CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	0.7335	0.7377	0.0042	0.6%	0.7387
High	0.7378	0.7385	0.0007	0.1%	0.7388
Low	0.7330	0.7367	0.0037	0.5%	0.7273
Close	0.7377	0.7377	0.0000	0.0%	0.7340
Range	0.0048	0.0018	-0.0030	-62.5%	0.0115
ATR	0.0038	0.0036	-0.0001	-3.7%	0.0000
Volume	133	122	-11	-8.3%	1,593

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7422	0.7387
R3	0.7412	0.7404	0.7382
R2	0.7394	0.7394	0.7380
R1	0.7386	0.7386	0.7379	0.7390
PP	0.7376	0.7376	0.7376	0.7378
S1	0.7368	0.7368	0.7375	0.7372
S2	0.7358	0.7358	0.7374
S3	0.7340	0.7350	0.7372
S4	0.7322	0.7332	0.7367

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	0.7385	0.7273	0.0112	1.5%	0.0040	0.5%	93%	True	False	274
10	0.7471	0.7273	0.0198	2.7%	0.0042	0.6%	53%	False	False	244
20	0.7484	0.7273	0.0211	2.9%	0.0035	0.5%	49%	False	False	224
40	0.7484	0.7273	0.0211	2.9%	0.0026	0.3%	49%	False	False	146
60	0.7626	0.7273	0.0353	4.8%	0.0021	0.3%	30%	False	False	100
80	0.7656	0.7273	0.0383	5.2%	0.0018	0.2%	27%	False	False	78
100	0.7656	0.7273	0.0383	5.2%	0.0017	0.2%	27%	False	False	63
120	0.7656	0.7273	0.0383	5.2%	0.0015	0.2%	27%	False	False	53

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7432
1.618	0.7414
1.000	0.7403
0.618	0.7396
HIGH	0.7385
0.618	0.7378
0.500	0.7376
0.382	0.7373
LOW	0.7367
0.618	0.7355
1.000	0.7349
1.618	0.7337
2.618	0.7319
4.250	0.7290

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	0.7377	0.7365
PP	0.7376	0.7353
S1	0.7376	0.7341

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols