CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 18-Mar-2024
Day Change Summary
Previous Current
15-Mar-2024 18-Mar-2024 Change Change % Previous Week
Open 0.7391 0.7385 -0.0006 -0.1% 0.7417
High 0.7402 0.7395 -0.0007 -0.1% 0.7431
Low 0.7380 0.7380 0.0000 0.0% 0.7380
Close 0.7386 0.7389 0.0004 0.0% 0.7386
Range 0.0023 0.0016 -0.0007 -31.1% 0.0051
ATR 0.0034 0.0033 -0.0001 -3.9% 0.0000
Volume 80,732 14,912 -65,820 -81.5% 565,575
Daily Pivots for day following 18-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7434 0.7427 0.7398
R3 0.7419 0.7412 0.7393
R2 0.7403 0.7403 0.7392
R1 0.7396 0.7396 0.7390 0.7400
PP 0.7388 0.7388 0.7388 0.7390
S1 0.7381 0.7381 0.7388 0.7384
S2 0.7372 0.7372 0.7386
S3 0.7357 0.7365 0.7385
S4 0.7341 0.7350 0.7380
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7552 0.7520 0.7414
R3 0.7501 0.7469 0.7400
R2 0.7450 0.7450 0.7395
R1 0.7418 0.7418 0.7390 0.7408
PP 0.7399 0.7399 0.7399 0.7394
S1 0.7367 0.7367 0.7381 0.7357
S2 0.7348 0.7348 0.7376
S3 0.7297 0.7316 0.7371
S4 0.7246 0.7265 0.7357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7431 0.7380 0.0051 0.7% 0.0028 0.4% 19% False True 99,982
10 0.7453 0.7351 0.0102 1.4% 0.0033 0.4% 37% False False 91,901
20 0.7453 0.7351 0.0102 1.4% 0.0032 0.4% 37% False False 83,946
40 0.7491 0.7351 0.0140 1.9% 0.0035 0.5% 27% False False 77,959
60 0.7599 0.7351 0.0248 3.4% 0.0037 0.5% 15% False False 77,273
80 0.7599 0.7279 0.0321 4.3% 0.0037 0.5% 34% False False 64,917
100 0.7599 0.7212 0.0388 5.2% 0.0037 0.5% 46% False False 52,007
120 0.7599 0.7212 0.0388 5.2% 0.0038 0.5% 46% False False 43,383
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7461
2.618 0.7436
1.618 0.7420
1.000 0.7411
0.618 0.7405
HIGH 0.7395
0.618 0.7389
0.500 0.7387
0.382 0.7385
LOW 0.7380
0.618 0.7370
1.000 0.7364
1.618 0.7354
2.618 0.7339
4.250 0.7314
Fisher Pivots for day following 18-Mar-2024
Pivot 1 day 3 day
R1 0.7388 0.7405
PP 0.7388 0.7400
S1 0.7387 0.7394

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

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