CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 0.7590 0.7625 0.0035 0.5% 0.7591
High 0.7623 0.7625 0.0002 0.0% 0.7624
Low 0.7590 0.7617 0.0027 0.4% 0.7590
Close 0.7596 0.7617 0.0021 0.3% 0.7596
Range 0.0033 0.0008 -0.0025 -75.8% 0.0034
ATR 0.0026 0.0026 0.0000 0.9% 0.0000
Volume 2 1 -1 -50.0% 93
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7644 0.7638 0.7621
R3 0.7636 0.7630 0.7619
R2 0.7628 0.7628 0.7618
R1 0.7622 0.7622 0.7618 0.7621
PP 0.7620 0.7620 0.7620 0.7619
S1 0.7614 0.7614 0.7616 0.7613
S2 0.7612 0.7612 0.7616
S3 0.7604 0.7606 0.7615
S4 0.7596 0.7598 0.7613
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 0.7625 0.7590 0.0035 0.5% 0.0014 0.2% 77% True False 18
10 0.7656 0.7573 0.0083 1.1% 0.0016 0.2% 53% False False 17
20 0.7656 0.7516 0.0140 1.8% 0.0010 0.1% 72% False False 9
40 0.7656 0.7369 0.0287 3.8% 0.0011 0.1% 87% False False 10
60 0.7656 0.7361 0.0295 3.9% 0.0010 0.1% 87% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7646
1.618 0.7638
1.000 0.7633
0.618 0.7630
HIGH 0.7625
0.618 0.7622
0.500 0.7621
0.382 0.7620
LOW 0.7617
0.618 0.7612
1.000 0.7609
1.618 0.7604
2.618 0.7596
4.250 0.7583
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 0.7621 0.7614
PP 0.7620 0.7611
S1 0.7618 0.7608

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

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