CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 0.7514 0.7509 -0.0005 -0.1% 0.7625
High 0.7514 0.7509 -0.0005 -0.1% 0.7625
Low 0.7514 0.7509 -0.0005 -0.1% 0.7570
Close 0.7514 0.7509 -0.0005 -0.1% 0.7575
Range
ATR 0.0029 0.0027 -0.0002 -6.0% 0.0000
Volume
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7509 0.7509 0.7509
R3 0.7509 0.7509 0.7509
R2 0.7509 0.7509 0.7509
R1 0.7509 0.7509 0.7509 0.7509
PP 0.7509 0.7509 0.7509 0.7509
S1 0.7509 0.7509 0.7509 0.7509
S2 0.7509 0.7509 0.7509
S3 0.7509 0.7509 0.7509
S4 0.7509 0.7509 0.7509
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 0.7509 0.0117 1.6% 0.0015 0.2% 0% False True 7
10 0.7626 0.7509 0.0117 1.6% 0.0015 0.2% 0% False True 4
20 0.7656 0.7509 0.0147 2.0% 0.0015 0.2% 0% False True 10
40 0.7656 0.7499 0.0157 2.1% 0.0011 0.1% 6% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 49% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7509
1.618 0.7509
1.000 0.7509
0.618 0.7509
HIGH 0.7509
0.618 0.7509
0.500 0.7509
0.382 0.7509
LOW 0.7509
0.618 0.7509
1.000 0.7509
1.618 0.7509
2.618 0.7509
4.250 0.7509
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 0.7509 0.7549
PP 0.7509 0.7536
S1 0.7509 0.7522

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

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