CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 0.7410 0.7421 0.0011 0.1% 0.7463
High 0.7424 0.7453 0.0029 0.4% 0.7479
Low 0.7395 0.7412 0.0017 0.2% 0.7391
Close 0.7411 0.7449 0.0038 0.5% 0.7449
Range 0.0029 0.0041 0.0012 41.4% 0.0088
ATR 0.0040 0.0040 0.0000 0.4% 0.0000
Volume 76,064 62,204 -13,860 -18.2% 334,526
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7561 0.7546 0.7472
R3 0.7520 0.7505 0.7460
R2 0.7479 0.7479 0.7457
R1 0.7464 0.7464 0.7453 0.7472
PP 0.7438 0.7438 0.7438 0.7442
S1 0.7423 0.7423 0.7445 0.7431
S2 0.7397 0.7397 0.7441
S3 0.7356 0.7382 0.7438
S4 0.7315 0.7341 0.7426
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7704 0.7664 0.7497
R3 0.7616 0.7576 0.7473
R2 0.7528 0.7528 0.7465
R1 0.7488 0.7488 0.7457 0.7464
PP 0.7440 0.7440 0.7440 0.7428
S1 0.7400 0.7400 0.7441 0.7376
S2 0.7352 0.7352 0.7433
S3 0.7264 0.7312 0.7425
S4 0.7176 0.7224 0.7401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7501 0.7391 0.0110 1.5% 0.0042 0.6% 53% False False 80,410
10 0.7534 0.7391 0.0143 1.9% 0.0042 0.6% 41% False False 75,708
20 0.7599 0.7391 0.0208 2.8% 0.0040 0.5% 28% False False 75,900
40 0.7599 0.7279 0.0321 4.3% 0.0039 0.5% 53% False False 51,876
60 0.7599 0.7212 0.0388 5.2% 0.0039 0.5% 61% False False 34,706
80 0.7599 0.7212 0.0388 5.2% 0.0039 0.5% 61% False False 26,096
100 0.7599 0.7212 0.0388 5.2% 0.0035 0.5% 61% False False 20,908
120 0.7626 0.7212 0.0414 5.6% 0.0031 0.4% 57% False False 17,425
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7560
1.618 0.7519
1.000 0.7494
0.618 0.7478
HIGH 0.7453
0.618 0.7437
0.500 0.7433
0.382 0.7428
LOW 0.7412
0.618 0.7387
1.000 0.7371
1.618 0.7346
2.618 0.7305
4.250 0.7238
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 0.7444 0.7440
PP 0.7438 0.7431
S1 0.7433 0.7422

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

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