CME Canadian Dollar Future March 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 0.7270 0.7263 -0.0007 -0.1% 0.7335
High 0.7288 0.7265 -0.0023 -0.3% 0.7350
Low 0.7254 0.7233 -0.0021 -0.3% 0.7233
Close 0.7255 0.7256 0.0001 0.0% 0.7256
Range 0.0034 0.0032 -0.0002 -5.9% 0.0117
ATR 0.0038 0.0038 0.0000 -1.2% 0.0000
Volume 214 225 11 5.1% 1,282
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7347 0.7334 0.7274
R3 0.7315 0.7302 0.7265
R2 0.7283 0.7283 0.7262
R1 0.7270 0.7270 0.7259 0.7261
PP 0.7251 0.7251 0.7251 0.7247
S1 0.7238 0.7238 0.7253 0.7229
S2 0.7219 0.7219 0.7250
S3 0.7187 0.7206 0.7247
S4 0.7155 0.7174 0.7238
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 0.7350 0.7233 0.0117 1.6% 0.0034 0.5% 20% False True 256
10 0.7350 0.7212 0.0139 1.9% 0.0037 0.5% 32% False False 365
20 0.7361 0.7212 0.0150 2.1% 0.0036 0.5% 30% False False 363
40 0.7484 0.7212 0.0273 3.8% 0.0037 0.5% 16% False False 299
60 0.7484 0.7212 0.0273 3.8% 0.0031 0.4% 16% False False 229
80 0.7626 0.7212 0.0414 5.7% 0.0026 0.4% 11% False False 173
100 0.7656 0.7212 0.0444 6.1% 0.0022 0.3% 10% False False 140
120 0.7656 0.7212 0.0444 6.1% 0.0020 0.3% 10% False False 119
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7401
2.618 0.7349
1.618 0.7317
1.000 0.7297
0.618 0.7285
HIGH 0.7265
0.618 0.7253
0.500 0.7249
0.382 0.7245
LOW 0.7233
0.618 0.7213
1.000 0.7201
1.618 0.7181
2.618 0.7149
4.250 0.7097
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 0.7254 0.7260
PP 0.7251 0.7259
S1 0.7249 0.7257

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

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