CME Canadian Dollar Future March 2024

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	0.7263	0.7258	-0.0005	-0.1%	0.7335
High	0.7265	0.7273	0.0008	0.1%	0.7350
Low	0.7233	0.7245	0.0012	0.2%	0.7233
Close	0.7256	0.7262	0.0006	0.1%	0.7256
Range	0.0032	0.0028	-0.0004	-12.5%	0.0117
ATR	0.0038	0.0037	-0.0001	-1.9%	0.0000
Volume	225	176	-49	-21.8%	1,282

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7331	0.7277
R3	0.7316	0.7303	0.7270
R2	0.7288	0.7288	0.7267
R1	0.7275	0.7275	0.7265	0.7282
PP	0.7260	0.7260	0.7260	0.7263
S1	0.7247	0.7247	0.7259	0.7254
S2	0.7232	0.7232	0.7257
S3	0.7204	0.7219	0.7254
S4	0.7176	0.7191	0.7247

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7631	0.7560	0.7320
R3	0.7514	0.7443	0.7288
R2	0.7397	0.7397	0.7277
R1	0.7326	0.7326	0.7267	0.7303
PP	0.7280	0.7280	0.7280	0.7268
S1	0.7209	0.7209	0.7245	0.7186
S2	0.7163	0.7163	0.7235
S3	0.7046	0.7092	0.7224
S4	0.6929	0.6975	0.7192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7319	0.7233	0.0086	1.2%	0.0033	0.5%	34%	False	False	236
10	0.7350	0.7212	0.0139	1.9%	0.0037	0.5%	36%	False	False	353
20	0.7359	0.7212	0.0147	2.0%	0.0036	0.5%	34%	False	False	367
40	0.7484	0.7212	0.0273	3.8%	0.0037	0.5%	19%	False	False	304
60	0.7484	0.7212	0.0273	3.8%	0.0031	0.4%	19%	False	False	232
80	0.7626	0.7212	0.0414	5.7%	0.0026	0.4%	12%	False	False	176
100	0.7656	0.7212	0.0444	6.1%	0.0023	0.3%	11%	False	False	142
120	0.7656	0.7212	0.0444	6.1%	0.0021	0.3%	11%	False	False	120

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7392
2.618	0.7346
1.618	0.7318
1.000	0.7301
0.618	0.7290
HIGH	0.7273
0.618	0.7262
0.500	0.7259
0.382	0.7256
LOW	0.7245
0.618	0.7228
1.000	0.7217
1.618	0.7200
2.618	0.7172
4.250	0.7126

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	0.7261	0.7261
PP	0.7260	0.7261
S1	0.7259	0.7260

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