CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 0.7604 0.7608 0.0004 0.1% 0.7505
High 0.7611 0.7608 -0.0003 0.0% 0.7611
Low 0.7596 0.7571 -0.0025 -0.3% 0.7504
Close 0.7613 0.7583 -0.0030 -0.4% 0.7613
Range 0.0016 0.0037 0.0022 138.7% 0.0107
ATR 0.0025 0.0026 0.0001 4.8% 0.0000
Volume 2 179 177 8,850.0% 19
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7698 0.7678 0.7603
R3 0.7661 0.7641 0.7593
R2 0.7624 0.7624 0.7590
R1 0.7604 0.7604 0.7586 0.7596
PP 0.7587 0.7587 0.7587 0.7583
S1 0.7567 0.7567 0.7580 0.7559
S2 0.7550 0.7550 0.7576
S3 0.7513 0.7530 0.7573
S4 0.7476 0.7493 0.7563
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7897 0.7862 0.7671
R3 0.7790 0.7755 0.7642
R2 0.7683 0.7683 0.7632
R1 0.7648 0.7648 0.7622 0.7665
PP 0.7576 0.7576 0.7576 0.7585
S1 0.7541 0.7541 0.7603 0.7558
S2 0.7469 0.7469 0.7593
S3 0.7362 0.7434 0.7583
S4 0.7255 0.7327 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7611 0.7536 0.0075 1.0% 0.0016 0.2% 63% False False 38
10 0.7611 0.7470 0.0141 1.9% 0.0015 0.2% 80% False False 20
20 0.7611 0.7369 0.0242 3.2% 0.0011 0.2% 88% False False 12
40 0.7611 0.7361 0.0251 3.3% 0.0011 0.1% 89% False False 8
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 0.0002
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7705
1.618 0.7668
1.000 0.7645
0.618 0.7631
HIGH 0.7608
0.618 0.7594
0.500 0.7590
0.382 0.7585
LOW 0.7571
0.618 0.7548
1.000 0.7534
1.618 0.7511
2.618 0.7474
4.250 0.7414
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 0.7590 0.7591
PP 0.7587 0.7588
S1 0.7585 0.7586

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

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