CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 0.7410 0.7387 -0.0023 -0.3% 0.7445
High 0.7416 0.7389 -0.0027 -0.4% 0.7445
Low 0.7380 0.7387 0.0007 0.1% 0.7389
Close 0.7407 0.7389 -0.0018 -0.2% 0.7402
Range 0.0036 0.0002 -0.0034 -94.4% 0.0056
ATR 0.0021 0.0021 0.0000 -0.6% 0.0000
Volume 22 1 -21 -95.5% 102
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7394 0.7394 0.7390
R3 0.7392 0.7392 0.7390
R2 0.7390 0.7390 0.7389
R1 0.7390 0.7390 0.7389 0.7390
PP 0.7388 0.7388 0.7388 0.7389
S1 0.7388 0.7388 0.7389 0.7388
S2 0.7386 0.7386 0.7389
S3 0.7384 0.7386 0.7388
S4 0.7382 0.7384 0.7388
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7547 0.7433
R3 0.7524 0.7491 0.7417
R2 0.7468 0.7468 0.7412
R1 0.7435 0.7435 0.7407 0.7424
PP 0.7412 0.7412 0.7412 0.7406
S1 0.7379 0.7379 0.7397 0.7368
S2 0.7356 0.7356 0.7392
S3 0.7300 0.7323 0.7387
S4 0.7244 0.7267 0.7371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7380 0.0036 0.5% 0.0014 0.2% 25% False False 12
10 0.7466 0.7380 0.0086 1.2% 0.0010 0.1% 11% False False 13
20 0.7626 0.7380 0.0246 3.3% 0.0011 0.1% 4% False False 9
40 0.7656 0.7380 0.0276 3.7% 0.0011 0.1% 3% False False 9
60 0.7656 0.7380 0.0276 3.7% 0.0011 0.1% 3% False False 9
80 0.7656 0.7369 0.0287 3.9% 0.0009 0.1% 7% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7398
2.618 0.7394
1.618 0.7392
1.000 0.7391
0.618 0.7390
HIGH 0.7389
0.618 0.7388
0.500 0.7388
0.382 0.7388
LOW 0.7387
0.618 0.7386
1.000 0.7385
1.618 0.7384
2.618 0.7382
4.250 0.7379
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 0.7389 0.7398
PP 0.7388 0.7395
S1 0.7388 0.7392

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

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