CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 0.7441 0.7452 0.0012 0.2% 0.7420
High 0.7449 0.7453 0.0004 0.1% 0.7484
Low 0.7433 0.7412 -0.0021 -0.3% 0.7418
Close 0.7442 0.7414 -0.0029 -0.4% 0.7439
Range 0.0016 0.0041 0.0025 156.3% 0.0067
ATR 0.0029 0.0029 0.0001 3.1% 0.0000
Volume 281 140 -141 -50.2% 1,149
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7549 0.7522 0.7436
R3 0.7508 0.7481 0.7425
R2 0.7467 0.7467 0.7421
R1 0.7440 0.7440 0.7417 0.7433
PP 0.7426 0.7426 0.7426 0.7423
S1 0.7399 0.7399 0.7410 0.7392
S2 0.7385 0.7385 0.7406
S3 0.7344 0.7358 0.7402
S4 0.7303 0.7317 0.7391
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7646 0.7609 0.7475
R3 0.7580 0.7542 0.7457
R2 0.7513 0.7513 0.7451
R1 0.7476 0.7476 0.7445 0.7495
PP 0.7447 0.7447 0.7447 0.7456
S1 0.7409 0.7409 0.7432 0.7428
S2 0.7380 0.7380 0.7426
S3 0.7314 0.7343 0.7420
S4 0.7247 0.7276 0.7402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7483 0.7412 0.0071 1.0% 0.0032 0.4% 2% False True 303
10 0.7484 0.7393 0.0091 1.2% 0.0027 0.4% 23% False False 204
20 0.7484 0.7325 0.0159 2.1% 0.0024 0.3% 56% False False 162
40 0.7589 0.7325 0.0264 3.6% 0.0018 0.2% 34% False False 86
60 0.7656 0.7325 0.0331 4.5% 0.0016 0.2% 27% False False 61
80 0.7656 0.7325 0.0331 4.5% 0.0014 0.2% 27% False False 48
100 0.7656 0.7325 0.0331 4.5% 0.0013 0.2% 27% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7560
1.618 0.7519
1.000 0.7494
0.618 0.7478
HIGH 0.7453
0.618 0.7437
0.500 0.7433
0.382 0.7428
LOW 0.7412
0.618 0.7387
1.000 0.7371
1.618 0.7346
2.618 0.7305
4.250 0.7238
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 0.7433 0.7440
PP 0.7426 0.7431
S1 0.7420 0.7422

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

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