CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 0.7432 0.7436 0.0004 0.1% 0.7460
High 0.7432 0.7456 0.0024 0.3% 0.7462
Low 0.7432 0.7430 -0.0003 0.0% 0.7430
Close 0.7432 0.7436 0.0004 0.1% 0.7436
Range 0.0000 0.0026 0.0026 0.0032
ATR 0.0028 0.0028 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7518 0.7503 0.7450
R3 0.7492 0.7477 0.7443
R2 0.7466 0.7466 0.7441
R1 0.7451 0.7451 0.7438 0.7449
PP 0.7440 0.7440 0.7440 0.7439
S1 0.7425 0.7425 0.7434 0.7423
S2 0.7414 0.7414 0.7431
S3 0.7388 0.7399 0.7429
S4 0.7362 0.7373 0.7422
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7538 0.7519 0.7454
R3 0.7506 0.7487 0.7445
R2 0.7474 0.7474 0.7442
R1 0.7455 0.7455 0.7439 0.7449
PP 0.7442 0.7442 0.7442 0.7439
S1 0.7423 0.7423 0.7433 0.7417
S2 0.7410 0.7410 0.7430
S3 0.7378 0.7391 0.7427
S4 0.7346 0.7359 0.7418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7462 0.7430 0.0032 0.4% 0.0005 0.1% 20% False True
10 0.7519 0.7411 0.0108 1.5% 0.0007 0.1% 24% False False 6
20 0.7519 0.7361 0.0158 2.1% 0.0010 0.1% 48% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7524
1.618 0.7498
1.000 0.7482
0.618 0.7472
HIGH 0.7456
0.618 0.7446
0.500 0.7443
0.382 0.7439
LOW 0.7430
0.618 0.7413
1.000 0.7404
1.618 0.7387
2.618 0.7361
4.250 0.7319
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 0.7443 0.7446
PP 0.7440 0.7442
S1 0.7438 0.7439

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

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