CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 18-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7415 |
0.7400 |
-0.0015 |
-0.2% |
0.7445 |
High |
0.7415 |
0.7409 |
-0.0007 |
-0.1% |
0.7445 |
Low |
0.7400 |
0.7389 |
-0.0011 |
-0.1% |
0.7389 |
Close |
0.7400 |
0.7402 |
0.0003 |
0.0% |
0.7402 |
Range |
0.0016 |
0.0020 |
0.0004 |
25.8% |
0.0056 |
ATR |
0.0023 |
0.0022 |
0.0000 |
-1.0% |
0.0000 |
Volume |
63 |
35 |
-28 |
-44.4% |
102 |
|
Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7458 |
0.7450 |
0.7413 |
|
R3 |
0.7439 |
0.7430 |
0.7407 |
|
R2 |
0.7419 |
0.7419 |
0.7406 |
|
R1 |
0.7411 |
0.7411 |
0.7404 |
0.7415 |
PP |
0.7400 |
0.7400 |
0.7400 |
0.7402 |
S1 |
0.7391 |
0.7391 |
0.7400 |
0.7396 |
S2 |
0.7380 |
0.7380 |
0.7398 |
|
S3 |
0.7361 |
0.7372 |
0.7397 |
|
S4 |
0.7341 |
0.7352 |
0.7391 |
|
|
Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7580 |
0.7547 |
0.7433 |
|
R3 |
0.7524 |
0.7491 |
0.7417 |
|
R2 |
0.7468 |
0.7468 |
0.7412 |
|
R1 |
0.7435 |
0.7435 |
0.7407 |
0.7424 |
PP |
0.7412 |
0.7412 |
0.7412 |
0.7406 |
S1 |
0.7379 |
0.7379 |
0.7397 |
0.7368 |
S2 |
0.7356 |
0.7356 |
0.7392 |
|
S3 |
0.7300 |
0.7323 |
0.7387 |
|
S4 |
0.7244 |
0.7267 |
0.7371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7445 |
0.7389 |
0.0056 |
0.8% |
0.0007 |
0.1% |
23% |
False |
True |
20 |
10 |
0.7503 |
0.7389 |
0.0114 |
1.5% |
0.0009 |
0.1% |
11% |
False |
True |
12 |
20 |
0.7626 |
0.7389 |
0.0237 |
3.2% |
0.0010 |
0.1% |
5% |
False |
True |
8 |
40 |
0.7656 |
0.7389 |
0.0267 |
3.6% |
0.0010 |
0.1% |
5% |
False |
True |
8 |
60 |
0.7656 |
0.7369 |
0.0287 |
3.9% |
0.0011 |
0.1% |
12% |
False |
False |
9 |
80 |
0.7656 |
0.7361 |
0.0295 |
4.0% |
0.0010 |
0.1% |
14% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7491 |
2.618 |
0.7460 |
1.618 |
0.7440 |
1.000 |
0.7428 |
0.618 |
0.7421 |
HIGH |
0.7409 |
0.618 |
0.7401 |
0.500 |
0.7399 |
0.382 |
0.7396 |
LOW |
0.7389 |
0.618 |
0.7377 |
1.000 |
0.7370 |
1.618 |
0.7357 |
2.618 |
0.7338 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 18-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7401 |
0.7402 |
PP |
0.7400 |
0.7402 |
S1 |
0.7399 |
0.7402 |
|