CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 0.7335 0.7377 0.0042 0.6% 0.7387
High 0.7378 0.7385 0.0007 0.1% 0.7388
Low 0.7330 0.7367 0.0037 0.5% 0.7273
Close 0.7377 0.7377 0.0000 0.0% 0.7340
Range 0.0048 0.0018 -0.0030 -62.5% 0.0115
ATR 0.0038 0.0036 -0.0001 -3.7% 0.0000
Volume 133 122 -11 -8.3% 1,593
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7430 0.7422 0.7387
R3 0.7412 0.7404 0.7382
R2 0.7394 0.7394 0.7380
R1 0.7386 0.7386 0.7379 0.7390
PP 0.7376 0.7376 0.7376 0.7378
S1 0.7368 0.7368 0.7375 0.7372
S2 0.7358 0.7358 0.7374
S3 0.7340 0.7350 0.7372
S4 0.7322 0.7332 0.7367
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7679 0.7624 0.7403
R3 0.7564 0.7509 0.7372
R2 0.7449 0.7449 0.7361
R1 0.7394 0.7394 0.7351 0.7364
PP 0.7334 0.7334 0.7334 0.7319
S1 0.7279 0.7279 0.7329 0.7249
S2 0.7219 0.7219 0.7319
S3 0.7104 0.7164 0.7308
S4 0.6989 0.7049 0.7277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7385 0.7273 0.0112 1.5% 0.0040 0.5% 93% True False 274
10 0.7471 0.7273 0.0198 2.7% 0.0042 0.6% 53% False False 244
20 0.7484 0.7273 0.0211 2.9% 0.0035 0.5% 49% False False 224
40 0.7484 0.7273 0.0211 2.9% 0.0026 0.3% 49% False False 146
60 0.7626 0.7273 0.0353 4.8% 0.0021 0.3% 30% False False 100
80 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 27% False False 78
100 0.7656 0.7273 0.0383 5.2% 0.0017 0.2% 27% False False 63
120 0.7656 0.7273 0.0383 5.2% 0.0015 0.2% 27% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7461
2.618 0.7432
1.618 0.7414
1.000 0.7403
0.618 0.7396
HIGH 0.7385
0.618 0.7378
0.500 0.7376
0.382 0.7373
LOW 0.7367
0.618 0.7355
1.000 0.7349
1.618 0.7337
2.618 0.7319
4.250 0.7290
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 0.7377 0.7365
PP 0.7376 0.7353
S1 0.7376 0.7341

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

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