CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 0.7249 0.7268 0.0019 0.3% 0.7352
High 0.7274 0.7272 -0.0003 0.0% 0.7352
Low 0.7249 0.7268 0.0019 0.3% 0.7249
Close 0.7266 0.7272 0.0006 0.1% 0.7266
Range 0.0026 0.0004 -0.0022 -84.3% 0.0103
ATR 0.0030 0.0028 -0.0002 -5.8% 0.0000
Volume 21 1 -20 -95.2% 92
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7282 0.7281 0.7274
R3 0.7278 0.7277 0.7273
R2 0.7274 0.7274 0.7272
R1 0.7273 0.7273 0.7272 0.7274
PP 0.7270 0.7270 0.7270 0.7271
S1 0.7269 0.7269 0.7271 0.7270
S2 0.7266 0.7266 0.7271
S3 0.7262 0.7265 0.7270
S4 0.7258 0.7261 0.7269
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7598 0.7535 0.7323
R3 0.7495 0.7432 0.7294
R2 0.7392 0.7392 0.7285
R1 0.7329 0.7329 0.7275 0.7309
PP 0.7289 0.7289 0.7289 0.7279
S1 0.7226 0.7226 0.7257 0.7206
S2 0.7186 0.7186 0.7247
S3 0.7083 0.7123 0.7238
S4 0.6980 0.7020 0.7209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7295 0.7249 0.0046 0.6% 0.0013 0.2% 50% False False 16
10 0.7352 0.7226 0.0126 1.7% 0.0022 0.3% 36% False False 47
20 0.7362 0.7226 0.0136 1.9% 0.0022 0.3% 33% False False 55
40 0.7478 0.7226 0.0252 3.5% 0.0021 0.3% 18% False False 36
60 0.7478 0.7226 0.0252 3.5% 0.0018 0.2% 18% False False 25
80 0.7626 0.7226 0.0400 5.5% 0.0016 0.2% 11% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.7289
2.618 0.7282
1.618 0.7278
1.000 0.7276
0.618 0.7274
HIGH 0.7272
0.618 0.7270
0.500 0.7270
0.382 0.7269
LOW 0.7268
0.618 0.7265
1.000 0.7264
1.618 0.7261
2.618 0.7257
4.250 0.7251
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 0.7271 0.7270
PP 0.7270 0.7269
S1 0.7270 0.7268

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

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