CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 0.7608 0.7624 0.0016 0.2% 0.7505
High 0.7608 0.7624 0.0016 0.2% 0.7611
Low 0.7571 0.7624 0.0053 0.7% 0.7504
Close 0.7583 0.7624 0.0041 0.5% 0.7613
Range 0.0037 0.0000 -0.0037 -100.0% 0.0107
ATR 0.0026 0.0027 0.0001 4.0% 0.0000
Volume 179 4 -175 -97.8% 19
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7624 0.7624 0.7624
R3 0.7624 0.7624 0.7624
R2 0.7624 0.7624 0.7624
R1 0.7624 0.7624 0.7624 0.7624
PP 0.7624 0.7624 0.7624 0.7624
S1 0.7624 0.7624 0.7624 0.7624
S2 0.7624 0.7624 0.7624
S3 0.7624 0.7624 0.7624
S4 0.7624 0.7624 0.7624
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7897 0.7862 0.7671
R3 0.7790 0.7755 0.7642
R2 0.7683 0.7683 0.7632
R1 0.7648 0.7648 0.7622 0.7665
PP 0.7576 0.7576 0.7576 0.7585
S1 0.7541 0.7541 0.7603 0.7558
S2 0.7469 0.7469 0.7593
S3 0.7362 0.7434 0.7583
S4 0.7255 0.7327 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7624 0.7536 0.0088 1.1% 0.0014 0.2% 100% True False 38
10 0.7624 0.7499 0.0125 1.6% 0.0013 0.2% 100% True False 20
20 0.7624 0.7369 0.0255 3.3% 0.0011 0.2% 100% True False 12
40 0.7624 0.7361 0.0263 3.4% 0.0011 0.1% 100% True False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7624
1.618 0.7624
1.000 0.7624
0.618 0.7624
HIGH 0.7624
0.618 0.7624
0.500 0.7624
0.382 0.7624
LOW 0.7624
0.618 0.7624
1.000 0.7624
1.618 0.7624
2.618 0.7624
4.250 0.7624
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 0.7624 0.7615
PP 0.7624 0.7606
S1 0.7624 0.7597

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

View Archives - Comment on this page... - Back to Index of Symbols