CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	0.7335	0.7319	-0.0017	-0.2%	0.7228
High	0.7350	0.7319	-0.0032	-0.4%	0.7340
Low	0.7316	0.7274	-0.0042	-0.6%	0.7212
Close	0.7322	0.7283	-0.0039	-0.5%	0.7337
Range	0.0035	0.0045	0.0010	29.0%	0.0128
ATR	0.0039	0.0040	0.0001	1.6%	0.0000
Volume	274	318	44	16.1%	2,374

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7425	0.7399	0.7307
R3	0.7381	0.7354	0.7295
R2	0.7336	0.7336	0.7291
R1	0.7310	0.7310	0.7287	0.7301
PP	0.7292	0.7292	0.7292	0.7287
S1	0.7265	0.7265	0.7279	0.7256
S2	0.7247	0.7247	0.7275
S3	0.7203	0.7221	0.7271
S4	0.7158	0.7176	0.7259

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7680	0.7637	0.7407
R3	0.7552	0.7509	0.7372
R2	0.7424	0.7424	0.7360
R1	0.7381	0.7381	0.7349	0.7402
PP	0.7296	0.7296	0.7296	0.7307
S1	0.7253	0.7253	0.7325	0.7274
S2	0.7168	0.7168	0.7314
S3	0.7040	0.7125	0.7302
S4	0.6912	0.6997	0.7267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7350	0.7212	0.0139	1.9%	0.0044	0.6%	52%	False	False	504
10	0.7350	0.7212	0.0139	1.9%	0.0039	0.5%	52%	False	False	429
20	0.7382	0.7212	0.0170	2.3%	0.0037	0.5%	42%	False	False	364
40	0.7484	0.7212	0.0273	3.7%	0.0036	0.5%	26%	False	False	294
60	0.7484	0.7212	0.0273	3.7%	0.0029	0.4%	26%	False	False	219
80	0.7626	0.7212	0.0414	5.7%	0.0025	0.3%	17%	False	False	166
100	0.7656	0.7212	0.0444	6.1%	0.0022	0.3%	16%	False	False	135
120	0.7656	0.7212	0.0444	6.1%	0.0020	0.3%	16%	False	False	113

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7435
1.618	0.7391
1.000	0.7363
0.618	0.7346
HIGH	0.7319
0.618	0.7302
0.500	0.7296
0.382	0.7291
LOW	0.7274
0.618	0.7246
1.000	0.7230
1.618	0.7202
2.618	0.7157
4.250	0.7085

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	0.7296	0.7312
PP	0.7292	0.7302
S1	0.7287	0.7293

Download as Excel Spreadsheet

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

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