CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 0.7602 0.7615 0.0013 0.2% 0.7591
High 0.7602 0.7615 0.0013 0.2% 0.7624
Low 0.7602 0.7580 -0.0022 -0.3% 0.7590
Close 0.7602 0.7580 -0.0022 -0.3% 0.7596
Range 0.0000 0.0035 0.0035 0.0034
ATR 0.0023 0.0024 0.0001 3.6% 0.0000
Volume 0 6 6 93
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7697 0.7673 0.7599
R3 0.7662 0.7638 0.7590
R2 0.7627 0.7627 0.7586
R1 0.7603 0.7603 0.7583 0.7598
PP 0.7592 0.7592 0.7592 0.7589
S1 0.7568 0.7568 0.7577 0.7563
S2 0.7557 0.7557 0.7574
S3 0.7522 0.7533 0.7570
S4 0.7487 0.7498 0.7561
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 0.7580 0.0045 0.6% 0.0015 0.2% 0% False True 1
10 0.7625 0.7580 0.0045 0.6% 0.0014 0.2% 0% False True 10
20 0.7656 0.7516 0.0140 1.8% 0.0011 0.1% 46% False False 9
40 0.7656 0.7401 0.0255 3.4% 0.0010 0.1% 70% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0009 0.1% 74% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7764
2.618 0.7707
1.618 0.7672
1.000 0.7650
0.618 0.7637
HIGH 0.7615
0.618 0.7602
0.500 0.7598
0.382 0.7593
LOW 0.7580
0.618 0.7558
1.000 0.7545
1.618 0.7523
2.618 0.7488
4.250 0.7431
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 0.7598 0.7598
PP 0.7592 0.7592
S1 0.7586 0.7586

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.