CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 0.7250 0.7237 -0.0014 -0.2% 0.7308
High 0.7250 0.7237 -0.0014 -0.2% 0.7335
Low 0.7228 0.7226 -0.0002 0.0% 0.7233
Close 0.7239 0.7230 -0.0010 -0.1% 0.7231
Range 0.0023 0.0011 -0.0012 -53.3% 0.0102
ATR 0.0029 0.0028 -0.0001 -3.9% 0.0000
Volume 108 135 27 25.0% 570
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7262 0.7256 0.7235
R3 0.7252 0.7246 0.7232
R2 0.7241 0.7241 0.7231
R1 0.7235 0.7235 0.7230 0.7233
PP 0.7231 0.7231 0.7231 0.7230
S1 0.7225 0.7225 0.7229 0.7223
S2 0.7220 0.7220 0.7228
S3 0.7210 0.7214 0.7227
S4 0.7199 0.7204 0.7224
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7504 0.7287
R3 0.7470 0.7402 0.7259
R2 0.7368 0.7368 0.7250
R1 0.7300 0.7300 0.7240 0.7283
PP 0.7266 0.7266 0.7266 0.7258
S1 0.7198 0.7198 0.7222 0.7181
S2 0.7164 0.7164 0.7212
S3 0.7062 0.7096 0.7203
S4 0.6960 0.6994 0.7175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7273 0.7226 0.0047 0.7% 0.0020 0.3% 7% False True 117
10 0.7338 0.7226 0.0112 1.5% 0.0023 0.3% 3% False True 85
20 0.7390 0.7226 0.0164 2.3% 0.0023 0.3% 2% False True 54
40 0.7478 0.7226 0.0252 3.5% 0.0018 0.2% 1% False True 30
60 0.7486 0.7226 0.0260 3.6% 0.0017 0.2% 1% False True 21
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7281
2.618 0.7264
1.618 0.7253
1.000 0.7247
0.618 0.7243
HIGH 0.7237
0.618 0.7232
0.500 0.7231
0.382 0.7230
LOW 0.7226
0.618 0.7220
1.000 0.7216
1.618 0.7209
2.618 0.7199
4.250 0.7181
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 0.7231 0.7245
PP 0.7231 0.7240
S1 0.7230 0.7235

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

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