CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 0.7432 0.7377 -0.0055 -0.7% 0.7426
High 0.7432 0.7377 -0.0055 -0.7% 0.7428
Low 0.7424 0.7377 -0.0047 -0.6% 0.7361
Close 0.7424 0.7377 -0.0047 -0.6% 0.7428
Range 0.0008 0.0000 -0.0008 -100.0% 0.0067
ATR
Volume 1 1 0 0.0% 20
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 0.7377 0.7377 0.7377
R3 0.7377 0.7377 0.7377
R2 0.7377 0.7377 0.7377
R1 0.7377 0.7377 0.7377 0.7377
PP 0.7377 0.7377 0.7377 0.7377
S1 0.7377 0.7377 0.7377 0.7377
S2 0.7377 0.7377 0.7377
S3 0.7377 0.7377 0.7377
S4 0.7377 0.7377 0.7377
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7606 0.7584 0.7464
R3 0.7539 0.7517 0.7446
R2 0.7472 0.7472 0.7440
R1 0.7450 0.7450 0.7434 0.7461
PP 0.7405 0.7405 0.7405 0.7411
S1 0.7383 0.7383 0.7421 0.7394
S2 0.7338 0.7338 0.7415
S3 0.7271 0.7316 0.7409
S4 0.7204 0.7249 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7432 0.7361 0.0071 1.0% 0.0021 0.3% 23% False False 3
10 0.7482 0.7361 0.0121 1.6% 0.0015 0.2% 13% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7377
1.618 0.7377
1.000 0.7377
0.618 0.7377
HIGH 0.7377
0.618 0.7377
0.500 0.7377
0.382 0.7377
LOW 0.7377
0.618 0.7377
1.000 0.7377
1.618 0.7377
2.618 0.7377
4.250 0.7377
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 0.7377 0.7396
PP 0.7377 0.7390
S1 0.7377 0.7383

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

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