CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 0.7250 0.7227 -0.0023 -0.3% 0.7310
High 0.7250 0.7239 -0.0011 -0.2% 0.7333
Low 0.7217 0.7212 -0.0006 -0.1% 0.7222
Close 0.7230 0.7221 -0.0009 -0.1% 0.7222
Range 0.0033 0.0028 -0.0006 -16.7% 0.0111
ATR 0.0036 0.0035 -0.0001 -1.7% 0.0000
Volume 148 837 689 465.5% 1,811
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7306 0.7291 0.7236
R3 0.7279 0.7264 0.7229
R2 0.7251 0.7251 0.7226
R1 0.7236 0.7236 0.7224 0.7230
PP 0.7224 0.7224 0.7224 0.7221
S1 0.7209 0.7209 0.7218 0.7203
S2 0.7196 0.7196 0.7216
S3 0.7169 0.7181 0.7213
S4 0.7141 0.7154 0.7206
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 0.7266 0.7212 0.0054 0.7% 0.0031 0.4% 18% False True 399
10 0.7333 0.7212 0.0122 1.7% 0.0033 0.5% 8% False True 372
20 0.7385 0.7212 0.0173 2.4% 0.0035 0.5% 5% False True 328
40 0.7484 0.7212 0.0273 3.8% 0.0033 0.5% 3% False True 270
60 0.7484 0.7212 0.0273 3.8% 0.0027 0.4% 3% False True 191
80 0.7656 0.7212 0.0444 6.1% 0.0024 0.3% 2% False True 146
100 0.7656 0.7212 0.0444 6.1% 0.0020 0.3% 2% False True 119
120 0.7656 0.7212 0.0444 6.1% 0.0019 0.3% 2% False True 99
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7356
2.618 0.7311
1.618 0.7283
1.000 0.7267
0.618 0.7256
HIGH 0.7239
0.618 0.7228
0.500 0.7225
0.382 0.7222
LOW 0.7212
0.618 0.7195
1.000 0.7184
1.618 0.7167
2.618 0.7140
4.250 0.7095
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 0.7225 0.7234
PP 0.7224 0.7229
S1 0.7222 0.7225

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

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