CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 0.7400 0.7403 0.0003 0.0% 0.7399
High 0.7413 0.7419 0.0006 0.1% 0.7416
Low 0.7400 0.7403 0.0003 0.0% 0.7355
Close 0.7413 0.7419 0.0006 0.1% 0.7378
Range 0.0013 0.0016 0.0004 28.0% 0.0061
ATR 0.0021 0.0021 0.0000 -1.7% 0.0000
Volume 9 310 301 3,344.4% 40
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7461 0.7456 0.7427
R3 0.7445 0.7440 0.7423
R2 0.7429 0.7429 0.7421
R1 0.7424 0.7424 0.7420 0.7427
PP 0.7413 0.7413 0.7413 0.7415
S1 0.7408 0.7408 0.7417 0.7411
S2 0.7397 0.7397 0.7416
S3 0.7381 0.7392 0.7414
S4 0.7365 0.7376 0.7410
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7566 0.7533 0.7412
R3 0.7505 0.7472 0.7395
R2 0.7444 0.7444 0.7389
R1 0.7411 0.7411 0.7384 0.7397
PP 0.7383 0.7383 0.7383 0.7376
S1 0.7350 0.7350 0.7372 0.7336
S2 0.7322 0.7322 0.7367
S3 0.7261 0.7289 0.7361
S4 0.7200 0.7228 0.7344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7419 0.7355 0.0064 0.9% 0.0019 0.3% 100% True False 72
10 0.7419 0.7355 0.0064 0.9% 0.0016 0.2% 100% True False 42
20 0.7503 0.7355 0.0148 2.0% 0.0012 0.2% 43% False False 25
40 0.7656 0.7355 0.0301 4.1% 0.0013 0.2% 21% False False 18
60 0.7656 0.7355 0.0301 4.1% 0.0011 0.2% 21% False False 15
80 0.7656 0.7355 0.0301 4.1% 0.0011 0.1% 21% False False 12
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7460
1.618 0.7444
1.000 0.7435
0.618 0.7428
HIGH 0.7419
0.618 0.7412
0.500 0.7411
0.382 0.7409
LOW 0.7403
0.618 0.7393
1.000 0.7387
1.618 0.7377
2.618 0.7361
4.250 0.7335
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 0.7416 0.7411
PP 0.7413 0.7404
S1 0.7411 0.7396

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

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