CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 02-Aug-2023
Day Change Summary
Previous Current
01-Aug-2023 02-Aug-2023 Change Change % Previous Week
Open 0.7589 0.7514 -0.0075 -1.0% 0.7625
High 0.7589 0.7514 -0.0075 -1.0% 0.7625
Low 0.7546 0.7514 -0.0032 -0.4% 0.7570
Close 0.7546 0.7514 -0.0032 -0.4% 0.7575
Range 0.0043 0.0000 -0.0043 -100.0% 0.0055
ATR 0.0029 0.0029 0.0000 0.8% 0.0000
Volume 1 0 -1 -100.0% 41
Daily Pivots for day following 02-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7514 0.7514 0.7514
R3 0.7514 0.7514 0.7514
R2 0.7514 0.7514 0.7514
R1 0.7514 0.7514 0.7514 0.7514
PP 0.7514 0.7514 0.7514 0.7514
S1 0.7514 0.7514 0.7514 0.7514
S2 0.7514 0.7514 0.7514
S3 0.7514 0.7514 0.7514
S4 0.7514 0.7514 0.7514
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 0.7514 0.0112 1.5% 0.0022 0.3% 0% False True 8
10 0.7626 0.7514 0.0112 1.5% 0.0016 0.2% 0% False True 4
20 0.7656 0.7514 0.0142 1.9% 0.0015 0.2% 0% False True 10
40 0.7656 0.7470 0.0186 2.5% 0.0012 0.2% 23% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 50% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7514
1.618 0.7514
1.000 0.7514
0.618 0.7514
HIGH 0.7514
0.618 0.7514
0.500 0.7514
0.382 0.7514
LOW 0.7514
0.618 0.7514
1.000 0.7514
1.618 0.7514
2.618 0.7514
4.250 0.7514
Fisher Pivots for day following 02-Aug-2023
Pivot 1 day 3 day
R1 0.7514 0.7570
PP 0.7514 0.7551
S1 0.7514 0.7532

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

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