CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 0.7293 0.7335 0.0042 0.6% 0.7228
High 0.7340 0.7350 0.0011 0.1% 0.7340
Low 0.7284 0.7316 0.0032 0.4% 0.7212
Close 0.7337 0.7322 -0.0016 -0.2% 0.7337
Range 0.0056 0.0035 -0.0021 -37.8% 0.0128
ATR 0.0039 0.0039 0.0000 -0.9% 0.0000
Volume 746 274 -472 -63.3% 2,374
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7433 0.7412 0.7340
R3 0.7398 0.7377 0.7331
R2 0.7364 0.7364 0.7328
R1 0.7343 0.7343 0.7325 0.7336
PP 0.7329 0.7329 0.7329 0.7326
S1 0.7308 0.7308 0.7318 0.7301
S2 0.7295 0.7295 0.7315
S3 0.7260 0.7274 0.7312
S4 0.7226 0.7239 0.7303
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7680 0.7637 0.7407
R3 0.7552 0.7509 0.7372
R2 0.7424 0.7424 0.7360
R1 0.7381 0.7381 0.7349 0.7402
PP 0.7296 0.7296 0.7296 0.7307
S1 0.7253 0.7253 0.7325 0.7274
S2 0.7168 0.7168 0.7314
S3 0.7040 0.7125 0.7302
S4 0.6912 0.6997 0.7267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7350 0.7212 0.0139 1.9% 0.0041 0.6% 79% True False 470
10 0.7350 0.7212 0.0139 1.9% 0.0038 0.5% 79% True False 422
20 0.7385 0.7212 0.0173 2.4% 0.0036 0.5% 64% False False 354
40 0.7484 0.7212 0.0273 3.7% 0.0035 0.5% 40% False False 302
60 0.7484 0.7212 0.0273 3.7% 0.0029 0.4% 40% False False 213
80 0.7626 0.7212 0.0414 5.7% 0.0025 0.3% 27% False False 162
100 0.7656 0.7212 0.0444 6.1% 0.0022 0.3% 25% False False 132
120 0.7656 0.7212 0.0444 6.1% 0.0020 0.3% 25% False False 111
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7497
2.618 0.7440
1.618 0.7406
1.000 0.7385
0.618 0.7371
HIGH 0.7350
0.618 0.7337
0.500 0.7333
0.382 0.7329
LOW 0.7316
0.618 0.7294
1.000 0.7281
1.618 0.7260
2.618 0.7225
4.250 0.7169
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 0.7333 0.7312
PP 0.7329 0.7303
S1 0.7325 0.7294

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

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