CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 26-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2023 |
26-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7614 |
0.7602 |
-0.0012 |
-0.2% |
0.7591 |
High |
0.7614 |
0.7602 |
-0.0012 |
-0.2% |
0.7624 |
Low |
0.7614 |
0.7602 |
-0.0012 |
-0.2% |
0.7590 |
Close |
0.7614 |
0.7602 |
-0.0012 |
-0.2% |
0.7596 |
Range |
|
|
|
|
|
ATR |
0.0024 |
0.0023 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7602 |
0.7602 |
0.7602 |
|
R3 |
0.7602 |
0.7602 |
0.7602 |
|
R2 |
0.7602 |
0.7602 |
0.7602 |
|
R1 |
0.7602 |
0.7602 |
0.7602 |
0.7602 |
PP |
0.7602 |
0.7602 |
0.7602 |
0.7602 |
S1 |
0.7602 |
0.7602 |
0.7602 |
0.7602 |
S2 |
0.7602 |
0.7602 |
0.7602 |
|
S3 |
0.7602 |
0.7602 |
0.7602 |
|
S4 |
0.7602 |
0.7602 |
0.7602 |
|
|
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% |
0.0010 |
0.1% |
34% |
False |
False |
|
10 |
0.7656 |
0.7590 |
0.0066 |
0.9% |
0.0014 |
0.2% |
18% |
False |
False |
14 |
20 |
0.7656 |
0.7516 |
0.0140 |
1.8% |
0.0010 |
0.1% |
62% |
False |
False |
9 |
40 |
0.7656 |
0.7392 |
0.0264 |
3.5% |
0.0010 |
0.1% |
80% |
False |
False |
9 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0009 |
0.1% |
81% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7602 |
2.618 |
0.7602 |
1.618 |
0.7602 |
1.000 |
0.7602 |
0.618 |
0.7602 |
HIGH |
0.7602 |
0.618 |
0.7602 |
0.500 |
0.7602 |
0.382 |
0.7602 |
LOW |
0.7602 |
0.618 |
0.7602 |
1.000 |
0.7602 |
1.618 |
0.7602 |
2.618 |
0.7602 |
4.250 |
0.7602 |
|
|
Fisher Pivots for day following 26-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7602 |
0.7614 |
PP |
0.7602 |
0.7610 |
S1 |
0.7602 |
0.7606 |
|