CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 0.7619 0.7607 -0.0013 -0.2% 0.7559
High 0.7656 0.7607 -0.0049 -0.6% 0.7656
Low 0.7619 0.7593 -0.0027 -0.3% 0.7559
Close 0.7653 0.7594 -0.0060 -0.8% 0.7594
Range 0.0037 0.0014 -0.0023 -61.6% 0.0097
ATR 0.0027 0.0029 0.0002 8.9% 0.0000
Volume 43 9 -34 -79.1% 77
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7640 0.7631 0.7601
R3 0.7626 0.7617 0.7597
R2 0.7612 0.7612 0.7596
R1 0.7603 0.7603 0.7595 0.7600
PP 0.7598 0.7598 0.7598 0.7596
S1 0.7589 0.7589 0.7592 0.7586
S2 0.7584 0.7584 0.7591
S3 0.7570 0.7575 0.7590
S4 0.7556 0.7561 0.7586
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7894 0.7841 0.7647
R3 0.7797 0.7744 0.7620
R2 0.7700 0.7700 0.7611
R1 0.7647 0.7647 0.7602 0.7673
PP 0.7603 0.7603 0.7603 0.7616
S1 0.7550 0.7550 0.7585 0.7576
S2 0.7506 0.7506 0.7576
S3 0.7409 0.7453 0.7567
S4 0.7312 0.7356 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7656 0.7559 0.0097 1.3% 0.0015 0.2% 36% False False 15
10 0.7656 0.7516 0.0140 1.8% 0.0010 0.1% 56% False False 8
20 0.7656 0.7516 0.0140 1.8% 0.0009 0.1% 56% False False 13
40 0.7656 0.7369 0.0287 3.8% 0.0009 0.1% 78% False False 8
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 79% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7666
2.618 0.7643
1.618 0.7629
1.000 0.7621
0.618 0.7615
HIGH 0.7607
0.618 0.7601
0.500 0.7600
0.382 0.7598
LOW 0.7593
0.618 0.7584
1.000 0.7579
1.618 0.7570
2.618 0.7556
4.250 0.7533
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 0.7600 0.7624
PP 0.7598 0.7614
S1 0.7596 0.7604

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

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