CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 0.7430 0.7435 0.0005 0.1% 0.7441
High 0.7440 0.7471 0.0031 0.4% 0.7471
Low 0.7418 0.7380 -0.0038 -0.5% 0.7380
Close 0.7425 0.7395 -0.0030 -0.4% 0.7395
Range 0.0023 0.0091 0.0068 302.2% 0.0091
ATR 0.0028 0.0033 0.0004 15.6% 0.0000
Volume 129 318 189 146.5% 1,018
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7687 0.7631 0.7444
R3 0.7596 0.7541 0.7419
R2 0.7506 0.7506 0.7411
R1 0.7450 0.7450 0.7403 0.7433
PP 0.7415 0.7415 0.7415 0.7406
S1 0.7360 0.7360 0.7386 0.7342
S2 0.7325 0.7325 0.7378
S3 0.7234 0.7269 0.7370
S4 0.7144 0.7179 0.7345
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7687 0.7631 0.7444
R3 0.7596 0.7541 0.7419
R2 0.7506 0.7506 0.7411
R1 0.7450 0.7450 0.7403 0.7433
PP 0.7415 0.7415 0.7415 0.7406
S1 0.7360 0.7360 0.7386 0.7342
S2 0.7325 0.7325 0.7378
S3 0.7234 0.7269 0.7370
S4 0.7144 0.7179 0.7345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7380 0.0091 1.2% 0.0038 0.5% 16% True True 203
10 0.7484 0.7380 0.0104 1.4% 0.0035 0.5% 14% False True 216
20 0.7484 0.7325 0.0159 2.2% 0.0028 0.4% 44% False False 176
40 0.7503 0.7325 0.0178 2.4% 0.0020 0.3% 39% False False 101
60 0.7656 0.7325 0.0331 4.5% 0.0018 0.2% 21% False False 71
80 0.7656 0.7325 0.0331 4.5% 0.0015 0.2% 21% False False 55
100 0.7656 0.7325 0.0331 4.5% 0.0014 0.2% 21% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7707
1.618 0.7617
1.000 0.7561
0.618 0.7526
HIGH 0.7471
0.618 0.7436
0.500 0.7425
0.382 0.7415
LOW 0.7380
0.618 0.7324
1.000 0.7290
1.618 0.7234
2.618 0.7143
4.250 0.6995
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 0.7425 0.7425
PP 0.7415 0.7415
S1 0.7405 0.7405

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

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