CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 0.7435 0.7387 -0.0049 -0.7% 0.7441
High 0.7471 0.7388 -0.0083 -1.1% 0.7471
Low 0.7380 0.7330 -0.0050 -0.7% 0.7380
Close 0.7395 0.7333 -0.0062 -0.8% 0.7395
Range 0.0091 0.0058 -0.0033 -35.9% 0.0091
ATR 0.0033 0.0035 0.0002 6.9% 0.0000
Volume 318 251 -67 -21.1% 1,018
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7524 0.7487 0.7365
R3 0.7466 0.7429 0.7349
R2 0.7408 0.7408 0.7344
R1 0.7371 0.7371 0.7338 0.7361
PP 0.7350 0.7350 0.7350 0.7345
S1 0.7313 0.7313 0.7328 0.7303
S2 0.7292 0.7292 0.7322
S3 0.7234 0.7255 0.7317
S4 0.7176 0.7197 0.7301
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7687 0.7631 0.7444
R3 0.7596 0.7541 0.7419
R2 0.7506 0.7506 0.7411
R1 0.7450 0.7450 0.7403 0.7433
PP 0.7415 0.7415 0.7415 0.7406
S1 0.7360 0.7360 0.7386 0.7342
S2 0.7325 0.7325 0.7378
S3 0.7234 0.7269 0.7370
S4 0.7144 0.7179 0.7345
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7330 0.0141 1.9% 0.0047 0.6% 2% False True 197
10 0.7484 0.7330 0.0154 2.1% 0.0038 0.5% 2% False True 240
20 0.7484 0.7325 0.0159 2.2% 0.0028 0.4% 5% False False 188
40 0.7503 0.7325 0.0178 2.4% 0.0021 0.3% 5% False False 107
60 0.7656 0.7325 0.0331 4.5% 0.0019 0.3% 2% False False 75
80 0.7656 0.7325 0.0331 4.5% 0.0016 0.2% 2% False False 59
100 0.7656 0.7325 0.0331 4.5% 0.0015 0.2% 2% False False 47
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7635
2.618 0.7540
1.618 0.7482
1.000 0.7446
0.618 0.7424
HIGH 0.7388
0.618 0.7366
0.500 0.7359
0.382 0.7352
LOW 0.7330
0.618 0.7294
1.000 0.7272
1.618 0.7236
2.618 0.7178
4.250 0.7084
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 0.7359 0.7400
PP 0.7350 0.7378
S1 0.7342 0.7355

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

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