CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 0.7615 0.7579 -0.0036 -0.5% 0.7625
High 0.7615 0.7588 -0.0027 -0.4% 0.7625
Low 0.7580 0.7570 -0.0010 -0.1% 0.7570
Close 0.7580 0.7575 -0.0006 -0.1% 0.7575
Range 0.0035 0.0018 -0.0017 -48.6% 0.0055
ATR 0.0024 0.0024 0.0000 -1.8% 0.0000
Volume 6 34 28 466.7% 41
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7632 0.7621 0.7584
R3 0.7614 0.7603 0.7579
R2 0.7596 0.7596 0.7578
R1 0.7585 0.7585 0.7576 0.7581
PP 0.7578 0.7578 0.7578 0.7576
S1 0.7567 0.7567 0.7573 0.7563
S2 0.7560 0.7560 0.7571
S3 0.7542 0.7549 0.7570
S4 0.7524 0.7531 0.7565
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7755 0.7720 0.7605
R3 0.7700 0.7665 0.7590
R2 0.7645 0.7645 0.7585
R1 0.7610 0.7610 0.7580 0.7600
PP 0.7590 0.7590 0.7590 0.7585
S1 0.7555 0.7555 0.7569 0.7545
S2 0.7535 0.7535 0.7564
S3 0.7480 0.7500 0.7559
S4 0.7425 0.7445 0.7544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7625 0.7570 0.0055 0.7% 0.0012 0.2% 8% False True 8
10 0.7625 0.7570 0.0055 0.7% 0.0014 0.2% 8% False True 13
20 0.7656 0.7516 0.0140 1.8% 0.0012 0.2% 42% False False 10
40 0.7656 0.7470 0.0186 2.4% 0.0011 0.1% 56% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0009 0.1% 72% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
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 0.7665
2.618 0.7635
1.618 0.7617
1.000 0.7606
0.618 0.7599
HIGH 0.7588
0.618 0.7581
0.500 0.7579
0.382 0.7577
LOW 0.7570
0.618 0.7559
1.000 0.7552
1.618 0.7541
2.618 0.7523
4.250 0.7494
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 0.7579 0.7593
PP 0.7578 0.7587
S1 0.7576 0.7581

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

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