CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 0.7380 0.7384 0.0004 0.1% 0.7311
High 0.7392 0.7400 0.0008 0.1% 0.7374
Low 0.7380 0.7367 -0.0014 -0.2% 0.7298
Close 0.7385 0.7394 0.0009 0.1% 0.7371
Range 0.0012 0.0034 0.0022 179.2% 0.0076
ATR 0.0029 0.0029 0.0000 1.2% 0.0000
Volume 11 47 36 327.3% 130
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7487 0.7474 0.7412
R3 0.7454 0.7441 0.7403
R2 0.7420 0.7420 0.7400
R1 0.7407 0.7407 0.7397 0.7414
PP 0.7387 0.7387 0.7387 0.7390
S1 0.7374 0.7374 0.7391 0.7380
S2 0.7353 0.7353 0.7388
S3 0.7320 0.7340 0.7385
S4 0.7286 0.7307 0.7376
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 0.7400 0.7325 0.0076 1.0% 0.0024 0.3% 92% True False 34
10 0.7400 0.7286 0.0114 1.5% 0.0024 0.3% 95% True False 29
20 0.7400 0.7248 0.0152 2.1% 0.0024 0.3% 96% True False 34
40 0.7400 0.7226 0.0174 2.4% 0.0023 0.3% 97% True False 44
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 67% False False 32
80 0.7486 0.7226 0.0260 3.5% 0.0019 0.3% 65% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7542
2.618 0.7488
1.618 0.7454
1.000 0.7434
0.618 0.7421
HIGH 0.7400
0.618 0.7387
0.500 0.7383
0.382 0.7379
LOW 0.7367
0.618 0.7346
1.000 0.7333
1.618 0.7312
2.618 0.7279
4.250 0.7224
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 0.7390 0.7390
PP 0.7387 0.7387
S1 0.7383 0.7383

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

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