CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 0.7259 0.7250 -0.0009 -0.1% 0.7308
High 0.7273 0.7264 -0.0009 -0.1% 0.7335
Low 0.7233 0.7248 0.0015 0.2% 0.7233
Close 0.7231 0.7261 0.0030 0.4% 0.7231
Range 0.0040 0.0017 -0.0024 -58.8% 0.0102
ATR 0.0028 0.0028 0.0000 1.3% 0.0000
Volume 296 8 -288 -97.3% 570
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7307 0.7301 0.7270
R3 0.7291 0.7284 0.7266
R2 0.7274 0.7274 0.7264
R1 0.7268 0.7268 0.7263 0.7271
PP 0.7258 0.7258 0.7258 0.7259
S1 0.7251 0.7251 0.7259 0.7254
S2 0.7241 0.7241 0.7258
S3 0.7225 0.7235 0.7256
S4 0.7208 0.7218 0.7252
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7504 0.7287
R3 0.7470 0.7402 0.7259
R2 0.7368 0.7368 0.7250
R1 0.7300 0.7300 0.7240 0.7283
PP 0.7266 0.7266 0.7266 0.7258
S1 0.7198 0.7198 0.7222 0.7181
S2 0.7164 0.7164 0.7212
S3 0.7062 0.7096 0.7203
S4 0.6960 0.6994 0.7175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7325 0.7233 0.0092 1.3% 0.0024 0.3% 31% False False 108
10 0.7362 0.7233 0.0129 1.8% 0.0023 0.3% 22% False False 64
20 0.7390 0.7233 0.0157 2.2% 0.0024 0.3% 18% False False 45
40 0.7478 0.7233 0.0245 3.4% 0.0017 0.2% 11% False False 25
60 0.7506 0.7233 0.0273 3.8% 0.0017 0.2% 10% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7307
1.618 0.7291
1.000 0.7281
0.618 0.7274
HIGH 0.7264
0.618 0.7258
0.500 0.7256
0.382 0.7254
LOW 0.7248
0.618 0.7237
1.000 0.7231
1.618 0.7221
2.618 0.7204
4.250 0.7177
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 0.7259 0.7258
PP 0.7258 0.7256
S1 0.7256 0.7253

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

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