CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 0.7454 0.7462 0.0008 0.1% 0.7519
High 0.7454 0.7462 0.0008 0.1% 0.7519
Low 0.7454 0.7462 0.0008 0.1% 0.7411
Close 0.7454 0.7462 0.0008 0.1% 0.7411
Range
ATR 0.0029 0.0028 -0.0002 -5.2% 0.0000
Volume
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 0.7462 0.7462 0.7462
R3 0.7462 0.7462 0.7462
R2 0.7462 0.7462 0.7462
R1 0.7462 0.7462 0.7462 0.7462
PP 0.7462 0.7462 0.7462 0.7462
S1 0.7462 0.7462 0.7462 0.7462
S2 0.7462 0.7462 0.7462
S3 0.7462 0.7462 0.7462
S4 0.7462 0.7462 0.7462
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 0.7462 0.7411 0.0051 0.7% 0.0008 0.1% 100% True False
10 0.7519 0.7411 0.0108 1.4% 0.0005 0.1% 47% False False 6
20 0.7519 0.7361 0.0158 2.1% 0.0009 0.1% 64% False False 4
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7462
1.618 0.7462
1.000 0.7462
0.618 0.7462
HIGH 0.7462
0.618 0.7462
0.500 0.7462
0.382 0.7462
LOW 0.7462
0.618 0.7462
1.000 0.7462
1.618 0.7462
2.618 0.7462
4.250 0.7462
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 0.7462 0.7460
PP 0.7462 0.7459
S1 0.7462 0.7458

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

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