CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 0.7430 0.7418 -0.0013 -0.2% 0.7430
High 0.7432 0.7428 -0.0005 -0.1% 0.7450
Low 0.7406 0.7394 -0.0012 -0.2% 0.7363
Close 0.7415 0.7398 -0.0018 -0.2% 0.7415
Range 0.0027 0.0034 0.0008 28.3% 0.0087
ATR 0.0040 0.0040 0.0000 -1.1% 0.0000
Volume 63,690 93,076 29,386 46.1% 364,489
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7508 0.7487 0.7416
R3 0.7474 0.7453 0.7407
R2 0.7440 0.7440 0.7404
R1 0.7419 0.7419 0.7401 0.7413
PP 0.7406 0.7406 0.7406 0.7403
S1 0.7385 0.7385 0.7394 0.7379
S2 0.7372 0.7372 0.7391
S3 0.7338 0.7351 0.7388
S4 0.7304 0.7317 0.7379
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7669 0.7628 0.7463
R3 0.7582 0.7542 0.7439
R2 0.7496 0.7496 0.7431
R1 0.7455 0.7455 0.7423 0.7432
PP 0.7409 0.7409 0.7409 0.7398
S1 0.7369 0.7369 0.7407 0.7346
S2 0.7323 0.7323 0.7399
S3 0.7236 0.7282 0.7391
S4 0.7150 0.7196 0.7367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7448 0.7363 0.0085 1.1% 0.0043 0.6% 41% False False 83,114
10 0.7459 0.7363 0.0096 1.3% 0.0036 0.5% 36% False False 68,970
20 0.7491 0.7363 0.0128 1.7% 0.0039 0.5% 27% False False 73,165
40 0.7599 0.7363 0.0236 3.2% 0.0040 0.5% 15% False False 74,093
60 0.7599 0.7279 0.0321 4.3% 0.0039 0.5% 37% False False 60,120
80 0.7599 0.7212 0.0388 5.2% 0.0039 0.5% 48% False False 45,182
100 0.7599 0.7212 0.0388 5.2% 0.0039 0.5% 48% False False 36,200
120 0.7599 0.7212 0.0388 5.2% 0.0036 0.5% 48% False False 30,194
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7572
2.618 0.7517
1.618 0.7483
1.000 0.7462
0.618 0.7449
HIGH 0.7428
0.618 0.7415
0.500 0.7411
0.382 0.7406
LOW 0.7394
0.618 0.7372
1.000 0.7360
1.618 0.7338
2.618 0.7304
4.250 0.7249
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 0.7411 0.7407
PP 0.7406 0.7404
S1 0.7402 0.7401

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

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