CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 0.7322 0.7330 0.0009 0.1% 0.7311
High 0.7323 0.7374 0.0051 0.7% 0.7374
Low 0.7298 0.7325 0.0027 0.4% 0.7298
Close 0.7322 0.7371 0.0049 0.7% 0.7371
Range 0.0025 0.0049 0.0025 100.0% 0.0076
ATR 0.0029 0.0030 0.0002 5.7% 0.0000
Volume 27 60 33 122.2% 130
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7503 0.7486 0.7397
R3 0.7454 0.7437 0.7384
R2 0.7405 0.7405 0.7379
R1 0.7388 0.7388 0.7375 0.7397
PP 0.7356 0.7356 0.7356 0.7361
S1 0.7339 0.7339 0.7366 0.7348
S2 0.7307 0.7307 0.7362
S3 0.7258 0.7290 0.7357
S4 0.7209 0.7241 0.7344
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7574 0.7548 0.7412
R3 0.7498 0.7472 0.7391
R2 0.7423 0.7423 0.7384
R1 0.7397 0.7397 0.7377 0.7410
PP 0.7347 0.7347 0.7347 0.7354
S1 0.7321 0.7321 0.7364 0.7334
S2 0.7272 0.7272 0.7357
S3 0.7196 0.7246 0.7350
S4 0.7121 0.7170 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7374 0.7286 0.0088 1.2% 0.0027 0.4% 97% True False 28
10 0.7374 0.7249 0.0125 1.7% 0.0025 0.3% 98% True False 36
20 0.7374 0.7226 0.0148 2.0% 0.0024 0.3% 98% True False 56
40 0.7476 0.7226 0.0250 3.4% 0.0025 0.3% 58% False False 44
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 57% False False 30
80 0.7531 0.7226 0.0305 4.1% 0.0018 0.2% 47% False False 23
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7502
1.618 0.7453
1.000 0.7423
0.618 0.7404
HIGH 0.7374
0.618 0.7355
0.500 0.7349
0.382 0.7343
LOW 0.7325
0.618 0.7294
1.000 0.7276
1.618 0.7245
2.618 0.7196
4.250 0.7116
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 0.7363 0.7359
PP 0.7356 0.7347
S1 0.7349 0.7336

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

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