CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 24-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7625 |
0.0035 |
0.5% |
0.7591 |
High |
0.7623 |
0.7625 |
0.0002 |
0.0% |
0.7624 |
Low |
0.7590 |
0.7617 |
0.0027 |
0.4% |
0.7590 |
Close |
0.7596 |
0.7617 |
0.0021 |
0.3% |
0.7596 |
Range |
0.0033 |
0.0008 |
-0.0025 |
-75.8% |
0.0034 |
ATR |
0.0026 |
0.0026 |
0.0000 |
0.9% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
93 |
|
Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7644 |
0.7638 |
0.7621 |
|
R3 |
0.7636 |
0.7630 |
0.7619 |
|
R2 |
0.7628 |
0.7628 |
0.7618 |
|
R1 |
0.7622 |
0.7622 |
0.7618 |
0.7621 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7619 |
S1 |
0.7614 |
0.7614 |
0.7616 |
0.7613 |
S2 |
0.7612 |
0.7612 |
0.7616 |
|
S3 |
0.7604 |
0.7606 |
0.7615 |
|
S4 |
0.7596 |
0.7598 |
0.7613 |
|
|
Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7685 |
0.7615 |
|
R3 |
0.7671 |
0.7651 |
0.7605 |
|
R2 |
0.7637 |
0.7637 |
0.7602 |
|
R1 |
0.7617 |
0.7617 |
0.7599 |
0.7627 |
PP |
0.7603 |
0.7603 |
0.7603 |
0.7609 |
S1 |
0.7583 |
0.7583 |
0.7593 |
0.7593 |
S2 |
0.7569 |
0.7569 |
0.7590 |
|
S3 |
0.7535 |
0.7549 |
0.7587 |
|
S4 |
0.7501 |
0.7515 |
0.7577 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7625 |
0.7590 |
0.0035 |
0.5% |
0.0014 |
0.2% |
77% |
True |
False |
18 |
10 |
0.7656 |
0.7573 |
0.0083 |
1.1% |
0.0016 |
0.2% |
53% |
False |
False |
17 |
20 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0010 |
0.1% |
72% |
False |
False |
9 |
40 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0011 |
0.1% |
87% |
False |
False |
10 |
60 |
0.7656 |
0.7361 |
0.0295 |
3.9% |
0.0010 |
0.1% |
87% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7659 |
2.618 |
0.7646 |
1.618 |
0.7638 |
1.000 |
0.7633 |
0.618 |
0.7630 |
HIGH |
0.7625 |
0.618 |
0.7622 |
0.500 |
0.7621 |
0.382 |
0.7620 |
LOW |
0.7617 |
0.618 |
0.7612 |
1.000 |
0.7609 |
1.618 |
0.7604 |
2.618 |
0.7596 |
4.250 |
0.7583 |
|
|
Fisher Pivots for day following 24-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7621 |
0.7614 |
PP |
0.7620 |
0.7611 |
S1 |
0.7618 |
0.7608 |
|