CME Canadian Dollar Future March 2024
Trading Metrics calculated at close of trading on 29-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
0.7385 |
0.7374 |
-0.0011 |
-0.1% |
0.7399 |
High |
0.7385 |
0.7394 |
0.0009 |
0.1% |
0.7416 |
Low |
0.7374 |
0.7374 |
0.0000 |
0.0% |
0.7355 |
Close |
0.7374 |
0.7394 |
0.0020 |
0.3% |
0.7378 |
Range |
0.0011 |
0.0020 |
0.0009 |
81.8% |
0.0061 |
ATR |
0.0021 |
0.0021 |
0.0000 |
-0.5% |
0.0000 |
Volume |
23 |
6 |
-17 |
-73.9% |
40 |
|
Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7447 |
0.7440 |
0.7405 |
|
R3 |
0.7427 |
0.7420 |
0.7399 |
|
R2 |
0.7407 |
0.7407 |
0.7397 |
|
R1 |
0.7400 |
0.7400 |
0.7395 |
0.7404 |
PP |
0.7387 |
0.7387 |
0.7387 |
0.7389 |
S1 |
0.7380 |
0.7380 |
0.7392 |
0.7384 |
S2 |
0.7367 |
0.7367 |
0.7390 |
|
S3 |
0.7347 |
0.7360 |
0.7388 |
|
S4 |
0.7327 |
0.7340 |
0.7383 |
|
|
Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7566 |
0.7533 |
0.7412 |
|
R3 |
0.7505 |
0.7472 |
0.7395 |
|
R2 |
0.7444 |
0.7444 |
0.7389 |
|
R1 |
0.7411 |
0.7411 |
0.7384 |
0.7397 |
PP |
0.7383 |
0.7383 |
0.7383 |
0.7376 |
S1 |
0.7350 |
0.7350 |
0.7372 |
0.7336 |
S2 |
0.7322 |
0.7322 |
0.7367 |
|
S3 |
0.7261 |
0.7289 |
0.7361 |
|
S4 |
0.7200 |
0.7228 |
0.7344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7416 |
0.7355 |
0.0061 |
0.8% |
0.0021 |
0.3% |
63% |
False |
False |
13 |
10 |
0.7416 |
0.7355 |
0.0061 |
0.8% |
0.0015 |
0.2% |
63% |
False |
False |
17 |
20 |
0.7514 |
0.7355 |
0.0159 |
2.1% |
0.0010 |
0.1% |
24% |
False |
False |
9 |
40 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0013 |
0.2% |
13% |
False |
False |
10 |
60 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0011 |
0.2% |
13% |
False |
False |
10 |
80 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0010 |
0.1% |
13% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7479 |
2.618 |
0.7446 |
1.618 |
0.7426 |
1.000 |
0.7414 |
0.618 |
0.7406 |
HIGH |
0.7394 |
0.618 |
0.7386 |
0.500 |
0.7384 |
0.382 |
0.7381 |
LOW |
0.7374 |
0.618 |
0.7361 |
1.000 |
0.7354 |
1.618 |
0.7341 |
2.618 |
0.7321 |
4.250 |
0.7289 |
|
|
Fisher Pivots for day following 29-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7390 |
0.7387 |
PP |
0.7387 |
0.7381 |
S1 |
0.7384 |
0.7374 |
|