CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 0.7503 0.7437 -0.0066 -0.9% 0.7626
High 0.7503 0.7475 -0.0028 -0.4% 0.7626
Low 0.7503 0.7435 -0.0068 -0.9% 0.7498
Close 0.7503 0.7475 -0.0028 -0.4% 0.7494
Range 0.0000 0.0040 0.0040 0.0128
ATR 0.0025 0.0028 0.0003 12.2% 0.0000
Volume 0 15 15 3
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7567 0.7496
R3 0.7540 0.7527 0.7485
R2 0.7501 0.7501 0.7482
R1 0.7488 0.7488 0.7478 0.7494
PP 0.7461 0.7461 0.7461 0.7465
S1 0.7448 0.7448 0.7471 0.7455
S2 0.7422 0.7422 0.7467
S3 0.7382 0.7409 0.7464
S4 0.7343 0.7369 0.7453
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 0.7514 0.7435 0.0079 1.1% 0.0007 0.1% 50% False True 3
10 0.7626 0.7435 0.0191 2.5% 0.0015 0.2% 21% False True 5
20 0.7656 0.7435 0.0221 3.0% 0.0015 0.2% 18% False True 10
40 0.7656 0.7435 0.0221 3.0% 0.0011 0.1% 18% False True 11
60 0.7656 0.7369 0.0287 3.8% 0.0011 0.1% 37% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7578
1.618 0.7538
1.000 0.7514
0.618 0.7499
HIGH 0.7475
0.618 0.7459
0.500 0.7455
0.382 0.7450
LOW 0.7435
0.618 0.7411
1.000 0.7396
1.618 0.7371
2.618 0.7332
4.250 0.7267
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 0.7468 0.7473
PP 0.7461 0.7471
S1 0.7455 0.7469

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

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