CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 04-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7509 |
0.7494 |
-0.0015 |
-0.2% |
0.7626 |
High |
0.7509 |
0.7494 |
-0.0015 |
-0.2% |
0.7626 |
Low |
0.7509 |
0.7498 |
-0.0012 |
-0.2% |
0.7498 |
Close |
0.7509 |
0.7494 |
-0.0015 |
-0.2% |
0.7494 |
Range |
0.0000 |
-0.0004 |
-0.0004 |
|
0.0128 |
ATR |
0.0027 |
0.0026 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
0 |
1 |
1 |
|
3 |
|
Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7485 |
0.7486 |
0.7492 |
|
R3 |
0.7488 |
0.7489 |
0.7493 |
|
R2 |
0.7492 |
0.7492 |
0.7493 |
|
R1 |
0.7493 |
0.7493 |
0.7494 |
0.7492 |
PP |
0.7495 |
0.7495 |
0.7495 |
0.7495 |
S1 |
0.7496 |
0.7496 |
0.7494 |
0.7496 |
S2 |
0.7499 |
0.7499 |
0.7495 |
|
S3 |
0.7502 |
0.7500 |
0.7495 |
|
S4 |
0.7506 |
0.7503 |
0.7496 |
|
|
Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7923 |
0.7837 |
0.7564 |
|
R3 |
0.7795 |
0.7709 |
0.7529 |
|
R2 |
0.7667 |
0.7667 |
0.7517 |
|
R1 |
0.7581 |
0.7581 |
0.7506 |
0.7560 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7529 |
S1 |
0.7453 |
0.7453 |
0.7482 |
0.7432 |
S2 |
0.7411 |
0.7411 |
0.7471 |
|
S3 |
0.7283 |
0.7325 |
0.7459 |
|
S4 |
0.7155 |
0.7197 |
0.7424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7626 |
0.7498 |
0.0128 |
1.7% |
0.0011 |
0.1% |
-3% |
False |
True |
|
10 |
0.7626 |
0.7498 |
0.0128 |
1.7% |
0.0011 |
0.2% |
-3% |
False |
True |
4 |
20 |
0.7656 |
0.7498 |
0.0158 |
2.1% |
0.0013 |
0.2% |
-2% |
False |
True |
10 |
40 |
0.7656 |
0.7498 |
0.0158 |
2.1% |
0.0011 |
0.1% |
-2% |
False |
True |
10 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0010 |
0.1% |
44% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7479 |
2.618 |
0.7485 |
1.618 |
0.7488 |
1.000 |
0.7491 |
0.618 |
0.7492 |
HIGH |
0.7494 |
0.618 |
0.7495 |
0.500 |
0.7496 |
0.382 |
0.7496 |
LOW |
0.7498 |
0.618 |
0.7500 |
1.000 |
0.7501 |
1.618 |
0.7503 |
2.618 |
0.7507 |
4.250 |
0.7512 |
|
|
Fisher Pivots for day following 04-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7496 |
0.7506 |
PP |
0.7495 |
0.7502 |
S1 |
0.7495 |
0.7498 |
|