CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 0.7457 0.7457 0.0000 0.0% 0.7385
High 0.7484 0.7483 -0.0002 0.0% 0.7427
Low 0.7455 0.7442 -0.0013 -0.2% 0.7380
Close 0.7458 0.7460 0.0003 0.0% 0.7419
Range 0.0029 0.0041 0.0012 39.7% 0.0047
ATR 0.0027 0.0028 0.0001 3.5% 0.0000
Volume 42 142 100 238.1% 1,161
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7583 0.7562 0.7482
R3 0.7543 0.7522 0.7471
R2 0.7502 0.7502 0.7467
R1 0.7481 0.7481 0.7464 0.7492
PP 0.7462 0.7462 0.7462 0.7467
S1 0.7441 0.7441 0.7456 0.7451
S2 0.7421 0.7421 0.7453
S3 0.7381 0.7400 0.7449
S4 0.7340 0.7360 0.7438
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 0.7484 0.7402 0.0082 1.1% 0.0025 0.3% 71% False False 119
10 0.7484 0.7325 0.0159 2.1% 0.0021 0.3% 85% False False 138
20 0.7484 0.7325 0.0159 2.1% 0.0022 0.3% 85% False False 96
40 0.7626 0.7325 0.0301 4.0% 0.0016 0.2% 45% False False 52
60 0.7656 0.7325 0.0331 4.4% 0.0014 0.2% 41% False False 38
80 0.7656 0.7325 0.0331 4.4% 0.0013 0.2% 41% False False 31
100 0.7656 0.7325 0.0331 4.4% 0.0012 0.2% 41% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7655
2.618 0.7589
1.618 0.7548
1.000 0.7523
0.618 0.7508
HIGH 0.7483
0.618 0.7467
0.500 0.7462
0.382 0.7457
LOW 0.7442
0.618 0.7417
1.000 0.7402
1.618 0.7376
2.618 0.7336
4.250 0.7270
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 0.7462 0.7457
PP 0.7462 0.7455
S1 0.7461 0.7452

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

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