CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.7435 0.7350 -0.0085 -1.1% 0.7385
High 0.7435 0.7362 -0.0073 -1.0% 0.7435
Low 0.7377 0.7343 -0.0034 -0.5% 0.7374
Close 0.7376 0.7355 -0.0022 -0.3% 0.7376
Range 0.0058 0.0019 -0.0039 -67.2% 0.0061
ATR 0.0023 0.0024 0.0001 3.1% 0.0000
Volume 19 71 52 273.7% 367
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7410 0.7401 0.7365
R3 0.7391 0.7382 0.7360
R2 0.7372 0.7372 0.7358
R1 0.7363 0.7363 0.7356 0.7368
PP 0.7353 0.7353 0.7353 0.7355
S1 0.7344 0.7344 0.7353 0.7349
S2 0.7334 0.7334 0.7351
S3 0.7315 0.7325 0.7349
S4 0.7296 0.7306 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 0.7343 0.0092 1.3% 0.0025 0.3% 13% False True 83
10 0.7435 0.7343 0.0092 1.3% 0.0021 0.3% 13% False True 47
20 0.7481 0.7343 0.0139 1.9% 0.0016 0.2% 9% False True 30
40 0.7656 0.7343 0.0313 4.3% 0.0014 0.2% 4% False True 20
60 0.7656 0.7343 0.0313 4.3% 0.0012 0.2% 4% False True 17
80 0.7656 0.7343 0.0313 4.3% 0.0012 0.2% 4% False True 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7411
1.618 0.7392
1.000 0.7381
0.618 0.7373
HIGH 0.7362
0.618 0.7354
0.500 0.7352
0.382 0.7350
LOW 0.7343
0.618 0.7331
1.000 0.7324
1.618 0.7312
2.618 0.7293
4.250 0.7262
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.7354 0.7389
PP 0.7353 0.7377
S1 0.7352 0.7366

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

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