CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 0.7395 0.7413 0.0018 0.2% 0.7350
High 0.7416 0.7427 0.0011 0.1% 0.7368
Low 0.7393 0.7412 0.0019 0.3% 0.7325
Close 0.7393 0.7424 0.0031 0.4% 0.7351
Range 0.0023 0.0015 -0.0009 -37.0% 0.0043
ATR 0.0025 0.0026 0.0001 2.4% 0.0000
Volume 67 232 165 246.3% 182
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7464 0.7459 0.7432
R3 0.7450 0.7444 0.7428
R2 0.7435 0.7435 0.7427
R1 0.7430 0.7430 0.7425 0.7433
PP 0.7421 0.7421 0.7421 0.7422
S1 0.7415 0.7415 0.7423 0.7418
S2 0.7406 0.7406 0.7421
S3 0.7392 0.7401 0.7420
S4 0.7377 0.7386 0.7416
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 0.7427 0.7351 0.0076 1.0% 0.0016 0.2% 97% True False 202
10 0.7435 0.7325 0.0110 1.5% 0.0021 0.3% 90% False False 149
20 0.7435 0.7325 0.0110 1.5% 0.0019 0.3% 90% False False 83
40 0.7626 0.7325 0.0301 4.0% 0.0015 0.2% 33% False False 43
60 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 30% False False 32
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 30% False False 27
100 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 30% False False 22
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7464
1.618 0.7450
1.000 0.7441
0.618 0.7435
HIGH 0.7427
0.618 0.7421
0.500 0.7419
0.382 0.7418
LOW 0.7412
0.618 0.7403
1.000 0.7398
1.618 0.7389
2.618 0.7374
4.250 0.7350
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 0.7422 0.7417
PP 0.7421 0.7410
S1 0.7419 0.7403

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

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