CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 0.7621 0.7622 0.0002 0.0% 0.7559
High 0.7624 0.7622 -0.0002 0.0% 0.7656
Low 0.7609 0.7612 0.0003 0.0% 0.7559
Close 0.7622 0.7612 -0.0011 -0.1% 0.7594
Range 0.0015 0.0011 -0.0005 -30.0% 0.0097
ATR 0.0026 0.0025 -0.0001 -4.3% 0.0000
Volume 84 1 -83 -98.8% 77
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7647 0.7640 0.7617
R3 0.7636 0.7629 0.7614
R2 0.7626 0.7626 0.7613
R1 0.7619 0.7619 0.7612 0.7617
PP 0.7615 0.7615 0.7615 0.7614
S1 0.7608 0.7608 0.7611 0.7606
S2 0.7605 0.7605 0.7610
S3 0.7594 0.7598 0.7609
S4 0.7584 0.7587 0.7606
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 0.7624 0.7591 0.0034 0.4% 0.0012 0.2% 63% False False 20
10 0.7656 0.7536 0.0120 1.6% 0.0015 0.2% 63% False False 17
20 0.7656 0.7516 0.0140 1.8% 0.0008 0.1% 68% False False 8
40 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 85% False False 10
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 85% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7667
2.618 0.7649
1.618 0.7639
1.000 0.7633
0.618 0.7628
HIGH 0.7622
0.618 0.7618
0.500 0.7617
0.382 0.7616
LOW 0.7612
0.618 0.7605
1.000 0.7601
1.618 0.7595
2.618 0.7584
4.250 0.7567
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 0.7617 0.7617
PP 0.7615 0.7615
S1 0.7613 0.7613

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.