CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 0.7357 0.7380 0.0024 0.3% 0.7311
High 0.7363 0.7396 0.0033 0.4% 0.7374
Low 0.7354 0.7380 0.0026 0.4% 0.7298
Close 0.7363 0.7395 0.0032 0.4% 0.7371
Range 0.0009 0.0016 0.0007 77.8% 0.0076
ATR 0.0029 0.0030 0.0000 0.9% 0.0000
Volume 26 29 3 11.5% 130
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7438 0.7433 0.7404
R3 0.7422 0.7417 0.7399
R2 0.7406 0.7406 0.7398
R1 0.7401 0.7401 0.7396 0.7404
PP 0.7390 0.7390 0.7390 0.7392
S1 0.7385 0.7385 0.7394 0.7388
S2 0.7374 0.7374 0.7392
S3 0.7358 0.7369 0.7391
S4 0.7342 0.7353 0.7386
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 0.7396 0.7298 0.0098 1.3% 0.0022 0.3% 99% True False 31
10 0.7396 0.7286 0.0110 1.5% 0.0024 0.3% 99% True False 39
20 0.7396 0.7226 0.0170 2.3% 0.0023 0.3% 99% True False 43
40 0.7396 0.7226 0.0170 2.3% 0.0024 0.3% 99% True False 44
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 67% False False 31
80 0.7506 0.7226 0.0280 3.8% 0.0018 0.2% 60% False False 24
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7438
1.618 0.7422
1.000 0.7412
0.618 0.7406
HIGH 0.7396
0.618 0.7390
0.500 0.7388
0.382 0.7386
LOW 0.7380
0.618 0.7370
1.000 0.7364
1.618 0.7354
2.618 0.7338
4.250 0.7312
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 0.7393 0.7383
PP 0.7390 0.7372
S1 0.7388 0.7360

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

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