CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.7403 0.7435 0.0032 0.4% 0.7385
High 0.7419 0.7435 0.0016 0.2% 0.7435
Low 0.7403 0.7377 -0.0026 -0.4% 0.7374
Close 0.7419 0.7376 -0.0043 -0.6% 0.7376
Range 0.0016 0.0058 0.0042 262.5% 0.0061
ATR 0.0021 0.0023 0.0003 12.8% 0.0000
Volume 310 19 -291 -93.9% 367
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7570 0.7531 0.7408
R3 0.7512 0.7473 0.7392
R2 0.7454 0.7454 0.7387
R1 0.7415 0.7415 0.7381 0.7405
PP 0.7396 0.7396 0.7396 0.7391
S1 0.7357 0.7357 0.7371 0.7347
S2 0.7338 0.7338 0.7365
S3 0.7280 0.7299 0.7360
S4 0.7222 0.7241 0.7344
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7578 0.7538 0.7410
R3 0.7517 0.7477 0.7393
R2 0.7456 0.7456 0.7387
R1 0.7416 0.7416 0.7382 0.7405
PP 0.7395 0.7395 0.7395 0.7389
S1 0.7355 0.7355 0.7370 0.7344
S2 0.7334 0.7334 0.7365
S3 0.7273 0.7294 0.7359
S4 0.7212 0.7233 0.7342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7435 0.7374 0.0061 0.8% 0.0024 0.3% 4% True False 73
10 0.7435 0.7355 0.0080 1.1% 0.0020 0.3% 26% True False 40
20 0.7503 0.7355 0.0148 2.0% 0.0015 0.2% 14% False False 26
40 0.7656 0.7355 0.0301 4.1% 0.0014 0.2% 7% False False 18
60 0.7656 0.7355 0.0301 4.1% 0.0012 0.2% 7% False False 16
80 0.7656 0.7355 0.0301 4.1% 0.0011 0.2% 7% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7586
1.618 0.7528
1.000 0.7493
0.618 0.7470
HIGH 0.7435
0.618 0.7412
0.500 0.7406
0.382 0.7399
LOW 0.7377
0.618 0.7341
1.000 0.7319
1.618 0.7283
2.618 0.7225
4.250 0.7130
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.7406 0.7406
PP 0.7396 0.7396
S1 0.7386 0.7386

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

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