CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 0.7318 0.7322 0.0004 0.0% 0.7268
High 0.7329 0.7323 -0.0006 -0.1% 0.7343
Low 0.7318 0.7298 -0.0020 -0.3% 0.7268
Close 0.7323 0.7322 -0.0001 0.0% 0.7313
Range 0.0011 0.0025 0.0014 133.3% 0.0076
ATR 0.0029 0.0029 0.0000 -1.1% 0.0000
Volume 14 27 13 92.9% 215
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7388 0.7379 0.7335
R3 0.7363 0.7355 0.7329
R2 0.7339 0.7339 0.7326
R1 0.7330 0.7330 0.7324 0.7335
PP 0.7314 0.7314 0.7314 0.7316
S1 0.7306 0.7306 0.7320 0.7310
S2 0.7290 0.7290 0.7318
S3 0.7265 0.7281 0.7315
S4 0.7241 0.7257 0.7309
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7499 0.7354
R3 0.7459 0.7423 0.7333
R2 0.7383 0.7383 0.7326
R1 0.7348 0.7348 0.7319 0.7366
PP 0.7308 0.7308 0.7308 0.7317
S1 0.7272 0.7272 0.7306 0.7290
S2 0.7232 0.7232 0.7299
S3 0.7157 0.7197 0.7292
S4 0.7081 0.7121 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7329 0.7286 0.0043 0.6% 0.0023 0.3% 85% False False 25
10 0.7343 0.7249 0.0095 1.3% 0.0022 0.3% 78% False False 33
20 0.7352 0.7226 0.0126 1.7% 0.0023 0.3% 76% False False 55
40 0.7476 0.7226 0.0250 3.4% 0.0024 0.3% 38% False False 42
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 38% False False 29
80 0.7531 0.7226 0.0305 4.2% 0.0018 0.2% 31% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7427
2.618 0.7387
1.618 0.7362
1.000 0.7347
0.618 0.7338
HIGH 0.7323
0.618 0.7313
0.500 0.7310
0.382 0.7307
LOW 0.7298
0.618 0.7283
1.000 0.7274
1.618 0.7258
2.618 0.7234
4.250 0.7194
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 0.7318 0.7319
PP 0.7314 0.7316
S1 0.7310 0.7313

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

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