CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 0.7377 0.7381 0.0004 0.1% 0.7387
High 0.7385 0.7382 -0.0003 0.0% 0.7388
Low 0.7367 0.7360 -0.0007 -0.1% 0.7273
Close 0.7377 0.7370 -0.0007 -0.1% 0.7340
Range 0.0018 0.0022 0.0004 19.4% 0.0115
ATR 0.0036 0.0035 -0.0001 -2.9% 0.0000
Volume 122 113 -9 -7.4% 1,593
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7435 0.7424 0.7382
R3 0.7414 0.7403 0.7376
R2 0.7392 0.7392 0.7374
R1 0.7381 0.7381 0.7372 0.7376
PP 0.7371 0.7371 0.7371 0.7368
S1 0.7360 0.7360 0.7368 0.7354
S2 0.7349 0.7349 0.7366
S3 0.7328 0.7338 0.7364
S4 0.7306 0.7317 0.7358
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% 0.0035 0.5% 87% False False 217
10 0.7471 0.7273 0.0198 2.7% 0.0042 0.6% 49% False False 240
20 0.7484 0.7273 0.0211 2.9% 0.0034 0.5% 46% False False 226
40 0.7484 0.7273 0.0211 2.9% 0.0026 0.4% 46% False False 149
60 0.7626 0.7273 0.0353 4.8% 0.0021 0.3% 28% False False 102
80 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 25% False False 80
100 0.7656 0.7273 0.0383 5.2% 0.0017 0.2% 25% False False 64
120 0.7656 0.7273 0.0383 5.2% 0.0015 0.2% 25% False False 54
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7438
1.618 0.7416
1.000 0.7403
0.618 0.7395
HIGH 0.7382
0.618 0.7373
0.500 0.7371
0.382 0.7368
LOW 0.7360
0.618 0.7347
1.000 0.7339
1.618 0.7325
2.618 0.7304
4.250 0.7269
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 0.7371 0.7366
PP 0.7371 0.7362
S1 0.7370 0.7357

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

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