CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 0.7398 0.7410 0.0012 0.2% 0.7445
High 0.7398 0.7416 0.0019 0.3% 0.7445
Low 0.7398 0.7380 -0.0018 -0.2% 0.7389
Close 0.7398 0.7407 0.0009 0.1% 0.7402
Range 0.0000 0.0036 0.0036 0.0056
ATR 0.0020 0.0021 0.0001 5.6% 0.0000
Volume 0 22 22 102
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7509 0.7494 0.7426
R3 0.7473 0.7458 0.7416
R2 0.7437 0.7437 0.7413
R1 0.7422 0.7422 0.7410 0.7411
PP 0.7401 0.7401 0.7401 0.7396
S1 0.7386 0.7386 0.7403 0.7375
S2 0.7365 0.7365 0.7400
S3 0.7329 0.7350 0.7397
S4 0.7293 0.7314 0.7387
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7547 0.7433
R3 0.7524 0.7491 0.7417
R2 0.7468 0.7468 0.7412
R1 0.7435 0.7435 0.7407 0.7424
PP 0.7412 0.7412 0.7412 0.7406
S1 0.7379 0.7379 0.7397 0.7368
S2 0.7356 0.7356 0.7392
S3 0.7300 0.7323 0.7387
S4 0.7244 0.7267 0.7371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7380 0.0036 0.5% 0.0016 0.2% 74% True True 24
10 0.7481 0.7380 0.0101 1.4% 0.0010 0.1% 26% False True 14
20 0.7626 0.7380 0.0246 3.3% 0.0012 0.2% 11% False True 9
40 0.7656 0.7380 0.0276 3.7% 0.0011 0.1% 10% False True 9
60 0.7656 0.7380 0.0276 3.7% 0.0010 0.1% 10% False True 9
80 0.7656 0.7369 0.0287 3.9% 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 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7510
1.618 0.7474
1.000 0.7452
0.618 0.7438
HIGH 0.7416
0.618 0.7402
0.500 0.7398
0.382 0.7394
LOW 0.7380
0.618 0.7358
1.000 0.7344
1.618 0.7322
2.618 0.7286
4.250 0.7227
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 0.7404 0.7404
PP 0.7401 0.7401
S1 0.7398 0.7398

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

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