CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 0.7622 0.7590 -0.0032 -0.4% 0.7591
High 0.7622 0.7623 0.0001 0.0% 0.7624
Low 0.7612 0.7590 -0.0022 -0.3% 0.7590
Close 0.7612 0.7596 -0.0016 -0.2% 0.7596
Range 0.0011 0.0033 0.0023 214.3% 0.0034
ATR 0.0025 0.0026 0.0001 2.3% 0.0000
Volume 1 2 1 100.0% 93
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7702 0.7682 0.7614
R3 0.7669 0.7649 0.7605
R2 0.7636 0.7636 0.7602
R1 0.7616 0.7616 0.7599 0.7626
PP 0.7603 0.7603 0.7603 0.7608
S1 0.7583 0.7583 0.7593 0.7593
S2 0.7570 0.7570 0.7590
S3 0.7537 0.7550 0.7587
S4 0.7504 0.7517 0.7578
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7705 0.7685 0.7615
R3 0.7671 0.7651 0.7605
R2 0.7637 0.7637 0.7602
R1 0.7617 0.7617 0.7599 0.7627
PP 0.7603 0.7603 0.7603 0.7609
S1 0.7583 0.7583 0.7593 0.7593
S2 0.7569 0.7569 0.7590
S3 0.7535 0.7549 0.7587
S4 0.7501 0.7515 0.7577
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7624 0.7590 0.0034 0.4% 0.0016 0.2% 18% False True 18
10 0.7656 0.7559 0.0097 1.3% 0.0015 0.2% 39% False False 17
20 0.7656 0.7516 0.0140 1.8% 0.0010 0.1% 57% False False 8
40 0.7656 0.7369 0.0287 3.8% 0.0011 0.1% 79% False False 10
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 80% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7709
1.618 0.7676
1.000 0.7656
0.618 0.7643
HIGH 0.7623
0.618 0.7610
0.500 0.7607
0.382 0.7603
LOW 0.7590
0.618 0.7570
1.000 0.7557
1.618 0.7537
2.618 0.7504
4.250 0.7450
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 0.7607 0.7607
PP 0.7603 0.7603
S1 0.7600 0.7600

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

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