CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.7445 0.7431 -0.0014 -0.2% 0.7503
High 0.7445 0.7431 -0.0014 -0.2% 0.7503
Low 0.7445 0.7431 -0.0014 -0.2% 0.7435
Close 0.7445 0.7431 -0.0014 -0.2% 0.7459
Range
ATR 0.0024 0.0023 -0.0001 -2.9% 0.0000
Volume
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7431 0.7431 0.7431
R3 0.7431 0.7431 0.7431
R2 0.7431 0.7431 0.7431
R1 0.7431 0.7431 0.7431 0.7431
PP 0.7431 0.7431 0.7431 0.7431
S1 0.7431 0.7431 0.7431 0.7431
S2 0.7431 0.7431 0.7431
S3 0.7431 0.7431 0.7431
S4 0.7431 0.7431 0.7431
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 0.7431 0.0050 0.7% 0.0004 0.0% 0% False True 2
10 0.7514 0.7431 0.0083 1.1% 0.0005 0.1% 0% False True 2
20 0.7626 0.7431 0.0195 2.6% 0.0011 0.2% 0% False True 7
40 0.7656 0.7431 0.0225 3.0% 0.0010 0.1% 0% False True 10
60 0.7656 0.7369 0.0287 3.9% 0.0010 0.1% 22% False False 8
80 0.7656 0.7361 0.0295 4.0% 0.0010 0.1% 24% False False 7
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7431
1.618 0.7431
1.000 0.7431
0.618 0.7431
HIGH 0.7431
0.618 0.7431
0.500 0.7431
0.382 0.7431
LOW 0.7431
0.618 0.7431
1.000 0.7431
1.618 0.7431
2.618 0.7431
4.250 0.7431
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.7431 0.7448
PP 0.7431 0.7443
S1 0.7431 0.7437

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

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