.4% |
0.0034 |
0.5% |
36% |
False |
False |
440 |
40 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0036 |
0.5% |
21% |
False |
False |
298 |
60 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0035 |
0.5% |
21% |
False |
False |
259 |
80 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0031 |
0.4% |
21% |
False |
False |
207 |
100 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0030 |
0.4% |
21% |
False |
False |
168 |
120 |
0.7652 |
0.7270 |
0.0382 |
5.2% |
0.0028 |
0.4% |
36% |
False |
False |
144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7529 |
2.618 |
0.7485 |
1.618 |
0.7459 |
1.000 |
0.7443 |
0.618 |
0.7432 |
HIGH |
0.7416 |
0.618 |
0.7406 |
0.500 |
0.7403 |
0.382 |
0.7400 |
LOW |
0.7390 |
0.618 |
0.7373 |
1.000 |
0.7363 |
1.618 |
0.7347 |
2.618 |
0.7320 |
4.250 |
0.7277 |
|
|
Fisher Pivots for day following 31-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7406 |
0.7399 |
PP |
0.7405 |
0.7390 |
S1 |
0.7403 |
0.7381 |
|