CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	0.7507	0.7450	-0.0058	-0.8%	0.7432
High	0.7507	0.7450	-0.0058	-0.8%	0.7511
Low	0.7507	0.7450	-0.0058	-0.8%	0.7377
Close	0.7507	0.7450	-0.0058	-0.8%	0.7511
Range
ATR	0.0026	0.0028	0.0002	8.5%	0.0000
Volume

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7450	0.7450	0.7450
R3	0.7450	0.7450	0.7450
R2	0.7450	0.7450	0.7450
R1	0.7450	0.7450	0.7450	0.7450
PP	0.7450	0.7450	0.7450	0.7450
S1	0.7450	0.7450	0.7450	0.7450
S2	0.7450	0.7450	0.7450
S3	0.7450	0.7450	0.7450
S4	0.7450	0.7450	0.7450

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7870	0.7825	0.7585
R3	0.7735	0.7690	0.7548
R2	0.7601	0.7601	0.7536
R1	0.7556	0.7556	0.7523	0.7578
PP	0.7466	0.7466	0.7466	0.7477
S1	0.7421	0.7421	0.7499	0.7444
S2	0.7332	0.7332	0.7486
S3	0.7197	0.7287	0.7474
S4	0.7063	0.7152	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7519	0.7450	0.0069	0.9%	0.0001	0.0%	0%	False	True	13
10	0.7519	0.7361	0.0158	2.1%	0.0008	0.1%	56%	False	False	7

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003

Fibonacci Retracements and Extensions
4.250	0.7450
2.618	0.7450
1.618	0.7450
1.000	0.7450
0.618	0.7450
HIGH	0.7450
0.618	0.7450
0.500	0.7450
0.382	0.7450
LOW	0.7450
0.618	0.7450
1.000	0.7450
1.618	0.7450
2.618	0.7450
4.250	0.7450

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	0.7450	0.7480
PP	0.7450	0.7470
S1	0.7450	0.7460

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols