CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 0.7250 0.7250 0.0000 0.0% 0.7308
High 0.7264 0.7250 -0.0014 -0.2% 0.7335
Low 0.7248 0.7228 -0.0020 -0.3% 0.7233
Close 0.7261 0.7239 -0.0022 -0.3% 0.7231
Range 0.0017 0.0023 0.0006 36.4% 0.0102
ATR 0.0028 0.0029 0.0000 1.3% 0.0000
Volume 8 108 100 1,250.0% 570
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7306 0.7295 0.7251
R3 0.7284 0.7273 0.7245
R2 0.7261 0.7261 0.7243
R1 0.7250 0.7250 0.7241 0.7245
PP 0.7239 0.7239 0.7239 0.7236
S1 0.7228 0.7228 0.7237 0.7222
S2 0.7216 0.7216 0.7235
S3 0.7194 0.7205 0.7233
S4 0.7171 0.7183 0.7227
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 0.7303 0.7228 0.0076 1.0% 0.0024 0.3% 15% False True 125
10 0.7338 0.7228 0.0111 1.5% 0.0023 0.3% 10% False True 73
20 0.7390 0.7228 0.0162 2.2% 0.0024 0.3% 7% False True 49
40 0.7478 0.7228 0.0251 3.5% 0.0018 0.2% 5% False True 27
60 0.7486 0.7228 0.0258 3.6% 0.0017 0.2% 4% False True 19
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7346
2.618 0.7309
1.618 0.7286
1.000 0.7273
0.618 0.7264
HIGH 0.7250
0.618 0.7241
0.500 0.7239
0.382 0.7236
LOW 0.7228
0.618 0.7214
1.000 0.7205
1.618 0.7191
2.618 0.7169
4.250 0.7132
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 0.7239 0.7250
PP 0.7239 0.7247
S1 0.7239 0.7243

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

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