CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 0.7420 0.7457 0.0037 0.5% 0.7385
High 0.7440 0.7484 0.0044 0.6% 0.7427
Low 0.7420 0.7455 0.0035 0.5% 0.7380
Close 0.7432 0.7458 0.0026 0.3% 0.7419
Range 0.0020 0.0029 0.0009 45.0% 0.0047
ATR 0.0025 0.0027 0.0002 7.8% 0.0000
Volume 9 42 33 366.7% 1,161
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7553 0.7534 0.7473
R3 0.7524 0.7505 0.7465
R2 0.7495 0.7495 0.7463
R1 0.7476 0.7476 0.7460 0.7485
PP 0.7466 0.7466 0.7466 0.7470
S1 0.7447 0.7447 0.7455 0.7456
S2 0.7437 0.7437 0.7452
S3 0.7408 0.7418 0.7450
S4 0.7379 0.7389 0.7442
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 0.7484 0.7393 0.0091 1.2% 0.0022 0.3% 71% True False 104
10 0.7484 0.7325 0.0159 2.1% 0.0019 0.3% 83% True False 132
20 0.7484 0.7325 0.0159 2.1% 0.0020 0.3% 83% True False 89
40 0.7626 0.7325 0.0301 4.0% 0.0015 0.2% 44% False False 49
60 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 40% False False 35
80 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 40% False False 29
100 0.7656 0.7325 0.0331 4.4% 0.0012 0.2% 40% False False 24
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7560
1.618 0.7531
1.000 0.7513
0.618 0.7502
HIGH 0.7484
0.618 0.7473
0.500 0.7470
0.382 0.7466
LOW 0.7455
0.618 0.7437
1.000 0.7426
1.618 0.7408
2.618 0.7379
4.250 0.7332
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 0.7470 0.7453
PP 0.7466 0.7448
S1 0.7462 0.7443

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

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