CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 0.7607 0.7591 -0.0016 -0.2% 0.7559
High 0.7607 0.7609 0.0003 0.0% 0.7656
Low 0.7593 0.7591 -0.0002 0.0% 0.7559
Close 0.7594 0.7609 0.0016 0.2% 0.7594
Range 0.0014 0.0019 0.0005 32.1% 0.0097
ATR 0.0029 0.0029 -0.0001 -2.6% 0.0000
Volume 9 2 -7 -77.8% 77
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7658 0.7652 0.7619
R3 0.7640 0.7634 0.7614
R2 0.7621 0.7621 0.7612
R1 0.7615 0.7615 0.7611 0.7618
PP 0.7603 0.7603 0.7603 0.7604
S1 0.7597 0.7597 0.7607 0.7600
S2 0.7584 0.7584 0.7606
S3 0.7566 0.7578 0.7604
S4 0.7547 0.7560 0.7599
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7894 0.7841 0.7647
R3 0.7797 0.7744 0.7620
R2 0.7700 0.7700 0.7611
R1 0.7647 0.7647 0.7602 0.7673
PP 0.7603 0.7603 0.7603 0.7616
S1 0.7550 0.7550 0.7585 0.7576
S2 0.7506 0.7506 0.7576
S3 0.7409 0.7453 0.7567
S4 0.7312 0.7356 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7656 0.7573 0.0083 1.1% 0.0018 0.2% 44% False False 15
10 0.7656 0.7516 0.0140 1.8% 0.0012 0.2% 67% False False 8
20 0.7656 0.7516 0.0140 1.8% 0.0010 0.1% 67% False False 13
40 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 84% False False 8
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 84% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7657
1.618 0.7639
1.000 0.7628
0.618 0.7620
HIGH 0.7609
0.618 0.7602
0.500 0.7600
0.382 0.7598
LOW 0.7591
0.618 0.7579
1.000 0.7572
1.618 0.7561
2.618 0.7542
4.250 0.7512
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 0.7606 0.7623
PP 0.7603 0.7618
S1 0.7600 0.7614

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

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