CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 0.7484 0.7479 -0.0006 -0.1% 0.7392
High 0.7490 0.7481 -0.0009 -0.1% 0.7490
Low 0.7470 0.7474 0.0004 0.1% 0.7392
Close 0.7481 0.7474 -0.0007 -0.1% 0.7481
Range 0.0020 0.0007 -0.0013 -64.1% 0.0098
ATR 0.0026 0.0025 -0.0001 -5.2% 0.0000
Volume 1 7 6 600.0% 1
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7497 0.7493 0.7478
R3 0.7490 0.7486 0.7476
R2 0.7483 0.7483 0.7475
R1 0.7479 0.7479 0.7475 0.7478
PP 0.7476 0.7476 0.7476 0.7476
S1 0.7472 0.7472 0.7473 0.7471
S2 0.7469 0.7469 0.7473
S3 0.7462 0.7465 0.7472
S4 0.7455 0.7458 0.7470
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7747 0.7711 0.7535
R3 0.7649 0.7614 0.7508
R2 0.7552 0.7552 0.7499
R1 0.7516 0.7516 0.7490 0.7534
PP 0.7454 0.7454 0.7454 0.7463
S1 0.7419 0.7419 0.7472 0.7437
S2 0.7357 0.7357 0.7463
S3 0.7259 0.7321 0.7454
S4 0.7162 0.7224 0.7427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7490 0.7392 0.0098 1.3% 0.0005 0.1% 84% False False 1
10 0.7490 0.7369 0.0121 1.6% 0.0008 0.1% 87% False False 4
20 0.7519 0.7369 0.0150 2.0% 0.0008 0.1% 70% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7499
1.618 0.7492
1.000 0.7488
0.618 0.7485
HIGH 0.7481
0.618 0.7478
0.500 0.7478
0.382 0.7477
LOW 0.7474
0.618 0.7470
1.000 0.7467
1.618 0.7463
2.618 0.7456
4.250 0.7444
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.7478 0.7480
PP 0.7476 0.7478
S1 0.7475 0.7476

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

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