CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 0.7356 0.7385 0.0029 0.4% 0.7300
High 0.7387 0.7398 0.0011 0.1% 0.7369
Low 0.7356 0.7359 0.0003 0.0% 0.7279
Close 0.7385 0.7375 -0.0010 -0.1% 0.7361
Range 0.0031 0.0039 0.0008 25.8% 0.0091
ATR 0.0038 0.0038 0.0000 0.1% 0.0000
Volume 880 1,498 618 70.2% 1,559
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7494 0.7473 0.7396
R3 0.7455 0.7434 0.7385
R2 0.7416 0.7416 0.7382
R1 0.7395 0.7395 0.7378 0.7386
PP 0.7377 0.7377 0.7377 0.7372
S1 0.7356 0.7356 0.7371 0.7347
S2 0.7338 0.7338 0.7367
S3 0.7299 0.7317 0.7364
S4 0.7260 0.7278 0.7353
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7608 0.7575 0.7410
R3 0.7517 0.7484 0.7385
R2 0.7427 0.7427 0.7377
R1 0.7394 0.7394 0.7369 0.7410
PP 0.7336 0.7336 0.7336 0.7344
S1 0.7303 0.7303 0.7352 0.7320
S2 0.7246 0.7246 0.7344
S3 0.7155 0.7213 0.7336
S4 0.7065 0.7122 0.7311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7279 0.0119 1.6% 0.0039 0.5% 81% True False 745
10 0.7398 0.7274 0.0124 1.7% 0.0036 0.5% 81% True False 537
20 0.7398 0.7212 0.0186 2.5% 0.0039 0.5% 88% True False 467
40 0.7398 0.7212 0.0186 2.5% 0.0037 0.5% 88% True False 387
60 0.7484 0.7212 0.0273 3.7% 0.0034 0.5% 60% False False 323
80 0.7484 0.7212 0.0273 3.7% 0.0030 0.4% 60% False False 250
100 0.7656 0.7212 0.0444 6.0% 0.0026 0.4% 37% False False 202
120 0.7656 0.7212 0.0444 6.0% 0.0023 0.3% 37% False False 170
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7563
2.618 0.7500
1.618 0.7461
1.000 0.7437
0.618 0.7422
HIGH 0.7398
0.618 0.7383
0.500 0.7378
0.382 0.7373
LOW 0.7359
0.618 0.7334
1.000 0.7320
1.618 0.7295
2.618 0.7256
4.250 0.7193
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 0.7378 0.7372
PP 0.7377 0.7370
S1 0.7376 0.7368

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

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