CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 0.7407 0.7415 0.0008 0.1% 0.7503
High 0.7408 0.7415 0.0007 0.1% 0.7503
Low 0.7407 0.7400 -0.0008 -0.1% 0.7435
Close 0.7408 0.7400 -0.0009 -0.1% 0.7459
Range 0.0001 0.0016 0.0015 1,450.0% 0.0068
ATR 0.0023 0.0023 -0.0001 -2.3% 0.0000
Volume 4 63 59 1,475.0% 27
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7451 0.7441 0.7408
R3 0.7436 0.7425 0.7404
R2 0.7420 0.7420 0.7402
R1 0.7410 0.7410 0.7401 0.7407
PP 0.7405 0.7405 0.7405 0.7403
S1 0.7394 0.7394 0.7398 0.7392
S2 0.7389 0.7389 0.7397
S3 0.7374 0.7379 0.7395
S4 0.7358 0.7363 0.7391
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7668 0.7631 0.7496
R3 0.7600 0.7563 0.7477
R2 0.7533 0.7533 0.7471
R1 0.7496 0.7496 0.7465 0.7481
PP 0.7465 0.7465 0.7465 0.7458
S1 0.7428 0.7428 0.7452 0.7413
S2 0.7398 0.7398 0.7446
S3 0.7330 0.7361 0.7440
S4 0.7263 0.7293 0.7421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7466 0.7400 0.0066 0.9% 0.0006 0.1% 0% False True 14
10 0.7503 0.7400 0.0103 1.4% 0.0007 0.1% 0% False True 9
20 0.7626 0.7400 0.0226 3.1% 0.0011 0.1% 0% False True 7
40 0.7656 0.7400 0.0256 3.5% 0.0010 0.1% 0% False True 7
60 0.7656 0.7369 0.0287 3.9% 0.0010 0.1% 11% False False 9
80 0.7656 0.7361 0.0295 4.0% 0.0010 0.1% 13% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7456
1.618 0.7440
1.000 0.7431
0.618 0.7425
HIGH 0.7415
0.618 0.7409
0.500 0.7407
0.382 0.7405
LOW 0.7400
0.618 0.7390
1.000 0.7384
1.618 0.7374
2.618 0.7359
4.250 0.7334
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 0.7407 0.7415
PP 0.7405 0.7410
S1 0.7402 0.7405

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

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