CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 0.7295 0.7322 0.0027 0.4% 0.7352
High 0.7326 0.7343 0.0017 0.2% 0.7352
Low 0.7295 0.7322 0.0027 0.4% 0.7249
Close 0.7326 0.7333 0.0007 0.1% 0.7266
Range 0.0031 0.0022 -0.0010 -30.6% 0.0103
ATR 0.0030 0.0030 -0.0001 -2.1% 0.0000
Volume 90 68 -22 -24.4% 92
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7397 0.7387 0.7345
R3 0.7376 0.7365 0.7339
R2 0.7354 0.7354 0.7337
R1 0.7344 0.7344 0.7335 0.7349
PP 0.7333 0.7333 0.7333 0.7335
S1 0.7322 0.7322 0.7331 0.7327
S2 0.7311 0.7311 0.7329
S3 0.7290 0.7301 0.7327
S4 0.7268 0.7279 0.7321
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 0.7343 0.7249 0.0095 1.3% 0.0021 0.3% 89% True False 42
10 0.7352 0.7248 0.0104 1.4% 0.0023 0.3% 82% False False 38
20 0.7352 0.7226 0.0126 1.7% 0.0023 0.3% 85% False False 62
40 0.7476 0.7226 0.0250 3.4% 0.0022 0.3% 43% False False 39
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 42% False False 27
80 0.7626 0.7226 0.0400 5.5% 0.0017 0.2% 27% False False 21
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 False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7399
1.618 0.7378
1.000 0.7365
0.618 0.7356
HIGH 0.7343
0.618 0.7335
0.500 0.7332
0.382 0.7330
LOW 0.7322
0.618 0.7308
1.000 0.7300
1.618 0.7287
2.618 0.7265
4.250 0.7230
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 0.7333 0.7324
PP 0.7333 0.7315
S1 0.7332 0.7305

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

View Archives - Comment on this page... - Back to Index of Symbols