CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 17-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7591 |
-0.0016 |
-0.2% |
0.7559 |
High |
0.7607 |
0.7609 |
0.0003 |
0.0% |
0.7656 |
Low |
0.7593 |
0.7591 |
-0.0002 |
0.0% |
0.7559 |
Close |
0.7594 |
0.7609 |
0.0016 |
0.2% |
0.7594 |
Range |
0.0014 |
0.0019 |
0.0005 |
32.1% |
0.0097 |
ATR |
0.0029 |
0.0029 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
77 |
|
Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7658 |
0.7652 |
0.7619 |
|
R3 |
0.7640 |
0.7634 |
0.7614 |
|
R2 |
0.7621 |
0.7621 |
0.7612 |
|
R1 |
0.7615 |
0.7615 |
0.7611 |
0.7618 |
PP |
0.7603 |
0.7603 |
0.7603 |
0.7604 |
S1 |
0.7597 |
0.7597 |
0.7607 |
0.7600 |
S2 |
0.7584 |
0.7584 |
0.7606 |
|
S3 |
0.7566 |
0.7578 |
0.7604 |
|
S4 |
0.7547 |
0.7560 |
0.7599 |
|
|
Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7894 |
0.7841 |
0.7647 |
|
R3 |
0.7797 |
0.7744 |
0.7620 |
|
R2 |
0.7700 |
0.7700 |
0.7611 |
|
R1 |
0.7647 |
0.7647 |
0.7602 |
0.7673 |
PP |
0.7603 |
0.7603 |
0.7603 |
0.7616 |
S1 |
0.7550 |
0.7550 |
0.7585 |
0.7576 |
S2 |
0.7506 |
0.7506 |
0.7576 |
|
S3 |
0.7409 |
0.7453 |
0.7567 |
|
S4 |
0.7312 |
0.7356 |
0.7540 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7656 |
0.7573 |
0.0083 |
1.1% |
0.0018 |
0.2% |
44% |
False |
False |
15 |
10 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0012 |
0.2% |
67% |
False |
False |
8 |
20 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0010 |
0.1% |
67% |
False |
False |
13 |
40 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0010 |
0.1% |
84% |
False |
False |
8 |
60 |
0.7656 |
0.7361 |
0.0295 |
3.9% |
0.0010 |
0.1% |
84% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7657 |
1.618 |
0.7639 |
1.000 |
0.7628 |
0.618 |
0.7620 |
HIGH |
0.7609 |
0.618 |
0.7602 |
0.500 |
0.7600 |
0.382 |
0.7598 |
LOW |
0.7591 |
0.618 |
0.7579 |
1.000 |
0.7572 |
1.618 |
0.7561 |
2.618 |
0.7542 |
4.250 |
0.7512 |
|
|
Fisher Pivots for day following 17-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7606 |
0.7623 |
PP |
0.7603 |
0.7618 |
S1 |
0.7600 |
0.7614 |
|