CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7407 |
0.7415 |
0.0008 |
0.1% |
0.7503 |
| High |
0.7408 |
0.7415 |
0.0007 |
0.1% |
0.7503 |
| Low |
0.7407 |
0.7400 |
-0.0008 |
-0.1% |
0.7435 |
| Close |
0.7408 |
0.7400 |
-0.0009 |
-0.1% |
0.7459 |
| Range |
0.0001 |
0.0016 |
0.0015 |
1,450.0% |
0.0068 |
| ATR |
0.0023 |
0.0023 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
4 |
63 |
59 |
1,475.0% |
27 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7451 |
0.7441 |
0.7408 |
|
| R3 |
0.7436 |
0.7425 |
0.7404 |
|
| R2 |
0.7420 |
0.7420 |
0.7402 |
|
| R1 |
0.7410 |
0.7410 |
0.7401 |
0.7407 |
| PP |
0.7405 |
0.7405 |
0.7405 |
0.7403 |
| S1 |
0.7394 |
0.7394 |
0.7398 |
0.7392 |
| S2 |
0.7389 |
0.7389 |
0.7397 |
|
| S3 |
0.7374 |
0.7379 |
0.7395 |
|
| S4 |
0.7358 |
0.7363 |
0.7391 |
|
|
| 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 |
0.7466 |
0.7400 |
0.0066 |
0.9% |
0.0006 |
0.1% |
0% |
False |
True |
14 |
| 10 |
0.7503 |
0.7400 |
0.0103 |
1.4% |
0.0007 |
0.1% |
0% |
False |
True |
9 |
| 20 |
0.7626 |
0.7400 |
0.0226 |
3.1% |
0.0011 |
0.1% |
0% |
False |
True |
7 |
| 40 |
0.7656 |
0.7400 |
0.0256 |
3.5% |
0.0010 |
0.1% |
0% |
False |
True |
7 |
| 60 |
0.7656 |
0.7369 |
0.0287 |
3.9% |
0.0010 |
0.1% |
11% |
False |
False |
9 |
| 80 |
0.7656 |
0.7361 |
0.0295 |
4.0% |
0.0010 |
0.1% |
13% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7456 |
|
1.618 |
0.7440 |
|
1.000 |
0.7431 |
|
0.618 |
0.7425 |
|
HIGH |
0.7415 |
|
0.618 |
0.7409 |
|
0.500 |
0.7407 |
|
0.382 |
0.7405 |
|
LOW |
0.7400 |
|
0.618 |
0.7390 |
|
1.000 |
0.7384 |
|
1.618 |
0.7374 |
|
2.618 |
0.7359 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7407 |
0.7415 |
| PP |
0.7405 |
0.7410 |
| S1 |
0.7402 |
0.7405 |
|