CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 0.7573 0.7619 0.0046 0.6% 0.7577
High 0.7578 0.7627 0.0049 0.6% 0.7577
Low 0.7573 0.7609 0.0036 0.5% 0.7516
Close 0.7578 0.7609 0.0032 0.4% 0.7563
Range 0.0005 0.0018 0.0014 300.0% 0.0061
ATR 0.0024 0.0025 0.0002 7.6% 0.0000
Volume 12 13 1 8.3% 4
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7669 0.7657 0.7619
R3 0.7651 0.7639 0.7614
R2 0.7633 0.7633 0.7612
R1 0.7621 0.7621 0.7611 0.7618
PP 0.7615 0.7615 0.7615 0.7613
S1 0.7603 0.7603 0.7607 0.7600
S2 0.7597 0.7597 0.7606
S3 0.7579 0.7585 0.7604
S4 0.7561 0.7567 0.7599
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7733 0.7709 0.7596
R3 0.7673 0.7648 0.7580
R2 0.7612 0.7612 0.7574
R1 0.7588 0.7588 0.7569 0.7570
PP 0.7552 0.7552 0.7552 0.7543
S1 0.7527 0.7527 0.7557 0.7509
S2 0.7491 0.7491 0.7552
S3 0.7431 0.7467 0.7546
S4 0.7370 0.7406 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7627 0.7516 0.0111 1.5% 0.0010 0.1% 84% True False 5
10 0.7627 0.7516 0.0111 1.5% 0.0005 0.1% 84% True False 3
20 0.7633 0.7516 0.0117 1.5% 0.0008 0.1% 80% False False 11
40 0.7633 0.7369 0.0264 3.5% 0.0008 0.1% 91% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7703
2.618 0.7674
1.618 0.7656
1.000 0.7645
0.618 0.7638
HIGH 0.7627
0.618 0.7620
0.500 0.7618
0.382 0.7615
LOW 0.7609
0.618 0.7597
1.000 0.7591
1.618 0.7579
2.618 0.7561
4.250 0.7532
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 0.7618 0.7604
PP 0.7615 0.7598
S1 0.7612 0.7593

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

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