CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 0.7582 0.7581 -0.0001 0.0% 0.7608
High 0.7582 0.7581 -0.0001 0.0% 0.7630
Low 0.7577 0.7581 0.0004 0.0% 0.7571
Close 0.7577 0.7581 0.0004 0.0% 0.7605
Range 0.0005 0.0000 -0.0005 -100.0% 0.0059
ATR 0.0027 0.0025 -0.0002 -6.2% 0.0000
Volume 5 0 -5 -100.0% 183
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7581 0.7581 0.7581
R3 0.7581 0.7581 0.7581
R2 0.7581 0.7581 0.7581
R1 0.7581 0.7581 0.7581 0.7581
PP 0.7581 0.7581 0.7581 0.7581
S1 0.7581 0.7581 0.7581 0.7581
S2 0.7581 0.7581 0.7581
S3 0.7581 0.7581 0.7581
S4 0.7581 0.7581 0.7581
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7779 0.7751 0.7637
R3 0.7720 0.7692 0.7621
R2 0.7661 0.7661 0.7615
R1 0.7633 0.7633 0.7610 0.7617
PP 0.7602 0.7602 0.7602 0.7594
S1 0.7574 0.7574 0.7599 0.7558
S2 0.7543 0.7543 0.7594
S3 0.7484 0.7515 0.7588
S4 0.7425 0.7456 0.7572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7633 0.7577 0.0056 0.7% 0.0005 0.1% 6% False False 1
10 0.7633 0.7571 0.0062 0.8% 0.0008 0.1% 15% False False 19
20 0.7633 0.7470 0.0163 2.1% 0.0010 0.1% 68% False False 11
40 0.7633 0.7369 0.0264 3.5% 0.0008 0.1% 80% False False 8
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 True
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 0.7581
2.618 0.7581
1.618 0.7581
1.000 0.7581
0.618 0.7581
HIGH 0.7581
0.618 0.7581
0.500 0.7581
0.382 0.7581
LOW 0.7581
0.618 0.7581
1.000 0.7581
1.618 0.7581
2.618 0.7581
4.250 0.7581
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 0.7581 0.7597
PP 0.7581 0.7591
S1 0.7581 0.7586

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

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