CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 08-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2023 |
08-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7503 |
0.7437 |
-0.0066 |
-0.9% |
0.7626 |
High |
0.7503 |
0.7475 |
-0.0028 |
-0.4% |
0.7626 |
Low |
0.7503 |
0.7435 |
-0.0068 |
-0.9% |
0.7498 |
Close |
0.7503 |
0.7475 |
-0.0028 |
-0.4% |
0.7494 |
Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0128 |
ATR |
0.0025 |
0.0028 |
0.0003 |
12.2% |
0.0000 |
Volume |
0 |
15 |
15 |
|
3 |
|
Daily Pivots for day following 08-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7580 |
0.7567 |
0.7496 |
|
R3 |
0.7540 |
0.7527 |
0.7485 |
|
R2 |
0.7501 |
0.7501 |
0.7482 |
|
R1 |
0.7488 |
0.7488 |
0.7478 |
0.7494 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7465 |
S1 |
0.7448 |
0.7448 |
0.7471 |
0.7455 |
S2 |
0.7422 |
0.7422 |
0.7467 |
|
S3 |
0.7382 |
0.7409 |
0.7464 |
|
S4 |
0.7343 |
0.7369 |
0.7453 |
|
|
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 |
0.7514 |
0.7435 |
0.0079 |
1.1% |
0.0007 |
0.1% |
50% |
False |
True |
3 |
10 |
0.7626 |
0.7435 |
0.0191 |
2.5% |
0.0015 |
0.2% |
21% |
False |
True |
5 |
20 |
0.7656 |
0.7435 |
0.0221 |
3.0% |
0.0015 |
0.2% |
18% |
False |
True |
10 |
40 |
0.7656 |
0.7435 |
0.0221 |
3.0% |
0.0011 |
0.1% |
18% |
False |
True |
11 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0011 |
0.1% |
37% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7642 |
2.618 |
0.7578 |
1.618 |
0.7538 |
1.000 |
0.7514 |
0.618 |
0.7499 |
HIGH |
0.7475 |
0.618 |
0.7459 |
0.500 |
0.7455 |
0.382 |
0.7450 |
LOW |
0.7435 |
0.618 |
0.7411 |
1.000 |
0.7396 |
1.618 |
0.7371 |
2.618 |
0.7332 |
4.250 |
0.7267 |
|
|
Fisher Pivots for day following 08-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7468 |
0.7473 |
PP |
0.7461 |
0.7471 |
S1 |
0.7455 |
0.7469 |
|