CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7480 |
0.7452 |
-0.0028 |
-0.4% |
0.7488 |
| High |
0.7489 |
0.7468 |
-0.0022 |
-0.3% |
0.7499 |
| Low |
0.7452 |
0.7440 |
-0.0012 |
-0.2% |
0.7420 |
| Close |
0.7466 |
0.7449 |
-0.0017 |
-0.2% |
0.7449 |
| Range |
0.0038 |
0.0028 |
-0.0010 |
-25.3% |
0.0079 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
171 |
74 |
-97 |
-56.7% |
1,122 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7536 |
0.7521 |
0.7464 |
|
| R3 |
0.7508 |
0.7493 |
0.7457 |
|
| R2 |
0.7480 |
0.7480 |
0.7454 |
|
| R1 |
0.7465 |
0.7465 |
0.7452 |
0.7458 |
| PP |
0.7452 |
0.7452 |
0.7452 |
0.7449 |
| S1 |
0.7437 |
0.7437 |
0.7446 |
0.7430 |
| S2 |
0.7424 |
0.7424 |
0.7444 |
|
| S3 |
0.7396 |
0.7409 |
0.7441 |
|
| S4 |
0.7368 |
0.7381 |
0.7434 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7650 |
0.7492 |
|
| R3 |
0.7614 |
0.7571 |
0.7471 |
|
| R2 |
0.7535 |
0.7535 |
0.7463 |
|
| R1 |
0.7492 |
0.7492 |
0.7456 |
0.7474 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7447 |
| S1 |
0.7413 |
0.7413 |
0.7442 |
0.7395 |
| S2 |
0.7377 |
0.7377 |
0.7435 |
|
| S3 |
0.7298 |
0.7334 |
0.7427 |
|
| S4 |
0.7219 |
0.7255 |
0.7406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7499 |
0.7420 |
0.0079 |
1.1% |
0.0036 |
0.5% |
37% |
False |
False |
224 |
| 10 |
0.7613 |
0.7420 |
0.0193 |
2.6% |
0.0040 |
0.5% |
15% |
False |
False |
214 |
| 20 |
0.7636 |
0.7420 |
0.0216 |
2.9% |
0.0037 |
0.5% |
13% |
False |
False |
159 |
| 40 |
0.7652 |
0.7420 |
0.0232 |
3.1% |
0.0038 |
0.5% |
13% |
False |
False |
172 |
| 60 |
0.7652 |
0.7351 |
0.0301 |
4.0% |
0.0033 |
0.4% |
33% |
False |
False |
153 |
| 80 |
0.7652 |
0.7349 |
0.0303 |
4.1% |
0.0030 |
0.4% |
33% |
False |
False |
118 |
| 100 |
0.7652 |
0.7274 |
0.0378 |
5.1% |
0.0028 |
0.4% |
46% |
False |
False |
98 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.2% |
0.0028 |
0.4% |
48% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7541 |
|
1.618 |
0.7513 |
|
1.000 |
0.7496 |
|
0.618 |
0.7485 |
|
HIGH |
0.7468 |
|
0.618 |
0.7457 |
|
0.500 |
0.7454 |
|
0.382 |
0.7450 |
|
LOW |
0.7440 |
|
0.618 |
0.7422 |
|
1.000 |
0.7412 |
|
1.618 |
0.7394 |
|
2.618 |
0.7366 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7464 |
| PP |
0.7452 |
0.7459 |
| S1 |
0.7451 |
0.7454 |
|