CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 0.7377 0.7385 0.0008 0.1% 0.7399
High 0.7391 0.7385 -0.0006 -0.1% 0.7416
Low 0.7355 0.7374 0.0019 0.3% 0.7355
Close 0.7378 0.7374 -0.0005 -0.1% 0.7378
Range 0.0036 0.0011 -0.0025 -69.0% 0.0061
ATR 0.0022 0.0021 -0.0001 -3.6% 0.0000
Volume 13 23 10 76.9% 40
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7410 0.7403 0.7380
R3 0.7399 0.7392 0.7377
R2 0.7388 0.7388 0.7376
R1 0.7381 0.7381 0.7375 0.7379
PP 0.7377 0.7377 0.7377 0.7376
S1 0.7370 0.7370 0.7372 0.7368
S2 0.7366 0.7366 0.7371
S3 0.7355 0.7359 0.7370
S4 0.7344 0.7348 0.7367
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% 30% False False 11
10 0.7431 0.7355 0.0076 1.0% 0.0013 0.2% 24% False False 16
20 0.7589 0.7355 0.0234 3.2% 0.0011 0.2% 8% False False 9
40 0.7656 0.7355 0.0301 4.1% 0.0012 0.2% 6% False False 10
60 0.7656 0.7355 0.0301 4.1% 0.0011 0.2% 6% False False 10
80 0.7656 0.7355 0.0301 4.1% 0.0010 0.1% 6% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7413
1.618 0.7402
1.000 0.7396
0.618 0.7391
HIGH 0.7385
0.618 0.7380
0.500 0.7379
0.382 0.7378
LOW 0.7374
0.618 0.7367
1.000 0.7363
1.618 0.7356
2.618 0.7345
4.250 0.7327
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 0.7379 0.7373
PP 0.7377 0.7373
S1 0.7375 0.7373

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

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