CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 0.7343 0.7310 -0.0033 -0.4% 0.7335
High 0.7359 0.7326 -0.0033 -0.4% 0.7385
Low 0.7309 0.7296 -0.0014 -0.2% 0.7317
Close 0.7312 0.7306 -0.0007 -0.1% 0.7337
Range 0.0050 0.0030 -0.0020 -39.4% 0.0068
ATR 0.0037 0.0037 -0.0001 -1.4% 0.0000
Volume 284 402 118 41.5% 965
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7399 0.7382 0.7322
R3 0.7369 0.7352 0.7314
R2 0.7339 0.7339 0.7311
R1 0.7322 0.7322 0.7308 0.7316
PP 0.7309 0.7309 0.7309 0.7306
S1 0.7292 0.7292 0.7303 0.7286
S2 0.7279 0.7279 0.7300
S3 0.7249 0.7262 0.7297
S4 0.7219 0.7232 0.7289
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 0.7361 0.7296 0.0066 0.9% 0.0033 0.5% 15% False True 348
10 0.7385 0.7296 0.0089 1.2% 0.0037 0.5% 11% False True 276
20 0.7471 0.7273 0.0198 2.7% 0.0038 0.5% 16% False False 301
40 0.7484 0.7273 0.0211 2.9% 0.0030 0.4% 15% False False 200
60 0.7626 0.7273 0.0353 4.8% 0.0024 0.3% 9% False False 137
80 0.7656 0.7273 0.0383 5.2% 0.0020 0.3% 8% False False 105
100 0.7656 0.7273 0.0383 5.2% 0.0018 0.2% 8% False False 86
120 0.7656 0.7273 0.0383 5.2% 0.0016 0.2% 8% False False 72
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7404
1.618 0.7374
1.000 0.7356
0.618 0.7344
HIGH 0.7326
0.618 0.7314
0.500 0.7311
0.382 0.7307
LOW 0.7296
0.618 0.7277
1.000 0.7266
1.618 0.7247
2.618 0.7217
4.250 0.7168
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 0.7311 0.7327
PP 0.7309 0.7320
S1 0.7307 0.7313

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

View Archives - Comment on this page... - Back to Index of Symbols