CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 16-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7431 |
0.7407 |
-0.0024 |
-0.3% |
0.7503 |
High |
0.7431 |
0.7408 |
-0.0023 |
-0.3% |
0.7503 |
Low |
0.7431 |
0.7407 |
-0.0024 |
-0.3% |
0.7435 |
Close |
0.7431 |
0.7408 |
-0.0023 |
-0.3% |
0.7459 |
Range |
0.0000 |
0.0001 |
0.0001 |
|
0.0068 |
ATR |
0.0023 |
0.0023 |
0.0000 |
0.3% |
0.0000 |
Volume |
0 |
4 |
4 |
|
27 |
|
Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7411 |
0.7410 |
0.7409 |
|
R3 |
0.7410 |
0.7409 |
0.7408 |
|
R2 |
0.7409 |
0.7409 |
0.7408 |
|
R1 |
0.7408 |
0.7408 |
0.7408 |
0.7409 |
PP |
0.7408 |
0.7408 |
0.7408 |
0.7408 |
S1 |
0.7407 |
0.7407 |
0.7408 |
0.7408 |
S2 |
0.7407 |
0.7407 |
0.7408 |
|
S3 |
0.7406 |
0.7406 |
0.7408 |
|
S4 |
0.7405 |
0.7405 |
0.7407 |
|
|
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 |
0.7407 |
0.0074 |
1.0% |
0.0004 |
0.0% |
1% |
False |
True |
3 |
10 |
0.7509 |
0.7407 |
0.0102 |
1.4% |
0.0005 |
0.1% |
1% |
False |
True |
3 |
20 |
0.7626 |
0.7407 |
0.0219 |
2.9% |
0.0011 |
0.1% |
0% |
False |
True |
3 |
40 |
0.7656 |
0.7407 |
0.0249 |
3.4% |
0.0009 |
0.1% |
0% |
False |
True |
6 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.9% |
0.0010 |
0.1% |
14% |
False |
False |
8 |
80 |
0.7656 |
0.7361 |
0.0295 |
4.0% |
0.0010 |
0.1% |
16% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7412 |
2.618 |
0.7411 |
1.618 |
0.7410 |
1.000 |
0.7409 |
0.618 |
0.7409 |
HIGH |
0.7408 |
0.618 |
0.7408 |
0.500 |
0.7408 |
0.382 |
0.7407 |
LOW |
0.7407 |
0.618 |
0.7406 |
1.000 |
0.7406 |
1.618 |
0.7405 |
2.618 |
0.7404 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 16-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7408 |
0.7426 |
PP |
0.7408 |
0.7420 |
S1 |
0.7408 |
0.7414 |
|