CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7410 |
0.0012 |
0.2% |
0.7445 |
| High |
0.7398 |
0.7416 |
0.0019 |
0.3% |
0.7445 |
| Low |
0.7398 |
0.7380 |
-0.0018 |
-0.2% |
0.7389 |
| Close |
0.7398 |
0.7407 |
0.0009 |
0.1% |
0.7402 |
| Range |
0.0000 |
0.0036 |
0.0036 |
|
0.0056 |
| ATR |
0.0020 |
0.0021 |
0.0001 |
5.6% |
0.0000 |
| Volume |
0 |
22 |
22 |
|
102 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7494 |
0.7426 |
|
| R3 |
0.7473 |
0.7458 |
0.7416 |
|
| R2 |
0.7437 |
0.7437 |
0.7413 |
|
| R1 |
0.7422 |
0.7422 |
0.7410 |
0.7411 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7396 |
| S1 |
0.7386 |
0.7386 |
0.7403 |
0.7375 |
| S2 |
0.7365 |
0.7365 |
0.7400 |
|
| S3 |
0.7329 |
0.7350 |
0.7397 |
|
| S4 |
0.7293 |
0.7314 |
0.7387 |
|
|
| 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 |
0.7416 |
0.7380 |
0.0036 |
0.5% |
0.0016 |
0.2% |
74% |
True |
True |
24 |
| 10 |
0.7481 |
0.7380 |
0.0101 |
1.4% |
0.0010 |
0.1% |
26% |
False |
True |
14 |
| 20 |
0.7626 |
0.7380 |
0.0246 |
3.3% |
0.0012 |
0.2% |
11% |
False |
True |
9 |
| 40 |
0.7656 |
0.7380 |
0.0276 |
3.7% |
0.0011 |
0.1% |
10% |
False |
True |
9 |
| 60 |
0.7656 |
0.7380 |
0.0276 |
3.7% |
0.0010 |
0.1% |
10% |
False |
True |
9 |
| 80 |
0.7656 |
0.7369 |
0.0287 |
3.9% |
0.0010 |
0.1% |
13% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7510 |
|
1.618 |
0.7474 |
|
1.000 |
0.7452 |
|
0.618 |
0.7438 |
|
HIGH |
0.7416 |
|
0.618 |
0.7402 |
|
0.500 |
0.7398 |
|
0.382 |
0.7394 |
|
LOW |
0.7380 |
|
0.618 |
0.7358 |
|
1.000 |
0.7344 |
|
1.618 |
0.7322 |
|
2.618 |
0.7286 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7404 |
0.7404 |
| PP |
0.7401 |
0.7401 |
| S1 |
0.7398 |
0.7398 |
|