CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 0.7420 0.7407 -0.0013 -0.2% 0.7418
High 0.7431 0.7410 -0.0022 -0.3% 0.7443
Low 0.7400 0.7394 -0.0006 -0.1% 0.7391
Close 0.7410 0.7402 -0.0008 -0.1% 0.7410
Range 0.0032 0.0016 -0.0016 -50.8% 0.0053
ATR 0.0038 0.0037 -0.0002 -4.2% 0.0000
Volume 76,037 49,315 -26,722 -35.1% 305,504
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7448 0.7441 0.7411
R3 0.7433 0.7425 0.7406
R2 0.7417 0.7417 0.7405
R1 0.7410 0.7410 0.7403 0.7406
PP 0.7402 0.7402 0.7402 0.7400
S1 0.7394 0.7394 0.7401 0.7390
S2 0.7386 0.7386 0.7399
S3 0.7371 0.7379 0.7398
S4 0.7355 0.7363 0.7393
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7572 0.7543 0.7438
R3 0.7519 0.7491 0.7424
R2 0.7467 0.7467 0.7419
R1 0.7438 0.7438 0.7414 0.7426
PP 0.7414 0.7414 0.7414 0.7408
S1 0.7386 0.7386 0.7405 0.7374
S2 0.7362 0.7362 0.7400
S3 0.7309 0.7333 0.7395
S4 0.7257 0.7281 0.7381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7391 0.0053 0.7% 0.0029 0.4% 22% False False 70,963
10 0.7450 0.7363 0.0087 1.2% 0.0035 0.5% 45% False False 71,930
20 0.7491 0.7363 0.0128 1.7% 0.0037 0.5% 31% False False 71,550
40 0.7597 0.7363 0.0234 3.2% 0.0039 0.5% 17% False False 73,028
60 0.7599 0.7352 0.0248 3.3% 0.0038 0.5% 20% False False 64,446
80 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 49% False False 48,434
100 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 49% False False 38,809
120 0.7599 0.7212 0.0388 5.2% 0.0036 0.5% 49% False False 32,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 112 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7450
1.618 0.7435
1.000 0.7425
0.618 0.7419
HIGH 0.7410
0.618 0.7404
0.500 0.7402
0.382 0.7400
LOW 0.7394
0.618 0.7384
1.000 0.7379
1.618 0.7369
2.618 0.7353
4.250 0.7328
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 0.7402 0.7419
PP 0.7402 0.7413
S1 0.7402 0.7408

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

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