CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 09-Oct-2023
Day Change Summary
Previous Current
06-Oct-2023 09-Oct-2023 Change Change % Previous Week
Open 0.7312 0.7335 0.0023 0.3% 0.7387
High 0.7346 0.7378 0.0032 0.4% 0.7388
Low 0.7298 0.7330 0.0032 0.4% 0.7273
Close 0.7340 0.7377 0.0037 0.5% 0.7340
Range 0.0048 0.0048 0.0000 0.0% 0.0115
ATR 0.0037 0.0038 0.0001 2.2% 0.0000
Volume 221 133 -88 -39.8% 1,593
Daily Pivots for day following 09-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7506 0.7489 0.7403
R3 0.7458 0.7441 0.7390
R2 0.7410 0.7410 0.7386
R1 0.7393 0.7393 0.7381 0.7402
PP 0.7362 0.7362 0.7362 0.7366
S1 0.7345 0.7345 0.7373 0.7354
S2 0.7314 0.7314 0.7368
S3 0.7266 0.7297 0.7364
S4 0.7218 0.7249 0.7351
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7679 0.7624 0.7403
R3 0.7564 0.7509 0.7372
R2 0.7449 0.7449 0.7361
R1 0.7394 0.7394 0.7351 0.7364
PP 0.7334 0.7334 0.7334 0.7319
S1 0.7279 0.7279 0.7329 0.7249
S2 0.7219 0.7219 0.7319
S3 0.7104 0.7164 0.7308
S4 0.6989 0.7049 0.7277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7378 0.7273 0.0105 1.4% 0.0042 0.6% 99% True False 295
10 0.7471 0.7273 0.0198 2.7% 0.0044 0.6% 53% False False 246
20 0.7484 0.7273 0.0211 2.9% 0.0035 0.5% 49% False False 251
40 0.7484 0.7273 0.0211 2.9% 0.0025 0.3% 49% False False 143
60 0.7626 0.7273 0.0353 4.8% 0.0021 0.3% 30% False False 98
80 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 27% False False 77
100 0.7656 0.7273 0.0383 5.2% 0.0016 0.2% 27% False False 62
120 0.7656 0.7273 0.0383 5.2% 0.0015 0.2% 27% False False 52
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7504
1.618 0.7456
1.000 0.7426
0.618 0.7408
HIGH 0.7378
0.618 0.7360
0.500 0.7354
0.382 0.7348
LOW 0.7330
0.618 0.7300
1.000 0.7282
1.618 0.7252
2.618 0.7204
4.250 0.7126
Fisher Pivots for day following 09-Oct-2023
Pivot 1 day 3 day
R1 0.7369 0.7360
PP 0.7362 0.7343
S1 0.7354 0.7326

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

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