CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Nov-2023
Day Change Summary
Previous Current
13-Nov-2023 14-Nov-2023 Change Change % Previous Week
Open 0.7268 0.7295 0.0028 0.4% 0.7352
High 0.7272 0.7326 0.0055 0.7% 0.7352
Low 0.7268 0.7295 0.0028 0.4% 0.7249
Close 0.7272 0.7326 0.0055 0.7% 0.7266
Range 0.0004 0.0031 0.0027 675.0% 0.0103
ATR 0.0028 0.0030 0.0002 6.5% 0.0000
Volume 1 90 89 8,900.0% 92
Daily Pivots for day following 14-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7409 0.7398 0.7343
R3 0.7378 0.7367 0.7335
R2 0.7347 0.7347 0.7332
R1 0.7336 0.7336 0.7329 0.7342
PP 0.7316 0.7316 0.7316 0.7318
S1 0.7305 0.7305 0.7323 0.7311
S2 0.7285 0.7285 0.7320
S3 0.7254 0.7274 0.7317
S4 0.7223 0.7243 0.7309
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 0.7326 0.7249 0.0078 1.1% 0.0018 0.2% 100% True False 30
10 0.7352 0.7226 0.0126 1.7% 0.0022 0.3% 80% False False 45
20 0.7352 0.7226 0.0126 1.7% 0.0023 0.3% 80% False False 59
40 0.7478 0.7226 0.0252 3.4% 0.0021 0.3% 40% False False 38
60 0.7478 0.7226 0.0252 3.4% 0.0018 0.3% 40% False False 26
80 0.7626 0.7226 0.0400 5.5% 0.0017 0.2% 25% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7458
2.618 0.7407
1.618 0.7376
1.000 0.7357
0.618 0.7345
HIGH 0.7326
0.618 0.7314
0.500 0.7311
0.382 0.7307
LOW 0.7295
0.618 0.7276
1.000 0.7264
1.618 0.7245
2.618 0.7214
4.250 0.7163
Fisher Pivots for day following 14-Nov-2023
Pivot 1 day 3 day
R1 0.7321 0.7313
PP 0.7316 0.7300
S1 0.7311 0.7287

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

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