CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 0.7494 0.7503 0.0009 0.1% 0.7626
High 0.7494 0.7503 0.0009 0.1% 0.7626
Low 0.7498 0.7503 0.0005 0.1% 0.7498
Close 0.7494 0.7503 0.0009 0.1% 0.7494
Range -0.0004 0.0000 0.0004 -100.0% 0.0128
ATR 0.0026 0.0025 -0.0001 -4.8% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7503 0.7503 0.7503
R3 0.7503 0.7503 0.7503
R2 0.7503 0.7503 0.7503
R1 0.7503 0.7503 0.7503 0.7503
PP 0.7503 0.7503 0.7503 0.7503
S1 0.7503 0.7503 0.7503 0.7503
S2 0.7503 0.7503 0.7503
S3 0.7503 0.7503 0.7503
S4 0.7503 0.7503 0.7503
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 0.7589 0.7498 0.0091 1.2% 0.0008 0.1% 5% False False
10 0.7626 0.7498 0.0128 1.7% 0.0011 0.1% 4% False False 4
20 0.7656 0.7498 0.0158 2.1% 0.0013 0.2% 3% False False 10
40 0.7656 0.7498 0.0158 2.1% 0.0011 0.1% 3% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 47% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7503
1.618 0.7503
1.000 0.7503
0.618 0.7503
HIGH 0.7503
0.618 0.7503
0.500 0.7503
0.382 0.7503
LOW 0.7503
0.618 0.7503
1.000 0.7503
1.618 0.7503
2.618 0.7503
4.250 0.7503
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 0.7503 0.7503
PP 0.7503 0.7503
S1 0.7503 0.7503

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

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