CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 0.7431 0.7407 -0.0024 -0.3% 0.7503
High 0.7431 0.7408 -0.0023 -0.3% 0.7503
Low 0.7431 0.7407 -0.0024 -0.3% 0.7435
Close 0.7431 0.7408 -0.0023 -0.3% 0.7459
Range 0.0000 0.0001 0.0001 0.0068
ATR 0.0023 0.0023 0.0000 0.3% 0.0000
Volume 0 4 4 27
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7411 0.7410 0.7409
R3 0.7410 0.7409 0.7408
R2 0.7409 0.7409 0.7408
R1 0.7408 0.7408 0.7408 0.7409
PP 0.7408 0.7408 0.7408 0.7408
S1 0.7407 0.7407 0.7408 0.7408
S2 0.7407 0.7407 0.7408
S3 0.7406 0.7406 0.7408
S4 0.7405 0.7405 0.7407
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 0.7407 0.0074 1.0% 0.0004 0.0% 1% False True 3
10 0.7509 0.7407 0.0102 1.4% 0.0005 0.1% 1% False True 3
20 0.7626 0.7407 0.0219 2.9% 0.0011 0.1% 0% False True 3
40 0.7656 0.7407 0.0249 3.4% 0.0009 0.1% 0% False True 6
60 0.7656 0.7369 0.0287 3.9% 0.0010 0.1% 14% False False 8
80 0.7656 0.7361 0.0295 4.0% 0.0010 0.1% 16% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7411
1.618 0.7410
1.000 0.7409
0.618 0.7409
HIGH 0.7408
0.618 0.7408
0.500 0.7408
0.382 0.7407
LOW 0.7407
0.618 0.7406
1.000 0.7406
1.618 0.7405
2.618 0.7404
4.250 0.7403
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 0.7408 0.7426
PP 0.7408 0.7420
S1 0.7408 0.7414

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

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