CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 25-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2023 |
25-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7625 |
0.7614 |
-0.0011 |
-0.1% |
0.7591 |
High |
0.7625 |
0.7614 |
-0.0011 |
-0.1% |
0.7624 |
Low |
0.7617 |
0.7614 |
-0.0003 |
0.0% |
0.7590 |
Close |
0.7617 |
0.7614 |
-0.0003 |
0.0% |
0.7596 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0034 |
ATR |
0.0026 |
0.0024 |
-0.0002 |
-6.3% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
93 |
|
Daily Pivots for day following 25-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7614 |
0.7614 |
|
R3 |
0.7614 |
0.7614 |
0.7614 |
|
R2 |
0.7614 |
0.7614 |
0.7614 |
|
R1 |
0.7614 |
0.7614 |
0.7614 |
0.7614 |
PP |
0.7614 |
0.7614 |
0.7614 |
0.7614 |
S1 |
0.7614 |
0.7614 |
0.7614 |
0.7614 |
S2 |
0.7614 |
0.7614 |
0.7614 |
|
S3 |
0.7614 |
0.7614 |
0.7614 |
|
S4 |
0.7614 |
0.7614 |
0.7614 |
|
|
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% |
0.0013 |
0.2% |
69% |
False |
False |
17 |
10 |
0.7656 |
0.7590 |
0.0066 |
0.9% |
0.0016 |
0.2% |
37% |
False |
False |
15 |
20 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0010 |
0.1% |
70% |
False |
False |
9 |
40 |
0.7656 |
0.7370 |
0.0286 |
3.7% |
0.0010 |
0.1% |
85% |
False |
False |
10 |
60 |
0.7656 |
0.7361 |
0.0295 |
3.9% |
0.0010 |
0.1% |
86% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7614 |
2.618 |
0.7614 |
1.618 |
0.7614 |
1.000 |
0.7614 |
0.618 |
0.7614 |
HIGH |
0.7614 |
0.618 |
0.7614 |
0.500 |
0.7614 |
0.382 |
0.7614 |
LOW |
0.7614 |
0.618 |
0.7614 |
1.000 |
0.7614 |
1.618 |
0.7614 |
2.618 |
0.7614 |
4.250 |
0.7614 |
|
|
Fisher Pivots for day following 25-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7614 |
0.7612 |
PP |
0.7614 |
0.7610 |
S1 |
0.7614 |
0.7608 |
|