CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 0.7313 0.7295 -0.0018 -0.2% 0.7441
High 0.7319 0.7313 -0.0006 -0.1% 0.7471
Low 0.7276 0.7273 -0.0003 0.0% 0.7380
Close 0.7291 0.7309 0.0018 0.2% 0.7395
Range 0.0044 0.0040 -0.0004 -8.0% 0.0091
ATR 0.0036 0.0036 0.0000 0.9% 0.0000
Volume 401 496 95 23.7% 1,018
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7418 0.7404 0.7331
R3 0.7378 0.7364 0.7320
R2 0.7338 0.7338 0.7316
R1 0.7324 0.7324 0.7313 0.7331
PP 0.7298 0.7298 0.7298 0.7302
S1 0.7284 0.7284 0.7305 0.7291
S2 0.7258 0.7258 0.7302
S3 0.7218 0.7244 0.7298
S4 0.7178 0.7204 0.7287
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 0.7273 0.0198 2.7% 0.0052 0.7% 18% False True 338
10 0.7471 0.7273 0.0198 2.7% 0.0040 0.5% 18% False True 326
20 0.7484 0.7273 0.0211 2.9% 0.0031 0.4% 17% False True 236
40 0.7484 0.7273 0.0211 2.9% 0.0023 0.3% 17% False True 135
60 0.7656 0.7273 0.0383 5.2% 0.0020 0.3% 9% False True 93
80 0.7656 0.7273 0.0383 5.2% 0.0017 0.2% 9% False True 72
100 0.7656 0.7273 0.0383 5.2% 0.0015 0.2% 9% False True 58
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7483
2.618 0.7418
1.618 0.7378
1.000 0.7353
0.618 0.7338
HIGH 0.7313
0.618 0.7298
0.500 0.7293
0.382 0.7288
LOW 0.7273
0.618 0.7248
1.000 0.7233
1.618 0.7208
2.618 0.7168
4.250 0.7103
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 0.7304 0.7306
PP 0.7298 0.7304
S1 0.7293 0.7301

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

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