CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 0.7228 0.7250 0.0022 0.3% 0.7310
High 0.7256 0.7250 -0.0006 -0.1% 0.7333
Low 0.7226 0.7217 -0.0009 -0.1% 0.7222
Close 0.7252 0.7230 -0.0022 -0.3% 0.7222
Range 0.0030 0.0033 0.0003 10.0% 0.0111
ATR 0.0036 0.0036 0.0000 -0.3% 0.0000
Volume 296 148 -148 -50.0% 1,811
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7331 0.7313 0.7248
R3 0.7298 0.7280 0.7239
R2 0.7265 0.7265 0.7236
R1 0.7247 0.7247 0.7233 0.7240
PP 0.7232 0.7232 0.7232 0.7228
S1 0.7214 0.7214 0.7226 0.7207
S2 0.7199 0.7199 0.7223
S3 0.7166 0.7181 0.7220
S4 0.7133 0.7148 0.7211
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7592 0.7518 0.7283
R3 0.7481 0.7407 0.7253
R2 0.7370 0.7370 0.7242
R1 0.7296 0.7296 0.7232 0.7278
PP 0.7259 0.7259 0.7259 0.7250
S1 0.7185 0.7185 0.7212 0.7167
S2 0.7148 0.7148 0.7202
S3 0.7037 0.7074 0.7191
S4 0.6926 0.6963 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7299 0.7217 0.0082 1.1% 0.0034 0.5% 15% False True 354
10 0.7359 0.7217 0.0142 2.0% 0.0035 0.5% 9% False True 316
20 0.7385 0.7217 0.0168 2.3% 0.0036 0.5% 7% False True 307
40 0.7484 0.7217 0.0267 3.7% 0.0032 0.4% 5% False True 251
60 0.7484 0.7217 0.0267 3.7% 0.0027 0.4% 5% False True 177
80 0.7656 0.7217 0.0439 6.1% 0.0023 0.3% 3% False True 135
100 0.7656 0.7217 0.0439 6.1% 0.0020 0.3% 3% False True 110
120 0.7656 0.7217 0.0439 6.1% 0.0018 0.3% 3% False True 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7390
2.618 0.7336
1.618 0.7303
1.000 0.7283
0.618 0.7270
HIGH 0.7250
0.618 0.7237
0.500 0.7234
0.382 0.7230
LOW 0.7217
0.618 0.7197
1.000 0.7184
1.618 0.7164
2.618 0.7131
4.250 0.7077
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 0.7234 0.7241
PP 0.7232 0.7237
S1 0.7231 0.7233

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

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