CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 0.7310 0.7304 -0.0006 -0.1% 0.7345
High 0.7326 0.7332 0.0006 0.1% 0.7361
Low 0.7296 0.7298 0.0003 0.0% 0.7296
Close 0.7306 0.7315 0.0009 0.1% 0.7315
Range 0.0030 0.0034 0.0004 11.7% 0.0066
ATR 0.0037 0.0036 0.0000 -0.6% 0.0000
Volume 402 228 -174 -43.3% 1,802
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7415 0.7398 0.7333
R3 0.7382 0.7365 0.7324
R2 0.7348 0.7348 0.7321
R1 0.7331 0.7331 0.7318 0.7340
PP 0.7315 0.7315 0.7315 0.7319
S1 0.7298 0.7298 0.7311 0.7306
S2 0.7281 0.7281 0.7308
S3 0.7248 0.7264 0.7305
S4 0.7214 0.7231 0.7296
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7520 0.7483 0.7351
R3 0.7455 0.7417 0.7333
R2 0.7389 0.7389 0.7327
R1 0.7352 0.7352 0.7321 0.7338
PP 0.7324 0.7324 0.7324 0.7317
S1 0.7286 0.7286 0.7308 0.7272
S2 0.7258 0.7258 0.7302
S3 0.7193 0.7221 0.7296
S4 0.7127 0.7155 0.7278
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% 0.0035 0.5% 29% False False 360
10 0.7385 0.7296 0.0089 1.2% 0.0035 0.5% 21% False False 276
20 0.7471 0.7273 0.0198 2.7% 0.0038 0.5% 21% False False 268
40 0.7484 0.7273 0.0211 2.9% 0.0031 0.4% 20% False False 206
60 0.7626 0.7273 0.0353 4.8% 0.0024 0.3% 12% False False 140
80 0.7656 0.7273 0.0383 5.2% 0.0021 0.3% 11% False False 107
100 0.7656 0.7273 0.0383 5.2% 0.0019 0.3% 11% False False 88
120 0.7656 0.7273 0.0383 5.2% 0.0017 0.2% 11% False False 74
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7419
1.618 0.7386
1.000 0.7365
0.618 0.7352
HIGH 0.7332
0.618 0.7319
0.500 0.7315
0.382 0.7311
LOW 0.7298
0.618 0.7277
1.000 0.7265
1.618 0.7244
2.618 0.7210
4.250 0.7156
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 0.7315 0.7327
PP 0.7315 0.7323
S1 0.7315 0.7319

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.