CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 0.7468 0.7446 -0.0022 -0.3% 0.7451
High 0.7491 0.7485 -0.0006 -0.1% 0.7460
Low 0.7442 0.7431 -0.0011 -0.1% 0.7393
Close 0.7467 0.7475 0.0009 0.1% 0.7441
Range 0.0049 0.0054 0.0005 10.2% 0.0067
ATR 0.0039 0.0040 0.0001 2.8% 0.0000
Volume 106,219 81,296 -24,923 -23.5% 363,244
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7626 0.7604 0.7505
R3 0.7572 0.7550 0.7490
R2 0.7518 0.7518 0.7485
R1 0.7496 0.7496 0.7480 0.7507
PP 0.7464 0.7464 0.7464 0.7469
S1 0.7442 0.7442 0.7470 0.7453
S2 0.7410 0.7410 0.7465
S3 0.7356 0.7388 0.7460
S4 0.7302 0.7334 0.7445
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7632 0.7603 0.7477
R3 0.7565 0.7536 0.7459
R2 0.7498 0.7498 0.7453
R1 0.7469 0.7469 0.7447 0.7450
PP 0.7431 0.7431 0.7431 0.7422
S1 0.7402 0.7402 0.7434 0.7383
S2 0.7364 0.7364 0.7428
S3 0.7297 0.7335 0.7422
S4 0.7230 0.7268 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7491 0.7422 0.0069 0.9% 0.0040 0.5% 78% False False 73,627
10 0.7491 0.7393 0.0098 1.3% 0.0039 0.5% 84% False False 72,994
20 0.7534 0.7391 0.0143 1.9% 0.0040 0.5% 59% False False 74,321
40 0.7599 0.7354 0.0246 3.3% 0.0039 0.5% 49% False False 68,304
60 0.7599 0.7233 0.0366 4.9% 0.0039 0.5% 66% False False 45,769
80 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 68% False False 34,413
100 0.7599 0.7212 0.0388 5.2% 0.0037 0.5% 68% False False 27,580
120 0.7599 0.7212 0.0388 5.2% 0.0034 0.4% 68% False False 22,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7626
1.618 0.7572
1.000 0.7539
0.618 0.7518
HIGH 0.7485
0.618 0.7464
0.500 0.7458
0.382 0.7452
LOW 0.7431
0.618 0.7398
1.000 0.7377
1.618 0.7344
2.618 0.7290
4.250 0.7202
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 0.7469 0.7470
PP 0.7464 0.7466
S1 0.7458 0.7461

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

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