CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-May-2023
Day Change Summary
Previous Current
11-May-2023 12-May-2023 Change Change % Previous Week
Open 0.7450 0.7411 -0.0039 -0.5% 0.7519
High 0.7450 0.7453 0.0003 0.0% 0.7519
Low 0.7450 0.7411 -0.0039 -0.5% 0.7411
Close 0.7450 0.7411 -0.0039 -0.5% 0.7411
Range 0.0000 0.0042 0.0042 0.0108
ATR 0.0028 0.0029 0.0001 3.4% 0.0000
Volume
Daily Pivots for day following 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7551 0.7523 0.7434
R3 0.7509 0.7481 0.7422
R2 0.7467 0.7467 0.7418
R1 0.7439 0.7439 0.7414 0.7432
PP 0.7425 0.7425 0.7425 0.7421
S1 0.7397 0.7397 0.7407 0.7390
S2 0.7383 0.7383 0.7403
S3 0.7341 0.7355 0.7399
S4 0.7299 0.7313 0.7387
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7771 0.7699 0.7470
R3 0.7663 0.7591 0.7440
R2 0.7555 0.7555 0.7430
R1 0.7483 0.7483 0.7420 0.7465
PP 0.7447 0.7447 0.7447 0.7438
S1 0.7375 0.7375 0.7401 0.7357
S2 0.7339 0.7339 0.7391
S3 0.7231 0.7267 0.7381
S4 0.7123 0.7159 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7519 0.7411 0.0108 1.5% 0.0009 0.1% 0% False True 12
10 0.7519 0.7377 0.0142 1.9% 0.0006 0.1% 24% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7631
2.618 0.7562
1.618 0.7520
1.000 0.7495
0.618 0.7478
HIGH 0.7453
0.618 0.7436
0.500 0.7432
0.382 0.7427
LOW 0.7411
0.618 0.7385
1.000 0.7369
1.618 0.7343
2.618 0.7301
4.250 0.7232
Fisher Pivots for day following 12-May-2023
Pivot 1 day 3 day
R1 0.7432 0.7459
PP 0.7425 0.7443
S1 0.7418 0.7427

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

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