CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 0.7345 0.7354 0.0010 0.1% 0.7335
High 0.7361 0.7358 -0.0004 0.0% 0.7385
Low 0.7340 0.7318 -0.0022 -0.3% 0.7317
Close 0.7361 0.7346 -0.0016 -0.2% 0.7337
Range 0.0021 0.0040 0.0019 88.1% 0.0068
ATR 0.0036 0.0036 0.0001 1.5% 0.0000
Volume 92 796 704 765.2% 965
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7459 0.7442 0.7367
R3 0.7419 0.7402 0.7356
R2 0.7380 0.7380 0.7353
R1 0.7363 0.7363 0.7349 0.7352
PP 0.7340 0.7340 0.7340 0.7335
S1 0.7323 0.7323 0.7342 0.7312
S2 0.7301 0.7301 0.7338
S3 0.7261 0.7284 0.7335
S4 0.7222 0.7244 0.7324
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7549 0.7510 0.7374
R3 0.7481 0.7443 0.7356
R2 0.7414 0.7414 0.7349
R1 0.7375 0.7375 0.7343 0.7395
PP 0.7346 0.7346 0.7346 0.7356
S1 0.7308 0.7308 0.7331 0.7327
S2 0.7279 0.7279 0.7325
S3 0.7211 0.7240 0.7318
S4 0.7144 0.7173 0.7300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7382 0.7317 0.0065 0.9% 0.0035 0.5% 44% False False 319
10 0.7385 0.7273 0.0112 1.5% 0.0037 0.5% 65% False False 297
20 0.7483 0.7273 0.0210 2.9% 0.0038 0.5% 35% False False 278
40 0.7484 0.7273 0.0211 2.9% 0.0029 0.4% 34% False False 183
60 0.7626 0.7273 0.0353 4.8% 0.0023 0.3% 21% False False 125
80 0.7656 0.7273 0.0383 5.2% 0.0019 0.3% 19% False False 96
100 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 19% False False 79
120 0.7656 0.7273 0.0383 5.2% 0.0016 0.2% 19% False False 67
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7461
1.618 0.7421
1.000 0.7397
0.618 0.7382
HIGH 0.7358
0.618 0.7342
0.500 0.7338
0.382 0.7333
LOW 0.7318
0.618 0.7294
1.000 0.7279
1.618 0.7254
2.618 0.7215
4.250 0.7150
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 0.7343 0.7344
PP 0.7340 0.7342
S1 0.7338 0.7340

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

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