CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 0.7614 0.7602 -0.0012 -0.2% 0.7591
High 0.7614 0.7602 -0.0012 -0.2% 0.7624
Low 0.7614 0.7602 -0.0012 -0.2% 0.7590
Close 0.7614 0.7602 -0.0012 -0.2% 0.7596
Range
ATR 0.0024 0.0023 -0.0001 -3.6% 0.0000
Volume
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7602 0.7602 0.7602
R3 0.7602 0.7602 0.7602
R2 0.7602 0.7602 0.7602
R1 0.7602 0.7602 0.7602 0.7602
PP 0.7602 0.7602 0.7602 0.7602
S1 0.7602 0.7602 0.7602 0.7602
S2 0.7602 0.7602 0.7602
S3 0.7602 0.7602 0.7602
S4 0.7602 0.7602 0.7602
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7705 0.7685 0.7615
R3 0.7671 0.7651 0.7605
R2 0.7637 0.7637 0.7602
R1 0.7617 0.7617 0.7599 0.7627
PP 0.7603 0.7603 0.7603 0.7609
S1 0.7583 0.7583 0.7593 0.7593
S2 0.7569 0.7569 0.7590
S3 0.7535 0.7549 0.7587
S4 0.7501 0.7515 0.7577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7625 0.7590 0.0035 0.5% 0.0010 0.1% 34% False False
10 0.7656 0.7590 0.0066 0.9% 0.0014 0.2% 18% False False 14
20 0.7656 0.7516 0.0140 1.8% 0.0010 0.1% 62% False False 9
40 0.7656 0.7392 0.0264 3.5% 0.0010 0.1% 80% False False 9
60 0.7656 0.7369 0.0287 3.8% 0.0009 0.1% 81% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7602
1.618 0.7602
1.000 0.7602
0.618 0.7602
HIGH 0.7602
0.618 0.7602
0.500 0.7602
0.382 0.7602
LOW 0.7602
0.618 0.7602
1.000 0.7602
1.618 0.7602
2.618 0.7602
4.250 0.7602
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 0.7602 0.7614
PP 0.7602 0.7610
S1 0.7602 0.7606

These figures are updated between 7pm and 10pm EST after a trading day.

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