CME Canadian Dollar Future June 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 0.7340 0.7352 0.0012 0.2% 0.7250
High 0.7342 0.7352 0.0010 0.1% 0.7342
Low 0.7295 0.7331 0.0037 0.5% 0.7226
Close 0.7347 0.7331 -0.0016 -0.2% 0.7347
Range 0.0047 0.0021 -0.0027 -56.4% 0.0116
ATR 0.0032 0.0031 -0.0001 -2.5% 0.0000
Volume 52 13 -39 -75.0% 389
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7399 0.7386 0.7342
R3 0.7379 0.7365 0.7337
R2 0.7358 0.7358 0.7335
R1 0.7345 0.7345 0.7333 0.7341
PP 0.7338 0.7338 0.7338 0.7336
S1 0.7324 0.7324 0.7329 0.7321
S2 0.7317 0.7317 0.7327
S3 0.7297 0.7304 0.7325
S4 0.7276 0.7283 0.7320
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7651 0.7614 0.7410
R3 0.7536 0.7499 0.7378
R2 0.7420 0.7420 0.7368
R1 0.7383 0.7383 0.7357 0.7402
PP 0.7305 0.7305 0.7305 0.7314
S1 0.7268 0.7268 0.7336 0.7286
S2 0.7189 0.7189 0.7325
S3 0.7074 0.7152 0.7315
S4 0.6958 0.7037 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7352 0.7226 0.0126 1.7% 0.0030 0.4% 84% True False 78
10 0.7352 0.7226 0.0126 1.7% 0.0027 0.4% 84% True False 93
20 0.7390 0.7226 0.0164 2.2% 0.0023 0.3% 64% False False 59
40 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 42% False False 34
60 0.7478 0.7226 0.0252 3.4% 0.0018 0.2% 42% False False 23
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 True
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7405
1.618 0.7385
1.000 0.7372
0.618 0.7364
HIGH 0.7352
0.618 0.7344
0.500 0.7341
0.382 0.7339
LOW 0.7331
0.618 0.7318
1.000 0.7311
1.618 0.7298
2.618 0.7277
4.250 0.7244
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 0.7341 0.7321
PP 0.7338 0.7310
S1 0.7334 0.7300

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

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