CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 0.7262 0.7260 -0.0003 0.0% 0.7310
High 0.7266 0.7265 -0.0001 0.0% 0.7333
Low 0.7243 0.7222 -0.0021 -0.3% 0.7222
Close 0.7256 0.7222 -0.0034 -0.5% 0.7222
Range 0.0023 0.0043 0.0020 84.8% 0.0111
ATR 0.0036 0.0036 0.0000 1.3% 0.0000
Volume 359 355 -4 -1.1% 1,811
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7364 0.7335 0.7245
R3 0.7321 0.7293 0.7234
R2 0.7279 0.7279 0.7230
R1 0.7250 0.7250 0.7226 0.7243
PP 0.7236 0.7236 0.7236 0.7233
S1 0.7208 0.7208 0.7218 0.7201
S2 0.7194 0.7194 0.7214
S3 0.7151 0.7165 0.7210
S4 0.7109 0.7123 0.7199
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7592 0.7518 0.7283
R3 0.7481 0.7407 0.7253
R2 0.7370 0.7370 0.7242
R1 0.7296 0.7296 0.7232 0.7278
PP 0.7259 0.7259 0.7259 0.7250
S1 0.7185 0.7185 0.7212 0.7167
S2 0.7148 0.7148 0.7202
S3 0.7037 0.7074 0.7191
S4 0.6926 0.6963 0.7161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7333 0.7222 0.0111 1.5% 0.0035 0.5% 0% False True 362
10 0.7361 0.7222 0.0139 1.9% 0.0035 0.5% 0% False True 361
20 0.7388 0.7222 0.0166 2.3% 0.0037 0.5% 0% False True 308
40 0.7484 0.7222 0.0262 3.6% 0.0033 0.5% 0% False True 242
60 0.7503 0.7222 0.0281 3.9% 0.0026 0.4% 0% False True 170
80 0.7656 0.7222 0.0434 6.0% 0.0023 0.3% 0% False True 130
100 0.7656 0.7222 0.0434 6.0% 0.0020 0.3% 0% False True 106
120 0.7656 0.7222 0.0434 6.0% 0.0018 0.2% 0% False True 89
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7376
1.618 0.7333
1.000 0.7307
0.618 0.7291
HIGH 0.7265
0.618 0.7248
0.500 0.7243
0.382 0.7238
LOW 0.7222
0.618 0.7196
1.000 0.7180
1.618 0.7153
2.618 0.7111
4.250 0.7041
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 0.7243 0.7261
PP 0.7236 0.7248
S1 0.7229 0.7235

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

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