CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 0.7457 0.7445 -0.0012 -0.2% 0.7503
High 0.7466 0.7445 -0.0021 -0.3% 0.7503
Low 0.7454 0.7445 -0.0009 -0.1% 0.7435
Close 0.7459 0.7445 -0.0014 -0.2% 0.7459
Range 0.0012 0.0000 -0.0012 -100.0% 0.0068
ATR 0.0024 0.0024 -0.0001 -3.2% 0.0000
Volume 7 0 -7 -100.0% 27
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7445 0.7445 0.7445
R3 0.7445 0.7445 0.7445
R2 0.7445 0.7445 0.7445
R1 0.7445 0.7445 0.7445 0.7445
PP 0.7445 0.7445 0.7445 0.7445
S1 0.7445 0.7445 0.7445 0.7445
S2 0.7445 0.7445 0.7445
S3 0.7445 0.7445 0.7445
S4 0.7445 0.7445 0.7445
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7668 0.7631 0.7496
R3 0.7600 0.7563 0.7477
R2 0.7533 0.7533 0.7471
R1 0.7496 0.7496 0.7465 0.7481
PP 0.7465 0.7465 0.7465 0.7458
S1 0.7428 0.7428 0.7452 0.7413
S2 0.7398 0.7398 0.7446
S3 0.7330 0.7361 0.7440
S4 0.7263 0.7293 0.7421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7481 0.7435 0.0046 0.6% 0.0011 0.2% 22% False False 5
10 0.7589 0.7435 0.0154 2.1% 0.0010 0.1% 7% False False 2
20 0.7626 0.7435 0.0191 2.6% 0.0012 0.2% 5% False False 8
40 0.7656 0.7435 0.0221 3.0% 0.0011 0.1% 5% False False 10
60 0.7656 0.7369 0.0287 3.8% 0.0010 0.1% 27% False False 8
80 0.7656 0.7361 0.0295 4.0% 0.0010 0.1% 29% 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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7445
1.618 0.7445
1.000 0.7445
0.618 0.7445
HIGH 0.7445
0.618 0.7445
0.500 0.7445
0.382 0.7445
LOW 0.7445
0.618 0.7445
1.000 0.7445
1.618 0.7445
2.618 0.7445
4.250 0.7445
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 0.7445 0.7463
PP 0.7445 0.7457
S1 0.7445 0.7451

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

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