CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 0.7346 0.7352 0.0006 0.1% 0.7350
High 0.7346 0.7368 0.0023 0.3% 0.7368
Low 0.7325 0.7351 0.0026 0.4% 0.7325
Close 0.7330 0.7351 0.0022 0.3% 0.7351
Range 0.0021 0.0017 -0.0004 -17.1% 0.0043
ATR 0.0023 0.0025 0.0001 4.6% 0.0000
Volume 7 26 19 271.4% 182
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7408 0.7396 0.7360
R3 0.7391 0.7379 0.7356
R2 0.7374 0.7374 0.7354
R1 0.7362 0.7362 0.7353 0.7360
PP 0.7357 0.7357 0.7357 0.7355
S1 0.7345 0.7345 0.7349 0.7343
S2 0.7340 0.7340 0.7348
S3 0.7323 0.7328 0.7346
S4 0.7306 0.7311 0.7342
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7477 0.7457 0.7375
R3 0.7434 0.7414 0.7363
R2 0.7391 0.7391 0.7359
R1 0.7371 0.7371 0.7355 0.7381
PP 0.7348 0.7348 0.7348 0.7353
S1 0.7328 0.7328 0.7347 0.7338
S2 0.7305 0.7305 0.7343
S3 0.7262 0.7285 0.7339
S4 0.7219 0.7242 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7435 0.7325 0.0110 1.5% 0.0026 0.4% 24% False False 40
10 0.7435 0.7325 0.0110 1.5% 0.0023 0.3% 24% False False 56
20 0.7466 0.7325 0.0141 1.9% 0.0016 0.2% 19% False False 34
40 0.7626 0.7325 0.0301 4.1% 0.0014 0.2% 9% False False 21
60 0.7656 0.7325 0.0331 4.5% 0.0013 0.2% 8% False False 18
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 8% False False 14
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7440
2.618 0.7413
1.618 0.7396
1.000 0.7385
0.618 0.7379
HIGH 0.7368
0.618 0.7362
0.500 0.7360
0.382 0.7357
LOW 0.7351
0.618 0.7340
1.000 0.7334
1.618 0.7323
2.618 0.7306
4.250 0.7279
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 0.7360 0.7350
PP 0.7357 0.7348
S1 0.7354 0.7347

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

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