CME Canadian Dollar Future March 2024
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.7374 |
0.7400 |
0.0027 |
0.4% |
0.7399 |
| High |
0.7394 |
0.7413 |
0.0019 |
0.3% |
0.7416 |
| Low |
0.7374 |
0.7400 |
0.0027 |
0.4% |
0.7355 |
| Close |
0.7394 |
0.7413 |
0.0019 |
0.3% |
0.7378 |
| Range |
0.0020 |
0.0013 |
-0.0008 |
-37.5% |
0.0061 |
| ATR |
0.0021 |
0.0021 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
6 |
9 |
3 |
50.0% |
40 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7442 |
0.7419 |
|
| R3 |
0.7433 |
0.7429 |
0.7416 |
|
| R2 |
0.7421 |
0.7421 |
0.7415 |
|
| R1 |
0.7417 |
0.7417 |
0.7414 |
0.7419 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7409 |
| S1 |
0.7404 |
0.7404 |
0.7411 |
0.7406 |
| S2 |
0.7396 |
0.7396 |
0.7410 |
|
| S3 |
0.7383 |
0.7392 |
0.7409 |
|
| S4 |
0.7371 |
0.7379 |
0.7406 |
|
|
| 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 |
0.7413 |
0.7355 |
0.0058 |
0.8% |
0.0016 |
0.2% |
100% |
True |
False |
10 |
| 10 |
0.7416 |
0.7355 |
0.0061 |
0.8% |
0.0016 |
0.2% |
94% |
False |
False |
17 |
| 20 |
0.7509 |
0.7355 |
0.0154 |
2.1% |
0.0011 |
0.1% |
37% |
False |
False |
10 |
| 40 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0013 |
0.2% |
19% |
False |
False |
10 |
| 60 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0011 |
0.2% |
19% |
False |
False |
10 |
| 80 |
0.7656 |
0.7355 |
0.0301 |
4.1% |
0.0010 |
0.1% |
19% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7445 |
|
1.618 |
0.7433 |
|
1.000 |
0.7425 |
|
0.618 |
0.7420 |
|
HIGH |
0.7413 |
|
0.618 |
0.7408 |
|
0.500 |
0.7406 |
|
0.382 |
0.7405 |
|
LOW |
0.7400 |
|
0.618 |
0.7392 |
|
1.000 |
0.7388 |
|
1.618 |
0.7380 |
|
2.618 |
0.7367 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7406 |
| PP |
0.7408 |
0.7400 |
| S1 |
0.7406 |
0.7393 |
|