CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 0.7579 0.7626 0.0047 0.6% 0.7625
High 0.7588 0.7626 0.0038 0.5% 0.7625
Low 0.7570 0.7612 0.0042 0.6% 0.7570
Close 0.7575 0.7612 0.0038 0.5% 0.7575
Range 0.0018 0.0014 -0.0005 -25.0% 0.0055
ATR 0.0024 0.0026 0.0002 8.2% 0.0000
Volume 34 1 -33 -97.1% 41
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7657 0.7648 0.7619
R3 0.7644 0.7635 0.7616
R2 0.7630 0.7630 0.7614
R1 0.7621 0.7621 0.7613 0.7619
PP 0.7617 0.7617 0.7617 0.7615
S1 0.7608 0.7608 0.7611 0.7605
S2 0.7603 0.7603 0.7610
S3 0.7590 0.7594 0.7608
S4 0.7576 0.7581 0.7605
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 0.7626 0.7570 0.0056 0.7% 0.0013 0.2% 76% True False 8
10 0.7626 0.7570 0.0056 0.7% 0.0014 0.2% 76% True False 13
20 0.7656 0.7516 0.0140 1.8% 0.0013 0.2% 69% False False 10
40 0.7656 0.7470 0.0186 2.4% 0.0011 0.1% 77% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 85% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7661
1.618 0.7647
1.000 0.7639
0.618 0.7634
HIGH 0.7626
0.618 0.7620
0.500 0.7619
0.382 0.7617
LOW 0.7612
0.618 0.7604
1.000 0.7599
1.618 0.7590
2.618 0.7577
4.250 0.7555
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 0.7619 0.7607
PP 0.7617 0.7603
S1 0.7614 0.7598

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

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