CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 0.7470 0.7509 0.0039 0.5% 0.7392
High 0.7492 0.7510 0.0018 0.2% 0.7490
Low 0.7470 0.7499 0.0029 0.4% 0.7392
Close 0.7492 0.7499 0.0007 0.1% 0.7481
Range 0.0022 0.0011 -0.0012 -52.3% 0.0098
ATR 0.0024 0.0024 0.0000 -2.0% 0.0000
Volume 2 5 3 150.0% 1
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7527 0.7505
R3 0.7524 0.7517 0.7502
R2 0.7513 0.7513 0.7501
R1 0.7506 0.7506 0.7500 0.7504
PP 0.7503 0.7503 0.7503 0.7502
S1 0.7496 0.7496 0.7498 0.7494
S2 0.7492 0.7492 0.7497
S3 0.7482 0.7485 0.7496
S4 0.7471 0.7475 0.7493
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 0.7510 0.7470 0.0040 0.5% 0.0012 0.2% 73% True False 3
10 0.7510 0.7369 0.0141 1.9% 0.0011 0.1% 93% True False 3
20 0.7510 0.7369 0.0141 1.9% 0.0009 0.1% 93% True False 2
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7537
1.618 0.7526
1.000 0.7520
0.618 0.7516
HIGH 0.7510
0.618 0.7505
0.500 0.7504
0.382 0.7503
LOW 0.7499
0.618 0.7493
1.000 0.7489
1.618 0.7482
2.618 0.7472
4.250 0.7454
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 0.7504 0.7496
PP 0.7503 0.7493
S1 0.7501 0.7490

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

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