CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 0.7436 0.7441 0.0005 0.1% 0.7420
High 0.7467 0.7449 -0.0018 -0.2% 0.7484
Low 0.7432 0.7433 0.0002 0.0% 0.7418
Close 0.7439 0.7442 0.0004 0.0% 0.7439
Range 0.0036 0.0016 -0.0020 -54.9% 0.0067
ATR 0.0030 0.0029 -0.0001 -3.3% 0.0000
Volume 874 281 -593 -67.8% 1,149
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7489 0.7482 0.7451
R3 0.7473 0.7466 0.7446
R2 0.7457 0.7457 0.7445
R1 0.7450 0.7450 0.7443 0.7454
PP 0.7441 0.7441 0.7441 0.7443
S1 0.7434 0.7434 0.7441 0.7438
S2 0.7425 0.7425 0.7439
S3 0.7409 0.7418 0.7438
S4 0.7393 0.7402 0.7433
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7646 0.7609 0.7475
R3 0.7580 0.7542 0.7457
R2 0.7513 0.7513 0.7451
R1 0.7476 0.7476 0.7445 0.7495
PP 0.7447 0.7447 0.7447 0.7456
S1 0.7409 0.7409 0.7432 0.7428
S2 0.7380 0.7380 0.7426
S3 0.7314 0.7343 0.7420
S4 0.7247 0.7276 0.7402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7418 0.0067 0.9% 0.0030 0.4% 37% False False 284
10 0.7484 0.7380 0.0104 1.4% 0.0025 0.3% 60% False False 256
20 0.7484 0.7325 0.0159 2.1% 0.0022 0.3% 74% False False 157
40 0.7626 0.7325 0.0301 4.0% 0.0017 0.2% 39% False False 82
60 0.7656 0.7325 0.0331 4.4% 0.0015 0.2% 35% False False 58
80 0.7656 0.7325 0.0331 4.4% 0.0014 0.2% 35% False False 46
100 0.7656 0.7325 0.0331 4.4% 0.0012 0.2% 35% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7491
1.618 0.7475
1.000 0.7465
0.618 0.7459
HIGH 0.7449
0.618 0.7443
0.500 0.7441
0.382 0.7439
LOW 0.7433
0.618 0.7423
1.000 0.7417
1.618 0.7407
2.618 0.7391
4.250 0.7365
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 0.7442 0.7442
PP 0.7441 0.7442
S1 0.7441 0.7442

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

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