CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 0.7352 0.7385 0.0034 0.5% 0.7350
High 0.7368 0.7390 0.0022 0.3% 0.7368
Low 0.7351 0.7385 0.0034 0.5% 0.7325
Close 0.7351 0.7385 0.0034 0.5% 0.7351
Range 0.0017 0.0006 -0.0012 -67.6% 0.0043
ATR 0.0025 0.0026 0.0001 4.2% 0.0000
Volume 26 28 2 7.7% 182
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7403 0.7399 0.7388
R3 0.7397 0.7394 0.7386
R2 0.7392 0.7392 0.7386
R1 0.7388 0.7388 0.7385 0.7387
PP 0.7386 0.7386 0.7386 0.7386
S1 0.7383 0.7383 0.7384 0.7382
S2 0.7381 0.7381 0.7383
S3 0.7375 0.7377 0.7383
S4 0.7370 0.7372 0.7381
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 0.7390 0.7325 0.0065 0.9% 0.0016 0.2% 92% True False 42
10 0.7435 0.7325 0.0110 1.5% 0.0020 0.3% 54% False False 57
20 0.7445 0.7325 0.0120 1.6% 0.0016 0.2% 50% False False 35
40 0.7626 0.7325 0.0301 4.1% 0.0014 0.2% 20% False False 22
60 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 18% False False 19
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 18% False False 15
100 0.7656 0.7325 0.0331 4.5% 0.0011 0.2% 18% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7413
2.618 0.7404
1.618 0.7399
1.000 0.7396
0.618 0.7393
HIGH 0.7390
0.618 0.7388
0.500 0.7387
0.382 0.7387
LOW 0.7385
0.618 0.7381
1.000 0.7379
1.618 0.7376
2.618 0.7370
4.250 0.7361
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 0.7387 0.7376
PP 0.7386 0.7367
S1 0.7385 0.7358

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

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