CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 0.7401 0.7471 0.0070 0.9% 0.7439
High 0.7401 0.7471 0.0070 0.9% 0.7442
Low 0.7401 0.7471 0.0070 0.9% 0.7369
Close 0.7401 0.7471 0.0070 0.9% 0.7382
Range
ATR 0.0023 0.0027 0.0003 14.4% 0.0000
Volume
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7471 0.7471 0.7471
R3 0.7471 0.7471 0.7471
R2 0.7471 0.7471 0.7471
R1 0.7471 0.7471 0.7471 0.7471
PP 0.7471 0.7471 0.7471 0.7471
S1 0.7471 0.7471 0.7471 0.7471
S2 0.7471 0.7471 0.7471
S3 0.7471 0.7471 0.7471
S4 0.7471 0.7471 0.7471
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 0.7471 0.7369 0.0102 1.4% 0.0008 0.1% 100% True False
10 0.7471 0.7369 0.0102 1.4% 0.0008 0.1% 100% True False 3
20 0.7519 0.7369 0.0150 2.0% 0.0006 0.1% 68% False False 5
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.7471
2.618 0.7471
1.618 0.7471
1.000 0.7471
0.618 0.7471
HIGH 0.7471
0.618 0.7471
0.500 0.7471
0.382 0.7471
LOW 0.7471
0.618 0.7471
1.000 0.7471
1.618 0.7471
2.618 0.7471
4.250 0.7471
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 0.7471 0.7458
PP 0.7471 0.7445
S1 0.7471 0.7432

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

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