CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 0.7411 0.7460 0.0049 0.7% 0.7519
High 0.7453 0.7460 0.0007 0.1% 0.7519
Low 0.7411 0.7460 0.0049 0.7% 0.7411
Close 0.7411 0.7460 0.0049 0.7% 0.7411
Range 0.0042 0.0000 -0.0042 -100.0% 0.0108
ATR 0.0029 0.0031 0.0001 4.7% 0.0000
Volume
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 0.7460 0.7460 0.7460
R3 0.7460 0.7460 0.7460
R2 0.7460 0.7460 0.7460
R1 0.7460 0.7460 0.7460 0.7460
PP 0.7460 0.7460 0.7460 0.7460
S1 0.7460 0.7460 0.7460 0.7460
S2 0.7460 0.7460 0.7460
S3 0.7460 0.7460 0.7460
S4 0.7460 0.7460 0.7460
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7771 0.7699 0.7470
R3 0.7663 0.7591 0.7440
R2 0.7555 0.7555 0.7430
R1 0.7483 0.7483 0.7420 0.7465
PP 0.7447 0.7447 0.7447 0.7438
S1 0.7375 0.7375 0.7401 0.7357
S2 0.7339 0.7339 0.7391
S3 0.7231 0.7267 0.7381
S4 0.7123 0.7159 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7511 0.7411 0.0101 1.3% 0.0008 0.1% 49% False False
10 0.7519 0.7377 0.0142 1.9% 0.0005 0.1% 58% False False 6
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7460
2.618 0.7460
1.618 0.7460
1.000 0.7460
0.618 0.7460
HIGH 0.7460
0.618 0.7460
0.500 0.7460
0.382 0.7460
LOW 0.7460
0.618 0.7460
1.000 0.7460
1.618 0.7460
2.618 0.7460
4.250 0.7460
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 0.7460 0.7451
PP 0.7460 0.7443
S1 0.7460 0.7435

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

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