CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 0.7380 0.7395 0.0015 0.2% 0.7350
High 0.7401 0.7416 0.0016 0.2% 0.7368
Low 0.7380 0.7393 0.0013 0.2% 0.7325
Close 0.7399 0.7393 -0.0006 -0.1% 0.7351
Range 0.0021 0.0023 0.0003 12.2% 0.0043
ATR 0.0025 0.0025 0.0000 -0.6% 0.0000
Volume 661 67 -594 -89.9% 182
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7470 0.7454 0.7406
R3 0.7447 0.7431 0.7399
R2 0.7424 0.7424 0.7397
R1 0.7408 0.7408 0.7395 0.7405
PP 0.7401 0.7401 0.7401 0.7399
S1 0.7385 0.7385 0.7391 0.7382
S2 0.7378 0.7378 0.7389
S3 0.7355 0.7362 0.7387
S4 0.7332 0.7339 0.7380
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 0.7416 0.7325 0.0091 1.2% 0.0017 0.2% 75% True False 157
10 0.7435 0.7325 0.0110 1.5% 0.0021 0.3% 62% False False 127
20 0.7435 0.7325 0.0110 1.5% 0.0018 0.2% 62% False False 72
40 0.7626 0.7325 0.0301 4.1% 0.0015 0.2% 23% False False 40
60 0.7656 0.7325 0.0331 4.5% 0.0013 0.2% 21% False False 31
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 21% False False 24
100 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 21% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7476
1.618 0.7453
1.000 0.7439
0.618 0.7430
HIGH 0.7416
0.618 0.7407
0.500 0.7405
0.382 0.7402
LOW 0.7393
0.618 0.7379
1.000 0.7370
1.618 0.7356
2.618 0.7333
4.250 0.7295
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 0.7405 0.7398
PP 0.7401 0.7396
S1 0.7397 0.7395

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

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