CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 0.7371 0.7392 0.0021 0.3% 0.7439
High 0.7388 0.7392 0.0004 0.1% 0.7442
Low 0.7370 0.7392 0.0022 0.3% 0.7369
Close 0.7382 0.7392 0.0011 0.1% 0.7382
Range 0.0018 0.0000 -0.0018 -100.0% 0.0073
ATR 0.0025 0.0024 -0.0001 -4.2% 0.0000
Volume 2 0 -2 -100.0% 35
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 0.7392 0.7392 0.7392
R3 0.7392 0.7392 0.7392
R2 0.7392 0.7392 0.7392
R1 0.7392 0.7392 0.7392 0.7392
PP 0.7392 0.7392 0.7392 0.7392
S1 0.7392 0.7392 0.7392 0.7392
S2 0.7392 0.7392 0.7392
S3 0.7392 0.7392 0.7392
S4 0.7392 0.7392 0.7392
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7617 0.7572 0.7422
R3 0.7544 0.7499 0.7402
R2 0.7471 0.7471 0.7395
R1 0.7426 0.7426 0.7388 0.7412
PP 0.7398 0.7398 0.7398 0.7390
S1 0.7353 0.7353 0.7375 0.7339
S2 0.7325 0.7325 0.7368
S3 0.7252 0.7280 0.7361
S4 0.7179 0.7207 0.7341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7442 0.7369 0.0073 1.0% 0.0011 0.1% 32% False False 7
10 0.7462 0.7369 0.0093 1.3% 0.0008 0.1% 25% False False 3
20 0.7519 0.7369 0.0150 2.0% 0.0006 0.1% 15% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7392
2.618 0.7392
1.618 0.7392
1.000 0.7392
0.618 0.7392
HIGH 0.7392
0.618 0.7392
0.500 0.7392
0.382 0.7392
LOW 0.7392
0.618 0.7392
1.000 0.7392
1.618 0.7392
2.618 0.7392
4.250 0.7392
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 0.7392 0.7388
PP 0.7392 0.7384
S1 0.7392 0.7381

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

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