CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Oct-2023
Day Change Summary
Previous Current
05-Oct-2023 06-Oct-2023 Change Change % Previous Week
Open 0.7295 0.7312 0.0017 0.2% 0.7387
High 0.7313 0.7346 0.0033 0.5% 0.7388
Low 0.7273 0.7298 0.0025 0.3% 0.7273
Close 0.7309 0.7340 0.0031 0.4% 0.7340
Range 0.0040 0.0048 0.0008 20.0% 0.0115
ATR 0.0036 0.0037 0.0001 2.4% 0.0000
Volume 496 221 -275 -55.4% 1,593
Daily Pivots for day following 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7472 0.7454 0.7366
R3 0.7424 0.7406 0.7353
R2 0.7376 0.7376 0.7349
R1 0.7358 0.7358 0.7344 0.7367
PP 0.7328 0.7328 0.7328 0.7333
S1 0.7310 0.7310 0.7336 0.7319
S2 0.7280 0.7280 0.7331
S3 0.7232 0.7262 0.7327
S4 0.7184 0.7214 0.7314
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7679 0.7624 0.7403
R3 0.7564 0.7509 0.7372
R2 0.7449 0.7449 0.7361
R1 0.7394 0.7394 0.7351 0.7364
PP 0.7334 0.7334 0.7334 0.7319
S1 0.7279 0.7279 0.7329 0.7249
S2 0.7219 0.7219 0.7319
S3 0.7104 0.7164 0.7308
S4 0.6989 0.7049 0.7277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7388 0.7273 0.0115 1.6% 0.0044 0.6% 58% False False 318
10 0.7471 0.7273 0.0198 2.7% 0.0041 0.6% 34% False False 261
20 0.7484 0.7273 0.0211 2.9% 0.0033 0.4% 32% False False 246
40 0.7484 0.7273 0.0211 2.9% 0.0024 0.3% 32% False False 140
60 0.7626 0.7273 0.0353 4.8% 0.0020 0.3% 19% False False 96
80 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 18% False False 75
100 0.7656 0.7273 0.0383 5.2% 0.0016 0.2% 18% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7550
2.618 0.7472
1.618 0.7424
1.000 0.7394
0.618 0.7376
HIGH 0.7346
0.618 0.7328
0.500 0.7322
0.382 0.7316
LOW 0.7298
0.618 0.7268
1.000 0.7250
1.618 0.7220
2.618 0.7172
4.250 0.7094
Fisher Pivots for day following 06-Oct-2023
Pivot 1 day 3 day
R1 0.7334 0.7330
PP 0.7328 0.7320
S1 0.7322 0.7310

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

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