CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 0.7328 0.7313 -0.0016 -0.2% 0.7441
High 0.7329 0.7319 -0.0010 -0.1% 0.7471
Low 0.7300 0.7276 -0.0025 -0.3% 0.7380
Close 0.7313 0.7291 -0.0022 -0.3% 0.7395
Range 0.0029 0.0044 0.0015 50.0% 0.0091
ATR 0.0035 0.0036 0.0001 1.7% 0.0000
Volume 224 401 177 79.0% 1,018
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7426 0.7402 0.7315
R3 0.7382 0.7358 0.7303
R2 0.7339 0.7339 0.7299
R1 0.7315 0.7315 0.7295 0.7305
PP 0.7295 0.7295 0.7295 0.7290
S1 0.7271 0.7271 0.7287 0.7262
S2 0.7252 0.7252 0.7283
S3 0.7208 0.7228 0.7279
S4 0.7165 0.7184 0.7267
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 0.7276 0.0195 2.7% 0.0049 0.7% 8% False True 264
10 0.7471 0.7276 0.0195 2.7% 0.0039 0.5% 8% False True 285
20 0.7484 0.7276 0.0209 2.9% 0.0030 0.4% 7% False True 211
40 0.7484 0.7276 0.0209 2.9% 0.0022 0.3% 7% False True 122
60 0.7656 0.7276 0.0380 5.2% 0.0020 0.3% 4% False True 85
80 0.7656 0.7276 0.0380 5.2% 0.0017 0.2% 4% False True 66
100 0.7656 0.7276 0.0380 5.2% 0.0015 0.2% 4% False True 53
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7433
1.618 0.7389
1.000 0.7363
0.618 0.7346
HIGH 0.7319
0.618 0.7302
0.500 0.7297
0.382 0.7292
LOW 0.7276
0.618 0.7249
1.000 0.7232
1.618 0.7205
2.618 0.7162
4.250 0.7091
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 0.7297 0.7332
PP 0.7295 0.7318
S1 0.7293 0.7305

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

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