CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.7514 0.7505 -0.0009 -0.1% 0.7479
High 0.7534 0.7506 -0.0029 -0.4% 0.7534
Low 0.7502 0.7504 0.0002 0.0% 0.7470
Close 0.7514 0.7506 -0.0009 -0.1% 0.7514
Range 0.0032 0.0002 -0.0031 -95.3% 0.0064
ATR 0.0024 0.0023 -0.0001 -4.1% 0.0000
Volume 0 8 8 15
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7510 0.7509 0.7506
R3 0.7508 0.7508 0.7506
R2 0.7507 0.7507 0.7506
R1 0.7506 0.7506 0.7506 0.7506
PP 0.7505 0.7505 0.7505 0.7505
S1 0.7505 0.7505 0.7505 0.7505
S2 0.7504 0.7504 0.7505
S3 0.7502 0.7503 0.7505
S4 0.7501 0.7502 0.7505
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7698 0.7670 0.7549
R3 0.7634 0.7606 0.7532
R2 0.7570 0.7570 0.7526
R1 0.7542 0.7542 0.7520 0.7556
PP 0.7506 0.7506 0.7506 0.7513
S1 0.7478 0.7478 0.7508 0.7492
S2 0.7442 0.7442 0.7502
S3 0.7378 0.7414 0.7496
S4 0.7314 0.7350 0.7479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7534 0.7470 0.0064 0.9% 0.0014 0.2% 55% False False 3
10 0.7534 0.7392 0.0142 1.9% 0.0009 0.1% 80% False False 2
20 0.7534 0.7369 0.0165 2.2% 0.0009 0.1% 83% False False 2
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7512
2.618 0.7509
1.618 0.7508
1.000 0.7507
0.618 0.7506
HIGH 0.7506
0.618 0.7505
0.500 0.7505
0.382 0.7505
LOW 0.7504
0.618 0.7503
1.000 0.7503
1.618 0.7502
2.618 0.7500
4.250 0.7498
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.7505 0.7518
PP 0.7505 0.7514
S1 0.7505 0.7510

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

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