CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 25-Aug-2023
Day Change Summary
Previous Current
24-Aug-2023 25-Aug-2023 Change Change % Previous Week
Open 0.7387 0.7377 -0.0011 -0.1% 0.7399
High 0.7389 0.7391 0.0002 0.0% 0.7416
Low 0.7387 0.7355 -0.0032 -0.4% 0.7355
Close 0.7389 0.7378 -0.0011 -0.1% 0.7378
Range 0.0002 0.0036 0.0034 1,675.0% 0.0061
ATR 0.0021 0.0022 0.0001 4.8% 0.0000
Volume 1 13 12 1,200.0% 40
Daily Pivots for day following 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7481 0.7465 0.7398
R3 0.7446 0.7430 0.7388
R2 0.7410 0.7410 0.7385
R1 0.7394 0.7394 0.7381 0.7402
PP 0.7375 0.7375 0.7375 0.7379
S1 0.7359 0.7359 0.7375 0.7367
S2 0.7339 0.7339 0.7371
S3 0.7304 0.7323 0.7368
S4 0.7268 0.7288 0.7358
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7566 0.7533 0.7412
R3 0.7505 0.7472 0.7395
R2 0.7444 0.7444 0.7389
R1 0.7411 0.7411 0.7384 0.7397
PP 0.7383 0.7383 0.7383 0.7376
S1 0.7350 0.7350 0.7372 0.7336
S2 0.7322 0.7322 0.7367
S3 0.7261 0.7289 0.7361
S4 0.7200 0.7228 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7355 0.0061 0.8% 0.0017 0.2% 38% False True 8
10 0.7445 0.7355 0.0090 1.2% 0.0012 0.2% 26% False True 14
20 0.7626 0.7355 0.0271 3.7% 0.0011 0.2% 9% False True 8
40 0.7656 0.7355 0.0301 4.1% 0.0012 0.2% 8% False True 9
60 0.7656 0.7355 0.0301 4.1% 0.0011 0.2% 8% False True 10
80 0.7656 0.7355 0.0301 4.1% 0.0010 0.1% 8% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7483
1.618 0.7448
1.000 0.7426
0.618 0.7412
HIGH 0.7391
0.618 0.7377
0.500 0.7373
0.382 0.7369
LOW 0.7355
0.618 0.7333
1.000 0.7320
1.618 0.7298
2.618 0.7262
4.250 0.7204
Fisher Pivots for day following 25-Aug-2023
Pivot 1 day 3 day
R1 0.7376 0.7386
PP 0.7375 0.7383
S1 0.7373 0.7381

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

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