CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 02-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7589 |
0.7514 |
-0.0075 |
-1.0% |
0.7625 |
High |
0.7589 |
0.7514 |
-0.0075 |
-1.0% |
0.7625 |
Low |
0.7546 |
0.7514 |
-0.0032 |
-0.4% |
0.7570 |
Close |
0.7546 |
0.7514 |
-0.0032 |
-0.4% |
0.7575 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0055 |
ATR |
0.0029 |
0.0029 |
0.0000 |
0.8% |
0.0000 |
Volume |
1 |
0 |
-1 |
-100.0% |
41 |
|
Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7514 |
0.7514 |
0.7514 |
|
R3 |
0.7514 |
0.7514 |
0.7514 |
|
R2 |
0.7514 |
0.7514 |
0.7514 |
|
R1 |
0.7514 |
0.7514 |
0.7514 |
0.7514 |
PP |
0.7514 |
0.7514 |
0.7514 |
0.7514 |
S1 |
0.7514 |
0.7514 |
0.7514 |
0.7514 |
S2 |
0.7514 |
0.7514 |
0.7514 |
|
S3 |
0.7514 |
0.7514 |
0.7514 |
|
S4 |
0.7514 |
0.7514 |
0.7514 |
|
|
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 |
0.7514 |
0.0112 |
1.5% |
0.0022 |
0.3% |
0% |
False |
True |
8 |
10 |
0.7626 |
0.7514 |
0.0112 |
1.5% |
0.0016 |
0.2% |
0% |
False |
True |
4 |
20 |
0.7656 |
0.7514 |
0.0142 |
1.9% |
0.0015 |
0.2% |
0% |
False |
True |
10 |
40 |
0.7656 |
0.7470 |
0.0186 |
2.5% |
0.0012 |
0.2% |
23% |
False |
False |
10 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0010 |
0.1% |
50% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7514 |
2.618 |
0.7514 |
1.618 |
0.7514 |
1.000 |
0.7514 |
0.618 |
0.7514 |
HIGH |
0.7514 |
0.618 |
0.7514 |
0.500 |
0.7514 |
0.382 |
0.7514 |
LOW |
0.7514 |
0.618 |
0.7514 |
1.000 |
0.7514 |
1.618 |
0.7514 |
2.618 |
0.7514 |
4.250 |
0.7514 |
|
|
Fisher Pivots for day following 02-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7570 |
PP |
0.7514 |
0.7551 |
S1 |
0.7514 |
0.7532 |
|