CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 0.7413 0.7425 0.0012 0.2% 0.7385
High 0.7427 0.7425 -0.0002 0.0% 0.7427
Low 0.7412 0.7402 -0.0010 -0.1% 0.7380
Close 0.7424 0.7419 -0.0006 -0.1% 0.7419
Range 0.0015 0.0023 0.0008 55.2% 0.0047
ATR 0.0026 0.0025 0.0000 -0.9% 0.0000
Volume 232 173 -59 -25.4% 1,161
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7483 0.7473 0.7431
R3 0.7460 0.7451 0.7425
R2 0.7438 0.7438 0.7423
R1 0.7428 0.7428 0.7421 0.7422
PP 0.7415 0.7415 0.7415 0.7412
S1 0.7406 0.7406 0.7416 0.7399
S2 0.7393 0.7393 0.7414
S3 0.7370 0.7383 0.7412
S4 0.7348 0.7361 0.7406
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7548 0.7530 0.7444
R3 0.7501 0.7483 0.7431
R2 0.7455 0.7455 0.7427
R1 0.7437 0.7437 0.7423 0.7446
PP 0.7408 0.7408 0.7408 0.7413
S1 0.7390 0.7390 0.7414 0.7399
S2 0.7362 0.7362 0.7410
S3 0.7315 0.7344 0.7406
S4 0.7269 0.7297 0.7393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7380 0.0047 0.6% 0.0017 0.2% 83% False False 232
10 0.7435 0.7325 0.0110 1.5% 0.0022 0.3% 85% False False 136
20 0.7435 0.7325 0.0110 1.5% 0.0019 0.3% 85% False False 89
40 0.7626 0.7325 0.0301 4.1% 0.0015 0.2% 31% False False 48
60 0.7656 0.7325 0.0331 4.5% 0.0013 0.2% 28% False False 35
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 28% False False 29
100 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 28% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7520
2.618 0.7483
1.618 0.7461
1.000 0.7447
0.618 0.7438
HIGH 0.7425
0.618 0.7416
0.500 0.7413
0.382 0.7411
LOW 0.7402
0.618 0.7388
1.000 0.7380
1.618 0.7366
2.618 0.7343
4.250 0.7306
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 0.7417 0.7416
PP 0.7415 0.7413
S1 0.7413 0.7410

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

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