CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 0.7374 0.7400 0.0027 0.4% 0.7399
High 0.7394 0.7413 0.0019 0.3% 0.7416
Low 0.7374 0.7400 0.0027 0.4% 0.7355
Close 0.7394 0.7413 0.0019 0.3% 0.7378
Range 0.0020 0.0013 -0.0008 -37.5% 0.0061
ATR 0.0021 0.0021 0.0000 -0.8% 0.0000
Volume 6 9 3 50.0% 40
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7446 0.7442 0.7419
R3 0.7433 0.7429 0.7416
R2 0.7421 0.7421 0.7415
R1 0.7417 0.7417 0.7414 0.7419
PP 0.7408 0.7408 0.7408 0.7409
S1 0.7404 0.7404 0.7411 0.7406
S2 0.7396 0.7396 0.7410
S3 0.7383 0.7392 0.7409
S4 0.7371 0.7379 0.7406
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7566 0.7533 0.7412
R3 0.7505 0.7472 0.7395
R2 0.7444 0.7444 0.7389
R1 0.7411 0.7411 0.7384 0.7397
PP 0.7383 0.7383 0.7383 0.7376
S1 0.7350 0.7350 0.7372 0.7336
S2 0.7322 0.7322 0.7367
S3 0.7261 0.7289 0.7361
S4 0.7200 0.7228 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7355 0.0058 0.8% 0.0016 0.2% 100% True False 10
10 0.7416 0.7355 0.0061 0.8% 0.0016 0.2% 94% False False 17
20 0.7509 0.7355 0.0154 2.1% 0.0011 0.1% 37% False False 10
40 0.7656 0.7355 0.0301 4.1% 0.0013 0.2% 19% False False 10
60 0.7656 0.7355 0.0301 4.1% 0.0011 0.2% 19% False False 10
80 0.7656 0.7355 0.0301 4.1% 0.0010 0.1% 19% False False 9
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7445
1.618 0.7433
1.000 0.7425
0.618 0.7420
HIGH 0.7413
0.618 0.7408
0.500 0.7406
0.382 0.7405
LOW 0.7400
0.618 0.7392
1.000 0.7388
1.618 0.7380
2.618 0.7367
4.250 0.7347
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 0.7410 0.7406
PP 0.7408 0.7400
S1 0.7406 0.7393

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

View Archives - Comment on this page... - Back to Index of Symbols