CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 0.7432 0.7417 -0.0016 -0.2% 0.7379
High 0.7453 0.7425 -0.0028 -0.4% 0.7453
Low 0.7409 0.7403 -0.0007 -0.1% 0.7351
Close 0.7417 0.7416 -0.0001 0.0% 0.7417
Range 0.0044 0.0023 -0.0021 -48.3% 0.0102
ATR 0.0037 0.0036 -0.0001 -2.8% 0.0000
Volume 94,199 80,577 -13,622 -14.5% 396,599
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7482 0.7472 0.7428
R3 0.7460 0.7449 0.7422
R2 0.7437 0.7437 0.7420
R1 0.7427 0.7427 0.7418 0.7421
PP 0.7415 0.7415 0.7415 0.7412
S1 0.7404 0.7404 0.7414 0.7398
S2 0.7392 0.7392 0.7412
S3 0.7370 0.7382 0.7410
S4 0.7347 0.7359 0.7404
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7711 0.7666 0.7473
R3 0.7610 0.7564 0.7445
R2 0.7508 0.7508 0.7436
R1 0.7463 0.7463 0.7426 0.7486
PP 0.7407 0.7407 0.7407 0.7418
S1 0.7361 0.7361 0.7408 0.7384
S2 0.7305 0.7305 0.7398
S3 0.7204 0.7260 0.7389
S4 0.7102 0.7158 0.7361
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7453 0.7351 0.0102 1.4% 0.0038 0.5% 64% False False 83,821
10 0.7453 0.7351 0.0102 1.4% 0.0035 0.5% 64% False False 82,420
20 0.7453 0.7351 0.0102 1.4% 0.0035 0.5% 64% False False 77,175
40 0.7501 0.7351 0.0150 2.0% 0.0037 0.5% 43% False False 75,512
60 0.7599 0.7351 0.0248 3.3% 0.0039 0.5% 26% False False 76,476
80 0.7599 0.7244 0.0355 4.8% 0.0038 0.5% 48% False False 58,692
100 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 53% False False 47,027
120 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 53% False False 39,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7521
2.618 0.7484
1.618 0.7461
1.000 0.7448
0.618 0.7439
HIGH 0.7425
0.618 0.7416
0.500 0.7414
0.382 0.7411
LOW 0.7403
0.618 0.7389
1.000 0.7380
1.618 0.7366
2.618 0.7344
4.250 0.7307
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 0.7415 0.7424
PP 0.7415 0.7421
S1 0.7414 0.7419

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

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