CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 0.7387 0.7328 -0.0059 -0.8% 0.7441
High 0.7388 0.7329 -0.0059 -0.8% 0.7471
Low 0.7330 0.7300 -0.0030 -0.4% 0.7380
Close 0.7333 0.7313 -0.0021 -0.3% 0.7395
Range 0.0058 0.0029 -0.0029 -50.0% 0.0091
ATR 0.0035 0.0035 0.0000 -0.4% 0.0000
Volume 251 224 -27 -10.8% 1,018
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7401 0.7386 0.7328
R3 0.7372 0.7357 0.7320
R2 0.7343 0.7343 0.7318
R1 0.7328 0.7328 0.7315 0.7321
PP 0.7314 0.7314 0.7314 0.7310
S1 0.7299 0.7299 0.7310 0.7292
S2 0.7285 0.7285 0.7307
S3 0.7256 0.7270 0.7305
S4 0.7227 0.7241 0.7297
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7687 0.7631 0.7444
R3 0.7596 0.7541 0.7419
R2 0.7506 0.7506 0.7411
R1 0.7450 0.7450 0.7403 0.7433
PP 0.7415 0.7415 0.7415 0.7406
S1 0.7360 0.7360 0.7386 0.7342
S2 0.7325 0.7325 0.7378
S3 0.7234 0.7269 0.7370
S4 0.7144 0.7179 0.7345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7300 0.0171 2.3% 0.0044 0.6% 7% False True 214
10 0.7483 0.7300 0.0183 2.5% 0.0038 0.5% 7% False True 259
20 0.7484 0.7300 0.0184 2.5% 0.0029 0.4% 7% False True 195
40 0.7484 0.7300 0.0184 2.5% 0.0022 0.3% 7% False True 113
60 0.7656 0.7300 0.0356 4.9% 0.0019 0.3% 4% False True 78
80 0.7656 0.7300 0.0356 4.9% 0.0016 0.2% 4% False True 61
100 0.7656 0.7300 0.0356 4.9% 0.0015 0.2% 4% False True 49
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7452
2.618 0.7405
1.618 0.7376
1.000 0.7358
0.618 0.7347
HIGH 0.7329
0.618 0.7318
0.500 0.7315
0.382 0.7311
LOW 0.7300
0.618 0.7282
1.000 0.7271
1.618 0.7253
2.618 0.7224
4.250 0.7177
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 0.7315 0.7385
PP 0.7314 0.7361
S1 0.7313 0.7337

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

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