CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 24-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7410 |
0.7387 |
-0.0023 |
-0.3% |
0.7445 |
High |
0.7416 |
0.7389 |
-0.0027 |
-0.4% |
0.7445 |
Low |
0.7380 |
0.7387 |
0.0007 |
0.1% |
0.7389 |
Close |
0.7407 |
0.7389 |
-0.0018 |
-0.2% |
0.7402 |
Range |
0.0036 |
0.0002 |
-0.0034 |
-94.4% |
0.0056 |
ATR |
0.0021 |
0.0021 |
0.0000 |
-0.6% |
0.0000 |
Volume |
22 |
1 |
-21 |
-95.5% |
102 |
|
Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7394 |
0.7394 |
0.7390 |
|
R3 |
0.7392 |
0.7392 |
0.7390 |
|
R2 |
0.7390 |
0.7390 |
0.7389 |
|
R1 |
0.7390 |
0.7390 |
0.7389 |
0.7390 |
PP |
0.7388 |
0.7388 |
0.7388 |
0.7389 |
S1 |
0.7388 |
0.7388 |
0.7389 |
0.7388 |
S2 |
0.7386 |
0.7386 |
0.7389 |
|
S3 |
0.7384 |
0.7386 |
0.7388 |
|
S4 |
0.7382 |
0.7384 |
0.7388 |
|
|
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% |
0.0014 |
0.2% |
25% |
False |
False |
12 |
10 |
0.7466 |
0.7380 |
0.0086 |
1.2% |
0.0010 |
0.1% |
11% |
False |
False |
13 |
20 |
0.7626 |
0.7380 |
0.0246 |
3.3% |
0.0011 |
0.1% |
4% |
False |
False |
9 |
40 |
0.7656 |
0.7380 |
0.0276 |
3.7% |
0.0011 |
0.1% |
3% |
False |
False |
9 |
60 |
0.7656 |
0.7380 |
0.0276 |
3.7% |
0.0011 |
0.1% |
3% |
False |
False |
9 |
80 |
0.7656 |
0.7369 |
0.0287 |
3.9% |
0.0009 |
0.1% |
7% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7398 |
2.618 |
0.7394 |
1.618 |
0.7392 |
1.000 |
0.7391 |
0.618 |
0.7390 |
HIGH |
0.7389 |
0.618 |
0.7388 |
0.500 |
0.7388 |
0.382 |
0.7388 |
LOW |
0.7387 |
0.618 |
0.7386 |
1.000 |
0.7385 |
1.618 |
0.7384 |
2.618 |
0.7382 |
4.250 |
0.7379 |
|
|
Fisher Pivots for day following 24-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7389 |
0.7398 |
PP |
0.7388 |
0.7395 |
S1 |
0.7388 |
0.7392 |
|