CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Nov-2023
Day Change Summary
Previous Current
28-Nov-2023 29-Nov-2023 Change Change % Previous Week
Open 0.7380 0.7380 0.0000 0.0% 0.7311
High 0.7396 0.7392 -0.0004 -0.1% 0.7374
Low 0.7380 0.7380 0.0000 0.0% 0.7298
Close 0.7395 0.7385 -0.0010 -0.1% 0.7371
Range 0.0016 0.0012 -0.0004 -25.0% 0.0076
ATR 0.0030 0.0029 -0.0001 -3.5% 0.0000
Volume 29 11 -18 -62.1% 130
Daily Pivots for day following 29-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7422 0.7415 0.7392
R3 0.7410 0.7403 0.7388
R2 0.7398 0.7398 0.7387
R1 0.7391 0.7391 0.7386 0.7395
PP 0.7386 0.7386 0.7386 0.7387
S1 0.7379 0.7379 0.7384 0.7383
S2 0.7374 0.7374 0.7383
S3 0.7362 0.7367 0.7382
S4 0.7350 0.7355 0.7378
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% 89% False False 30
10 0.7396 0.7286 0.0110 1.5% 0.0022 0.3% 90% False False 32
20 0.7396 0.7226 0.0170 2.3% 0.0022 0.3% 94% False False 38
40 0.7396 0.7226 0.0170 2.3% 0.0023 0.3% 94% False False 43
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 63% False False 31
80 0.7486 0.7226 0.0260 3.5% 0.0018 0.2% 61% False False 24
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 True
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 0.7443
2.618 0.7423
1.618 0.7411
1.000 0.7404
0.618 0.7399
HIGH 0.7392
0.618 0.7387
0.500 0.7386
0.382 0.7385
LOW 0.7380
0.618 0.7373
1.000 0.7368
1.618 0.7361
2.618 0.7349
4.250 0.7329
Fisher Pivots for day following 29-Nov-2023
Pivot 1 day 3 day
R1 0.7386 0.7382
PP 0.7386 0.7378
S1 0.7385 0.7375

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

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