CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 0.7584 0.7568 -0.0016 -0.2% 0.7550
High 0.7595 0.7597 0.0002 0.0% 0.7599
Low 0.7565 0.7547 -0.0018 -0.2% 0.7547
Close 0.7568 0.7563 -0.0006 -0.1% 0.7563
Range 0.0030 0.0050 0.0020 66.7% 0.0052
ATR 0.0038 0.0039 0.0001 2.3% 0.0000
Volume 78,605 86,720 8,115 10.3% 304,132
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7719 0.7691 0.7590
R3 0.7669 0.7641 0.7576
R2 0.7619 0.7619 0.7572
R1 0.7591 0.7591 0.7567 0.7580
PP 0.7569 0.7569 0.7569 0.7563
S1 0.7541 0.7541 0.7558 0.7530
S2 0.7519 0.7519 0.7553
S3 0.7469 0.7491 0.7549
S4 0.7419 0.7441 0.7535
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7726 0.7696 0.7591
R3 0.7674 0.7644 0.7577
R2 0.7622 0.7622 0.7572
R1 0.7592 0.7592 0.7567 0.7607
PP 0.7570 0.7570 0.7570 0.7577
S1 0.7540 0.7540 0.7558 0.7555
S2 0.7518 0.7518 0.7553
S3 0.7466 0.7488 0.7548
S4 0.7414 0.7436 0.7534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7533 0.0067 0.9% 0.0037 0.5% 45% False False 77,525
10 0.7599 0.7465 0.0135 1.8% 0.0038 0.5% 73% False False 83,240
20 0.7599 0.7354 0.0246 3.2% 0.0038 0.5% 85% False False 55,373
40 0.7599 0.7233 0.0366 4.8% 0.0039 0.5% 90% False False 27,948
60 0.7599 0.7212 0.0388 5.1% 0.0038 0.5% 91% False False 18,741
80 0.7599 0.7212 0.0388 5.1% 0.0036 0.5% 91% False False 14,109
100 0.7599 0.7212 0.0388 5.1% 0.0031 0.4% 91% False False 11,294
120 0.7656 0.7212 0.0444 5.9% 0.0029 0.4% 79% False False 9,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7728
1.618 0.7678
1.000 0.7647
0.618 0.7628
HIGH 0.7597
0.618 0.7578
0.500 0.7572
0.382 0.7566
LOW 0.7547
0.618 0.7516
1.000 0.7497
1.618 0.7466
2.618 0.7416
4.250 0.7335
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 0.7572 0.7573
PP 0.7569 0.7570
S1 0.7566 0.7566

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

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