CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 0.7591 0.7616 0.0025 0.3% 0.7559
High 0.7609 0.7616 0.0007 0.1% 0.7656
Low 0.7591 0.7613 0.0023 0.3% 0.7559
Close 0.7609 0.7614 0.0005 0.1% 0.7594
Range 0.0019 0.0003 -0.0016 -86.5% 0.0097
ATR 0.0029 0.0027 -0.0002 -5.5% 0.0000
Volume 2 4 2 100.0% 77
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7622 0.7620 0.7615
R3 0.7619 0.7618 0.7615
R2 0.7617 0.7617 0.7614
R1 0.7615 0.7615 0.7614 0.7615
PP 0.7614 0.7614 0.7614 0.7614
S1 0.7613 0.7613 0.7614 0.7612
S2 0.7612 0.7612 0.7614
S3 0.7609 0.7610 0.7613
S4 0.7607 0.7608 0.7613
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 0.7591 0.0065 0.9% 0.0018 0.2% 36% False False 14
10 0.7656 0.7516 0.0140 1.8% 0.0012 0.2% 70% False False 8
20 0.7656 0.7516 0.0140 1.8% 0.0009 0.1% 70% False False 13
40 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 86% False False 8
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 86% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7626
2.618 0.7622
1.618 0.7620
1.000 0.7618
0.618 0.7617
HIGH 0.7616
0.618 0.7615
0.500 0.7614
0.382 0.7614
LOW 0.7613
0.618 0.7611
1.000 0.7611
1.618 0.7609
2.618 0.7606
4.250 0.7602
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 0.7614 0.7610
PP 0.7614 0.7607
S1 0.7614 0.7603

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

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