CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 0.7368 0.7411 0.0043 0.6% 0.7422
High 0.7421 0.7476 0.0055 0.7% 0.7430
Low 0.7359 0.7410 0.0051 0.7% 0.7355
Close 0.7417 0.7468 0.0051 0.7% 0.7372
Range 0.0062 0.0066 0.0004 6.5% 0.0076
ATR 0.0037 0.0040 0.0002 5.4% 0.0000
Volume 81,553 94,585 13,032 16.0% 17,781
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7649 0.7624 0.7504
R3 0.7583 0.7558 0.7486
R2 0.7517 0.7517 0.7480
R1 0.7492 0.7492 0.7474 0.7505
PP 0.7451 0.7451 0.7451 0.7457
S1 0.7426 0.7426 0.7461 0.7439
S2 0.7385 0.7385 0.7455
S3 0.7319 0.7360 0.7449
S4 0.7253 0.7294 0.7431
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7612 0.7568 0.7414
R3 0.7537 0.7492 0.7393
R2 0.7461 0.7461 0.7386
R1 0.7417 0.7417 0.7379 0.7401
PP 0.7386 0.7386 0.7386 0.7378
S1 0.7341 0.7341 0.7365 0.7326
S2 0.7310 0.7310 0.7358
S3 0.7235 0.7266 0.7351
S4 0.7159 0.7190 0.7330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7354 0.0123 1.6% 0.0046 0.6% 93% True False 52,488
10 0.7476 0.7354 0.0123 1.6% 0.0039 0.5% 93% True False 27,506
20 0.7476 0.7274 0.0202 2.7% 0.0038 0.5% 96% True False 14,100
40 0.7476 0.7212 0.0265 3.5% 0.0037 0.5% 97% True False 7,231
60 0.7476 0.7212 0.0265 3.5% 0.0038 0.5% 97% True False 4,915
80 0.7484 0.7212 0.0273 3.6% 0.0034 0.5% 94% False False 3,711
100 0.7626 0.7212 0.0414 5.5% 0.0029 0.4% 62% False False 2,970
120 0.7656 0.7212 0.0444 5.9% 0.0026 0.3% 58% False False 2,477
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 0.0006
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7757
2.618 0.7649
1.618 0.7583
1.000 0.7542
0.618 0.7517
HIGH 0.7476
0.618 0.7451
0.500 0.7443
0.382 0.7435
LOW 0.7410
0.618 0.7369
1.000 0.7344
1.618 0.7303
2.618 0.7237
4.250 0.7130
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 0.7459 0.7450
PP 0.7451 0.7432
S1 0.7443 0.7415

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

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