CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 0.7425 0.7420 -0.0005 -0.1% 0.7385
High 0.7425 0.7440 0.0016 0.2% 0.7427
Low 0.7402 0.7420 0.0018 0.2% 0.7380
Close 0.7419 0.7432 0.0013 0.2% 0.7419
Range 0.0023 0.0020 -0.0003 -11.1% 0.0047
ATR 0.0025 0.0025 0.0000 -1.1% 0.0000
Volume 173 9 -164 -94.8% 1,161
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7491 0.7481 0.7443
R3 0.7471 0.7461 0.7437
R2 0.7451 0.7451 0.7435
R1 0.7441 0.7441 0.7433 0.7446
PP 0.7431 0.7431 0.7431 0.7433
S1 0.7421 0.7421 0.7430 0.7426
S2 0.7411 0.7411 0.7428
S3 0.7391 0.7401 0.7426
S4 0.7371 0.7381 0.7421
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7548 0.7530 0.7444
R3 0.7501 0.7483 0.7431
R2 0.7455 0.7455 0.7427
R1 0.7437 0.7437 0.7423 0.7446
PP 0.7408 0.7408 0.7408 0.7413
S1 0.7390 0.7390 0.7414 0.7399
S2 0.7362 0.7362 0.7410
S3 0.7315 0.7344 0.7406
S4 0.7269 0.7297 0.7393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7440 0.7380 0.0060 0.8% 0.0020 0.3% 86% True False 228
10 0.7440 0.7325 0.0115 1.5% 0.0018 0.2% 93% True False 135
20 0.7440 0.7325 0.0115 1.5% 0.0019 0.3% 93% True False 87
40 0.7626 0.7325 0.0301 4.0% 0.0015 0.2% 35% False False 48
60 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 32% False False 35
80 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 32% False False 29
100 0.7656 0.7325 0.0331 4.4% 0.0012 0.2% 32% False False 24
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7492
1.618 0.7472
1.000 0.7460
0.618 0.7452
HIGH 0.7440
0.618 0.7432
0.500 0.7430
0.382 0.7428
LOW 0.7420
0.618 0.7408
1.000 0.7400
1.618 0.7388
2.618 0.7368
4.250 0.7335
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 0.7431 0.7428
PP 0.7431 0.7425
S1 0.7430 0.7421

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

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