CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 0.7509 0.7494 -0.0015 -0.2% 0.7626
High 0.7509 0.7494 -0.0015 -0.2% 0.7626
Low 0.7509 0.7498 -0.0012 -0.2% 0.7498
Close 0.7509 0.7494 -0.0015 -0.2% 0.7494
Range 0.0000 -0.0004 -0.0004 0.0128
ATR 0.0027 0.0026 -0.0001 -3.2% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7485 0.7486 0.7492
R3 0.7488 0.7489 0.7493
R2 0.7492 0.7492 0.7493
R1 0.7493 0.7493 0.7494 0.7492
PP 0.7495 0.7495 0.7495 0.7495
S1 0.7496 0.7496 0.7494 0.7496
S2 0.7499 0.7499 0.7495
S3 0.7502 0.7500 0.7495
S4 0.7506 0.7503 0.7496
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7923 0.7837 0.7564
R3 0.7795 0.7709 0.7529
R2 0.7667 0.7667 0.7517
R1 0.7581 0.7581 0.7506 0.7560
PP 0.7539 0.7539 0.7539 0.7529
S1 0.7453 0.7453 0.7482 0.7432
S2 0.7411 0.7411 0.7471
S3 0.7283 0.7325 0.7459
S4 0.7155 0.7197 0.7424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7626 0.7498 0.0128 1.7% 0.0011 0.1% -3% False True
10 0.7626 0.7498 0.0128 1.7% 0.0011 0.2% -3% False True 4
20 0.7656 0.7498 0.0158 2.1% 0.0013 0.2% -2% False True 10
40 0.7656 0.7498 0.0158 2.1% 0.0011 0.1% -2% False True 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 44% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7485
1.618 0.7488
1.000 0.7491
0.618 0.7492
HIGH 0.7494
0.618 0.7495
0.500 0.7496
0.382 0.7496
LOW 0.7498
0.618 0.7500
1.000 0.7501
1.618 0.7503
2.618 0.7507
4.250 0.7512
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 0.7496 0.7506
PP 0.7495 0.7502
S1 0.7495 0.7498

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

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