CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 0.7323 0.7285 -0.0038 -0.5% 0.7258
High 0.7325 0.7308 -0.0017 -0.2% 0.7338
Low 0.7274 0.7276 0.0002 0.0% 0.7244
Close 0.7281 0.7303 0.0022 0.3% 0.7303
Range 0.0051 0.0032 -0.0019 -37.3% 0.0094
ATR 0.0040 0.0039 -0.0001 -1.4% 0.0000
Volume 288 433 145 50.3% 1,868
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7392 0.7379 0.7320
R3 0.7360 0.7347 0.7311
R2 0.7328 0.7328 0.7308
R1 0.7315 0.7315 0.7305 0.7321
PP 0.7296 0.7296 0.7296 0.7299
S1 0.7283 0.7283 0.7300 0.7289
S2 0.7264 0.7264 0.7297
S3 0.7232 0.7251 0.7294
S4 0.7200 0.7219 0.7285
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7575 0.7532 0.7354
R3 0.7482 0.7439 0.7328
R2 0.7388 0.7388 0.7320
R1 0.7345 0.7345 0.7311 0.7367
PP 0.7295 0.7295 0.7295 0.7305
S1 0.7252 0.7252 0.7294 0.7273
S2 0.7201 0.7201 0.7285
S3 0.7108 0.7158 0.7277
S4 0.7014 0.7065 0.7251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7338 0.7244 0.0094 1.3% 0.0043 0.6% 63% False False 373
10 0.7350 0.7233 0.0117 1.6% 0.0038 0.5% 59% False False 315
20 0.7350 0.7212 0.0139 1.9% 0.0038 0.5% 66% False False 366
40 0.7471 0.7212 0.0259 3.5% 0.0038 0.5% 35% False False 317
60 0.7484 0.7212 0.0273 3.7% 0.0033 0.5% 33% False False 259
80 0.7626 0.7212 0.0414 5.7% 0.0027 0.4% 22% False False 197
100 0.7656 0.7212 0.0444 6.1% 0.0024 0.3% 20% False False 159
120 0.7656 0.7212 0.0444 6.1% 0.0022 0.3% 20% False False 134
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7392
1.618 0.7360
1.000 0.7340
0.618 0.7328
HIGH 0.7308
0.618 0.7296
0.500 0.7292
0.382 0.7288
LOW 0.7276
0.618 0.7256
1.000 0.7244
1.618 0.7224
2.618 0.7192
4.250 0.7140
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 0.7299 0.7306
PP 0.7296 0.7305
S1 0.7292 0.7304

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

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