CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 0.7330 0.7357 0.0027 0.4% 0.7311
High 0.7374 0.7363 -0.0011 -0.1% 0.7374
Low 0.7325 0.7354 0.0030 0.4% 0.7298
Close 0.7371 0.7363 -0.0008 -0.1% 0.7371
Range 0.0049 0.0009 -0.0040 -81.6% 0.0076
ATR 0.0030 0.0029 -0.0001 -3.3% 0.0000
Volume 60 26 -34 -56.7% 130
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7387 0.7384 0.7368
R3 0.7378 0.7375 0.7365
R2 0.7369 0.7369 0.7365
R1 0.7366 0.7366 0.7364 0.7368
PP 0.7360 0.7360 0.7360 0.7361
S1 0.7357 0.7357 0.7362 0.7359
S2 0.7351 0.7351 0.7361
S3 0.7342 0.7348 0.7361
S4 0.7333 0.7339 0.7358
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 0.7298 0.0076 1.0% 0.0023 0.3% 86% False False 31
10 0.7374 0.7268 0.0106 1.4% 0.0023 0.3% 90% False False 37
20 0.7374 0.7226 0.0148 2.0% 0.0023 0.3% 93% False False 42
40 0.7390 0.7226 0.0164 2.2% 0.0024 0.3% 84% False False 44
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 54% False False 30
80 0.7531 0.7226 0.0305 4.1% 0.0018 0.3% 45% False False 24
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7387
1.618 0.7378
1.000 0.7372
0.618 0.7369
HIGH 0.7363
0.618 0.7360
0.500 0.7359
0.382 0.7357
LOW 0.7354
0.618 0.7348
1.000 0.7345
1.618 0.7339
2.618 0.7330
4.250 0.7316
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 0.7362 0.7354
PP 0.7360 0.7345
S1 0.7359 0.7336

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

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