CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 0.7381 0.7377 -0.0004 -0.1% 0.7387
High 0.7382 0.7382 0.0000 0.0% 0.7388
Low 0.7360 0.7317 -0.0043 -0.6% 0.7273
Close 0.7370 0.7322 -0.0049 -0.7% 0.7340
Range 0.0022 0.0065 0.0043 200.0% 0.0115
ATR 0.0035 0.0037 0.0002 6.0% 0.0000
Volume 113 431 318 281.4% 1,593
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7492 0.7357
R3 0.7469 0.7428 0.7339
R2 0.7405 0.7405 0.7333
R1 0.7363 0.7363 0.7327 0.7352
PP 0.7340 0.7340 0.7340 0.7334
S1 0.7299 0.7299 0.7316 0.7287
S2 0.7276 0.7276 0.7310
S3 0.7211 0.7234 0.7304
S4 0.7147 0.7170 0.7286
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 0.7298 0.0087 1.2% 0.0040 0.5% 27% False False 204
10 0.7471 0.7273 0.0198 2.7% 0.0046 0.6% 25% False False 271
20 0.7484 0.7273 0.0211 2.9% 0.0037 0.5% 23% False False 236
40 0.7484 0.7273 0.0211 2.9% 0.0028 0.4% 23% False False 160
60 0.7626 0.7273 0.0353 4.8% 0.0022 0.3% 14% False False 108
80 0.7656 0.7273 0.0383 5.2% 0.0019 0.3% 13% False False 83
100 0.7656 0.7273 0.0383 5.2% 0.0017 0.2% 13% False False 69
120 0.7656 0.7273 0.0383 5.2% 0.0016 0.2% 13% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7656
2.618 0.7550
1.618 0.7486
1.000 0.7446
0.618 0.7421
HIGH 0.7382
0.618 0.7357
0.500 0.7349
0.382 0.7342
LOW 0.7317
0.618 0.7277
1.000 0.7253
1.618 0.7213
2.618 0.7148
4.250 0.7043
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 0.7349 0.7351
PP 0.7340 0.7341
S1 0.7331 0.7331

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

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