CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 0.7457 0.7440 -0.0018 -0.2% 0.7385
High 0.7483 0.7446 -0.0037 -0.5% 0.7427
Low 0.7442 0.7418 -0.0025 -0.3% 0.7380
Close 0.7460 0.7443 -0.0018 -0.2% 0.7419
Range 0.0041 0.0029 -0.0012 -29.6% 0.0047
ATR 0.0028 0.0029 0.0001 3.7% 0.0000
Volume 142 82 -60 -42.3% 1,161
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7521 0.7510 0.7458
R3 0.7492 0.7482 0.7450
R2 0.7464 0.7464 0.7448
R1 0.7453 0.7453 0.7445 0.7459
PP 0.7435 0.7435 0.7435 0.7438
S1 0.7425 0.7425 0.7440 0.7430
S2 0.7407 0.7407 0.7437
S3 0.7378 0.7396 0.7435
S4 0.7350 0.7368 0.7427
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 0.7402 0.0082 1.1% 0.0028 0.4% 49% False False 89
10 0.7484 0.7351 0.0133 1.8% 0.0022 0.3% 69% False False 146
20 0.7484 0.7325 0.0159 2.1% 0.0022 0.3% 74% False False 99
40 0.7626 0.7325 0.0301 4.0% 0.0017 0.2% 39% False False 54
60 0.7656 0.7325 0.0331 4.4% 0.0014 0.2% 36% False False 39
80 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 36% False False 32
100 0.7656 0.7325 0.0331 4.4% 0.0012 0.2% 36% False False 26
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7567
2.618 0.7521
1.618 0.7492
1.000 0.7475
0.618 0.7464
HIGH 0.7446
0.618 0.7435
0.500 0.7432
0.382 0.7428
LOW 0.7418
0.618 0.7400
1.000 0.7389
1.618 0.7371
2.618 0.7343
4.250 0.7296
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 0.7439 0.7451
PP 0.7435 0.7448
S1 0.7432 0.7445

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

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