CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 0.7415 0.7400 -0.0015 -0.2% 0.7445
High 0.7415 0.7409 -0.0007 -0.1% 0.7445
Low 0.7400 0.7389 -0.0011 -0.1% 0.7389
Close 0.7400 0.7402 0.0003 0.0% 0.7402
Range 0.0016 0.0020 0.0004 25.8% 0.0056
ATR 0.0023 0.0022 0.0000 -1.0% 0.0000
Volume 63 35 -28 -44.4% 102
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7458 0.7450 0.7413
R3 0.7439 0.7430 0.7407
R2 0.7419 0.7419 0.7406
R1 0.7411 0.7411 0.7404 0.7415
PP 0.7400 0.7400 0.7400 0.7402
S1 0.7391 0.7391 0.7400 0.7396
S2 0.7380 0.7380 0.7398
S3 0.7361 0.7372 0.7397
S4 0.7341 0.7352 0.7391
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7547 0.7433
R3 0.7524 0.7491 0.7417
R2 0.7468 0.7468 0.7412
R1 0.7435 0.7435 0.7407 0.7424
PP 0.7412 0.7412 0.7412 0.7406
S1 0.7379 0.7379 0.7397 0.7368
S2 0.7356 0.7356 0.7392
S3 0.7300 0.7323 0.7387
S4 0.7244 0.7267 0.7371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7445 0.7389 0.0056 0.8% 0.0007 0.1% 23% False True 20
10 0.7503 0.7389 0.0114 1.5% 0.0009 0.1% 11% False True 12
20 0.7626 0.7389 0.0237 3.2% 0.0010 0.1% 5% False True 8
40 0.7656 0.7389 0.0267 3.6% 0.0010 0.1% 5% False True 8
60 0.7656 0.7369 0.0287 3.9% 0.0011 0.1% 12% False False 9
80 0.7656 0.7361 0.0295 4.0% 0.0010 0.1% 14% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7460
1.618 0.7440
1.000 0.7428
0.618 0.7421
HIGH 0.7409
0.618 0.7401
0.500 0.7399
0.382 0.7396
LOW 0.7389
0.618 0.7377
1.000 0.7370
1.618 0.7357
2.618 0.7338
4.250 0.7306
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 0.7401 0.7402
PP 0.7400 0.7402
S1 0.7399 0.7402

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

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