CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 01-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7626 |
0.7589 |
-0.0037 |
-0.5% |
0.7625 |
High |
0.7626 |
0.7589 |
-0.0037 |
-0.5% |
0.7625 |
Low |
0.7612 |
0.7546 |
-0.0067 |
-0.9% |
0.7570 |
Close |
0.7612 |
0.7546 |
-0.0067 |
-0.9% |
0.7575 |
Range |
0.0014 |
0.0043 |
0.0030 |
218.5% |
0.0055 |
ATR |
0.0026 |
0.0029 |
0.0003 |
11.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7689 |
0.7660 |
0.7569 |
|
R3 |
0.7646 |
0.7617 |
0.7557 |
|
R2 |
0.7603 |
0.7603 |
0.7553 |
|
R1 |
0.7574 |
0.7574 |
0.7549 |
0.7567 |
PP |
0.7560 |
0.7560 |
0.7560 |
0.7556 |
S1 |
0.7531 |
0.7531 |
0.7542 |
0.7524 |
S2 |
0.7517 |
0.7517 |
0.7538 |
|
S3 |
0.7474 |
0.7488 |
0.7534 |
|
S4 |
0.7431 |
0.7445 |
0.7522 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7755 |
0.7720 |
0.7605 |
|
R3 |
0.7700 |
0.7665 |
0.7590 |
|
R2 |
0.7645 |
0.7645 |
0.7585 |
|
R1 |
0.7610 |
0.7610 |
0.7580 |
0.7600 |
PP |
0.7590 |
0.7590 |
0.7590 |
0.7585 |
S1 |
0.7555 |
0.7555 |
0.7569 |
0.7545 |
S2 |
0.7535 |
0.7535 |
0.7564 |
|
S3 |
0.7480 |
0.7500 |
0.7559 |
|
S4 |
0.7425 |
0.7445 |
0.7544 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7626 |
0.7546 |
0.0080 |
1.1% |
0.0022 |
0.3% |
0% |
False |
True |
8 |
10 |
0.7626 |
0.7546 |
0.0080 |
1.1% |
0.0018 |
0.2% |
0% |
False |
True |
13 |
20 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0015 |
0.2% |
21% |
False |
False |
10 |
40 |
0.7656 |
0.7470 |
0.0186 |
2.5% |
0.0012 |
0.2% |
41% |
False |
False |
10 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0010 |
0.1% |
62% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7771 |
2.618 |
0.7701 |
1.618 |
0.7658 |
1.000 |
0.7632 |
0.618 |
0.7615 |
HIGH |
0.7589 |
0.618 |
0.7572 |
0.500 |
0.7567 |
0.382 |
0.7562 |
LOW |
0.7546 |
0.618 |
0.7519 |
1.000 |
0.7503 |
1.618 |
0.7476 |
2.618 |
0.7433 |
4.250 |
0.7363 |
|
|
Fisher Pivots for day following 01-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7567 |
0.7586 |
PP |
0.7560 |
0.7572 |
S1 |
0.7553 |
0.7559 |
|