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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 64 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols