CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 0.7550 0.7543 -0.0007 -0.1% 0.7479
High 0.7550 0.7543 -0.0007 -0.1% 0.7534
Low 0.7538 0.7536 -0.0002 0.0% 0.7470
Close 0.7538 0.7536 -0.0002 0.0% 0.7514
Range 0.0012 0.0007 -0.0005 -39.1% 0.0064
ATR 0.0024 0.0023 -0.0001 -5.1% 0.0000
Volume 4 3 -1 -25.0% 15
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7559 0.7555 0.7540
R3 0.7552 0.7548 0.7538
R2 0.7545 0.7545 0.7537
R1 0.7541 0.7541 0.7537 0.7540
PP 0.7538 0.7538 0.7538 0.7538
S1 0.7534 0.7534 0.7535 0.7533
S2 0.7531 0.7531 0.7535
S3 0.7524 0.7527 0.7534
S4 0.7517 0.7520 0.7532
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 0.7550 0.7502 0.0048 0.6% 0.0011 0.1% 72% False False 3
10 0.7550 0.7470 0.0080 1.1% 0.0011 0.1% 83% False False 3
20 0.7550 0.7369 0.0181 2.4% 0.0010 0.1% 93% False False 3
40 0.7550 0.7361 0.0189 2.5% 0.0010 0.1% 93% False False 4
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7573
2.618 0.7561
1.618 0.7554
1.000 0.7550
0.618 0.7547
HIGH 0.7543
0.618 0.7540
0.500 0.7540
0.382 0.7539
LOW 0.7536
0.618 0.7532
1.000 0.7529
1.618 0.7525
2.618 0.7518
4.250 0.7506
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 0.7540 0.7533
PP 0.7538 0.7530
S1 0.7537 0.7527

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

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