CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 0.7385 0.7380 -0.0005 -0.1% 0.7350
High 0.7390 0.7401 0.0011 0.1% 0.7368
Low 0.7385 0.7380 -0.0005 -0.1% 0.7325
Close 0.7385 0.7399 0.0014 0.2% 0.7351
Range 0.0006 0.0021 0.0015 272.7% 0.0043
ATR 0.0026 0.0025 0.0000 -1.4% 0.0000
Volume 28 661 633 2,260.7% 182
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7455 0.7447 0.7410
R3 0.7434 0.7427 0.7404
R2 0.7414 0.7414 0.7402
R1 0.7406 0.7406 0.7400 0.7410
PP 0.7393 0.7393 0.7393 0.7395
S1 0.7386 0.7386 0.7397 0.7389
S2 0.7373 0.7373 0.7395
S3 0.7352 0.7365 0.7393
S4 0.7332 0.7345 0.7387
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7477 0.7457 0.7375
R3 0.7434 0.7414 0.7363
R2 0.7391 0.7391 0.7359
R1 0.7371 0.7371 0.7355 0.7381
PP 0.7348 0.7348 0.7348 0.7353
S1 0.7328 0.7328 0.7347 0.7338
S2 0.7305 0.7305 0.7343
S3 0.7262 0.7285 0.7339
S4 0.7219 0.7242 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7325 0.0076 1.0% 0.0016 0.2% 97% True False 160
10 0.7435 0.7325 0.0110 1.5% 0.0021 0.3% 67% False False 121
20 0.7435 0.7325 0.0110 1.5% 0.0017 0.2% 67% False False 69
40 0.7626 0.7325 0.0301 4.1% 0.0014 0.2% 24% False False 38
60 0.7656 0.7325 0.0331 4.5% 0.0013 0.2% 22% False False 30
80 0.7656 0.7325 0.0331 4.5% 0.0012 0.2% 22% False False 23
100 0.7656 0.7325 0.0331 4.5% 0.0011 0.2% 22% False False 19
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7454
1.618 0.7434
1.000 0.7421
0.618 0.7413
HIGH 0.7401
0.618 0.7393
0.500 0.7390
0.382 0.7388
LOW 0.7380
0.618 0.7367
1.000 0.7360
1.618 0.7347
2.618 0.7326
4.250 0.7293
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 0.7396 0.7391
PP 0.7393 0.7383
S1 0.7390 0.7376

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

View Archives - Comment on this page... - Back to Index of Symbols