CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 0.7624 0.7630 0.0007 0.1% 0.7505
High 0.7624 0.7630 0.0007 0.1% 0.7611
Low 0.7624 0.7630 0.0007 0.1% 0.7504
Close 0.7624 0.7630 0.0007 0.1% 0.7613
Range
ATR 0.0027 0.0026 -0.0001 -5.4% 0.0000
Volume 4 0 -4 -100.0% 19
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7630 0.7630 0.7630
R3 0.7630 0.7630 0.7630
R2 0.7630 0.7630 0.7630
R1 0.7630 0.7630 0.7630 0.7630
PP 0.7630 0.7630 0.7630 0.7630
S1 0.7630 0.7630 0.7630 0.7630
S2 0.7630 0.7630 0.7630
S3 0.7630 0.7630 0.7630
S4 0.7630 0.7630 0.7630
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 0.7630 0.7571 0.0059 0.8% 0.0012 0.2% 100% True False 37
10 0.7630 0.7502 0.0128 1.7% 0.0012 0.2% 100% True False 20
20 0.7630 0.7369 0.0261 3.4% 0.0011 0.1% 100% True False 11
40 0.7630 0.7361 0.0270 3.5% 0.0010 0.1% 100% True False 8
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.7630
2.618 0.7630
1.618 0.7630
1.000 0.7630
0.618 0.7630
HIGH 0.7630
0.618 0.7630
0.500 0.7630
0.382 0.7630
LOW 0.7630
0.618 0.7630
1.000 0.7630
1.618 0.7630
2.618 0.7630
4.250 0.7630
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 0.7630 0.7620
PP 0.7630 0.7610
S1 0.7630 0.7601

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

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