CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 03-Jan-2024

Day Change Summary
	Previous	Current
	02-Jan-2024	03-Jan-2024	Change	Change %	Previous Week
Open	0.7558	0.7514	-0.0044	-0.6%	0.7550
High	0.7568	0.7517	-0.0052	-0.7%	0.7599
Low	0.7508	0.7487	-0.0021	-0.3%	0.7547
Close	0.7511	0.7496	-0.0015	-0.2%	0.7563
Range	0.0061	0.0030	-0.0031	-50.4%	0.0052
ATR	0.0040	0.0040	-0.0001	-1.8%	0.0000
Volume	79,830	63,044	-16,786	-21.0%	304,132

Daily Pivots for day following 03-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7590	0.7573	0.7513
R3	0.7560	0.7543	0.7504
R2	0.7530	0.7530	0.7502
R1	0.7513	0.7513	0.7499	0.7506
PP	0.7500	0.7500	0.7500	0.7496
S1	0.7483	0.7483	0.7493	0.7476
S2	0.7470	0.7470	0.7491
S3	0.7440	0.7453	0.7488
S4	0.7410	0.7423	0.7480

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7696	0.7591
R3	0.7674	0.7644	0.7577
R2	0.7622	0.7622	0.7572
R1	0.7592	0.7592	0.7567	0.7607
PP	0.7570	0.7570	0.7570	0.7577
S1	0.7540	0.7540	0.7558	0.7555
S2	0.7518	0.7518	0.7553
S3	0.7466	0.7488	0.7548
S4	0.7414	0.7436	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7487	0.0113	1.5%	0.0039	0.5%	8%	False	True	79,612
10	0.7599	0.7472	0.0127	1.7%	0.0040	0.5%	19%	False	False	77,908
20	0.7599	0.7354	0.0246	3.3%	0.0039	0.5%	58%	False	False	62,286
40	0.7599	0.7233	0.0366	4.9%	0.0038	0.5%	72%	False	False	31,493
60	0.7599	0.7212	0.0388	5.2%	0.0038	0.5%	73%	False	False	21,111
80	0.7599	0.7212	0.0388	5.2%	0.0036	0.5%	73%	False	False	15,894
100	0.7599	0.7212	0.0388	5.2%	0.0032	0.4%	73%	False	False	12,722
120	0.7626	0.7212	0.0414	5.5%	0.0029	0.4%	69%	False	False	10,603

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7644
2.618	0.7595
1.618	0.7565
1.000	0.7547
0.618	0.7535
HIGH	0.7517
0.618	0.7505
0.500	0.7502
0.382	0.7498
LOW	0.7487
0.618	0.7468
1.000	0.7457
1.618	0.7438
2.618	0.7408
4.250	0.7359

Fisher Pivots for day following 03-Jan-2024
Pivot	1 day	3 day
R1	0.7502	0.7542
PP	0.7500	0.7527
S1	0.7498	0.7511

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols