CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 0.7436 0.7439 0.0003 0.0% 0.7460
High 0.7456 0.7439 -0.0017 -0.2% 0.7462
Low 0.7430 0.7439 0.0010 0.1% 0.7430
Close 0.7436 0.7439 0.0003 0.0% 0.7436
Range 0.0026 0.0000 -0.0026 -100.0% 0.0032
ATR 0.0028 0.0026 -0.0002 -6.4% 0.0000
Volume
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 0.7439 0.7439 0.7439
R3 0.7439 0.7439 0.7439
R2 0.7439 0.7439 0.7439
R1 0.7439 0.7439 0.7439 0.7439
PP 0.7439 0.7439 0.7439 0.7439
S1 0.7439 0.7439 0.7439 0.7439
S2 0.7439 0.7439 0.7439
S3 0.7439 0.7439 0.7439
S4 0.7439 0.7439 0.7439
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7538 0.7519 0.7454
R3 0.7506 0.7487 0.7445
R2 0.7474 0.7474 0.7442
R1 0.7455 0.7455 0.7439 0.7449
PP 0.7442 0.7442 0.7442 0.7439
S1 0.7423 0.7423 0.7433 0.7417
S2 0.7410 0.7410 0.7430
S3 0.7378 0.7391 0.7427
S4 0.7346 0.7359 0.7418
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7462 0.7430 0.0032 0.4% 0.0005 0.1% 30% False False
10 0.7511 0.7411 0.0101 1.4% 0.0007 0.1% 28% False False
20 0.7519 0.7361 0.0158 2.1% 0.0010 0.1% 50% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7439
1.618 0.7439
1.000 0.7439
0.618 0.7439
HIGH 0.7439
0.618 0.7439
0.500 0.7439
0.382 0.7439
LOW 0.7439
0.618 0.7439
1.000 0.7439
1.618 0.7439
2.618 0.7439
4.250 0.7439
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 0.7439 0.7443
PP 0.7439 0.7441
S1 0.7439 0.7440

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

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