CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 14-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7457 |
0.7445 |
-0.0012 |
-0.2% |
0.7503 |
High |
0.7466 |
0.7445 |
-0.0021 |
-0.3% |
0.7503 |
Low |
0.7454 |
0.7445 |
-0.0009 |
-0.1% |
0.7435 |
Close |
0.7459 |
0.7445 |
-0.0014 |
-0.2% |
0.7459 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0068 |
ATR |
0.0024 |
0.0024 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
7 |
0 |
-7 |
-100.0% |
27 |
|
Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7445 |
0.7445 |
0.7445 |
|
R3 |
0.7445 |
0.7445 |
0.7445 |
|
R2 |
0.7445 |
0.7445 |
0.7445 |
|
R1 |
0.7445 |
0.7445 |
0.7445 |
0.7445 |
PP |
0.7445 |
0.7445 |
0.7445 |
0.7445 |
S1 |
0.7445 |
0.7445 |
0.7445 |
0.7445 |
S2 |
0.7445 |
0.7445 |
0.7445 |
|
S3 |
0.7445 |
0.7445 |
0.7445 |
|
S4 |
0.7445 |
0.7445 |
0.7445 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7668 |
0.7631 |
0.7496 |
|
R3 |
0.7600 |
0.7563 |
0.7477 |
|
R2 |
0.7533 |
0.7533 |
0.7471 |
|
R1 |
0.7496 |
0.7496 |
0.7465 |
0.7481 |
PP |
0.7465 |
0.7465 |
0.7465 |
0.7458 |
S1 |
0.7428 |
0.7428 |
0.7452 |
0.7413 |
S2 |
0.7398 |
0.7398 |
0.7446 |
|
S3 |
0.7330 |
0.7361 |
0.7440 |
|
S4 |
0.7263 |
0.7293 |
0.7421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7481 |
0.7435 |
0.0046 |
0.6% |
0.0011 |
0.2% |
22% |
False |
False |
5 |
10 |
0.7589 |
0.7435 |
0.0154 |
2.1% |
0.0010 |
0.1% |
7% |
False |
False |
2 |
20 |
0.7626 |
0.7435 |
0.0191 |
2.6% |
0.0012 |
0.2% |
5% |
False |
False |
8 |
40 |
0.7656 |
0.7435 |
0.0221 |
3.0% |
0.0011 |
0.1% |
5% |
False |
False |
10 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.8% |
0.0010 |
0.1% |
27% |
False |
False |
8 |
80 |
0.7656 |
0.7361 |
0.0295 |
4.0% |
0.0010 |
0.1% |
29% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7445 |
2.618 |
0.7445 |
1.618 |
0.7445 |
1.000 |
0.7445 |
0.618 |
0.7445 |
HIGH |
0.7445 |
0.618 |
0.7445 |
0.500 |
0.7445 |
0.382 |
0.7445 |
LOW |
0.7445 |
0.618 |
0.7445 |
1.000 |
0.7445 |
1.618 |
0.7445 |
2.618 |
0.7445 |
4.250 |
0.7445 |
|
|
Fisher Pivots for day following 14-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7445 |
0.7463 |
PP |
0.7445 |
0.7457 |
S1 |
0.7445 |
0.7451 |
|