CME Canadian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7376 |
0.7364 |
-0.0012 |
-0.2% |
0.7400 |
| High |
0.7382 |
0.7380 |
-0.0002 |
0.0% |
0.7418 |
| Low |
0.7344 |
0.7359 |
0.0015 |
0.2% |
0.7344 |
| Close |
0.7368 |
0.7363 |
-0.0005 |
-0.1% |
0.7368 |
| Range |
0.0038 |
0.0022 |
-0.0017 |
-43.4% |
0.0074 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
754 |
321 |
-433 |
-57.4% |
1,939 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7419 |
0.7374 |
|
| R3 |
0.7410 |
0.7397 |
0.7368 |
|
| R2 |
0.7389 |
0.7389 |
0.7366 |
|
| R1 |
0.7376 |
0.7376 |
0.7364 |
0.7371 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7365 |
| S1 |
0.7354 |
0.7354 |
0.7361 |
0.7350 |
| S2 |
0.7346 |
0.7346 |
0.7359 |
|
| S3 |
0.7324 |
0.7333 |
0.7357 |
|
| S4 |
0.7303 |
0.7311 |
0.7351 |
|
|
| 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% |
0.0034 |
0.5% |
28% |
False |
False |
421 |
| 10 |
0.7450 |
0.7344 |
0.0107 |
1.4% |
0.0032 |
0.4% |
18% |
False |
False |
284 |
| 20 |
0.7580 |
0.7344 |
0.0237 |
3.2% |
0.0034 |
0.5% |
8% |
False |
False |
259 |
| 40 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0037 |
0.5% |
6% |
False |
False |
208 |
| 60 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0034 |
0.5% |
6% |
False |
False |
193 |
| 80 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0031 |
0.4% |
6% |
False |
False |
155 |
| 100 |
0.7652 |
0.7344 |
0.0309 |
4.2% |
0.0029 |
0.4% |
6% |
False |
False |
126 |
| 120 |
0.7652 |
0.7264 |
0.0389 |
5.3% |
0.0029 |
0.4% |
25% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7471 |
|
2.618 |
0.7436 |
|
1.618 |
0.7415 |
|
1.000 |
0.7402 |
|
0.618 |
0.7393 |
|
HIGH |
0.7380 |
|
0.618 |
0.7372 |
|
0.500 |
0.7369 |
|
0.382 |
0.7367 |
|
LOW |
0.7359 |
|
0.618 |
0.7345 |
|
1.000 |
0.7337 |
|
1.618 |
0.7324 |
|
2.618 |
0.7302 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7378 |
| PP |
0.7367 |
0.7373 |
| S1 |
0.7365 |
0.7368 |
|