CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 0.7479 0.7470 -0.0009 -0.1% 0.7392
High 0.7481 0.7492 0.0011 0.1% 0.7490
Low 0.7474 0.7470 -0.0004 -0.1% 0.7392
Close 0.7474 0.7492 0.0018 0.2% 0.7481
Range 0.0007 0.0022 0.0015 214.3% 0.0098
ATR 0.0025 0.0024 0.0000 -0.8% 0.0000
Volume 7 2 -5 -71.4% 1
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7551 0.7543 0.7504
R3 0.7529 0.7521 0.7498
R2 0.7507 0.7507 0.7496
R1 0.7499 0.7499 0.7494 0.7503
PP 0.7485 0.7485 0.7485 0.7487
S1 0.7477 0.7477 0.7490 0.7481
S2 0.7463 0.7463 0.7488
S3 0.7441 0.7455 0.7486
S4 0.7419 0.7433 0.7480
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7747 0.7711 0.7535
R3 0.7649 0.7614 0.7508
R2 0.7552 0.7552 0.7499
R1 0.7516 0.7516 0.7490 0.7534
PP 0.7454 0.7454 0.7454 0.7463
S1 0.7419 0.7419 0.7472 0.7437
S2 0.7357 0.7357 0.7463
S3 0.7259 0.7321 0.7454
S4 0.7162 0.7224 0.7427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7401 0.0091 1.2% 0.0010 0.1% 100% True False 2
10 0.7492 0.7369 0.0123 1.6% 0.0010 0.1% 100% True False 4
20 0.7511 0.7369 0.0142 1.9% 0.0009 0.1% 87% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7550
1.618 0.7528
1.000 0.7514
0.618 0.7506
HIGH 0.7492
0.618 0.7484
0.500 0.7481
0.382 0.7478
LOW 0.7470
0.618 0.7456
1.000 0.7448
1.618 0.7434
2.618 0.7412
4.250 0.7377
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 0.7488 0.7488
PP 0.7485 0.7485
S1 0.7481 0.7481

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

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