CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 0.7352 0.7292 -0.0060 -0.8% 0.7250
High 0.7352 0.7295 -0.0057 -0.8% 0.7342
Low 0.7331 0.7290 -0.0042 -0.6% 0.7226
Close 0.7331 0.7293 -0.0039 -0.5% 0.7347
Range 0.0021 0.0005 -0.0016 -75.6% 0.0116
ATR 0.0031 0.0032 0.0001 2.4% 0.0000
Volume 13 16 3 23.1% 389
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7307 0.7305 0.7295
R3 0.7302 0.7300 0.7294
R2 0.7297 0.7297 0.7293
R1 0.7295 0.7295 0.7293 0.7296
PP 0.7292 0.7292 0.7292 0.7293
S1 0.7290 0.7290 0.7292 0.7291
S2 0.7287 0.7287 0.7292
S3 0.7282 0.7285 0.7291
S4 0.7277 0.7280 0.7290
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% 0.0027 0.4% 53% False False 60
10 0.7352 0.7226 0.0126 1.7% 0.0025 0.3% 53% False False 92
20 0.7386 0.7226 0.0160 2.2% 0.0023 0.3% 42% False False 56
40 0.7478 0.7226 0.0252 3.5% 0.0020 0.3% 26% False False 34
60 0.7478 0.7226 0.0252 3.5% 0.0018 0.2% 26% False False 24
80 0.7626 0.7226 0.0400 5.5% 0.0016 0.2% 17% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7316
2.618 0.7308
1.618 0.7303
1.000 0.7300
0.618 0.7298
HIGH 0.7295
0.618 0.7293
0.500 0.7292
0.382 0.7291
LOW 0.7290
0.618 0.7286
1.000 0.7285
1.618 0.7281
2.618 0.7276
4.250 0.7268
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 0.7292 0.7321
PP 0.7292 0.7311
S1 0.7292 0.7302

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

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