CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary
Previous Current
01-Nov-2023 02-Nov-2023 Change Change % Previous Week
Open 0.7237 0.7248 0.0012 0.2% 0.7308
High 0.7237 0.7299 0.0063 0.9% 0.7335
Low 0.7226 0.7248 0.0022 0.3% 0.7233
Close 0.7230 0.7297 0.0068 0.9% 0.7231
Range 0.0011 0.0051 0.0041 385.7% 0.0102
ATR 0.0028 0.0031 0.0003 10.8% 0.0000
Volume 135 86 -49 -36.3% 570
Daily Pivots for day following 02-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7434 0.7417 0.7325
R3 0.7383 0.7366 0.7311
R2 0.7332 0.7332 0.7306
R1 0.7315 0.7315 0.7302 0.7324
PP 0.7281 0.7281 0.7281 0.7286
S1 0.7264 0.7264 0.7292 0.7273
S2 0.7230 0.7230 0.7288
S3 0.7179 0.7213 0.7283
S4 0.7128 0.7162 0.7269
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 0.7299 0.7226 0.0073 1.0% 0.0028 0.4% 97% True False 126
10 0.7338 0.7226 0.0112 1.5% 0.0026 0.4% 63% False False 92
20 0.7390 0.7226 0.0164 2.2% 0.0024 0.3% 43% False False 57
40 0.7478 0.7226 0.0252 3.5% 0.0019 0.3% 28% False False 33
60 0.7484 0.7226 0.0258 3.5% 0.0017 0.2% 28% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7516
2.618 0.7433
1.618 0.7382
1.000 0.7350
0.618 0.7331
HIGH 0.7299
0.618 0.7280
0.500 0.7274
0.382 0.7267
LOW 0.7248
0.618 0.7216
1.000 0.7197
1.618 0.7165
2.618 0.7114
4.250 0.7031
Fisher Pivots for day following 02-Nov-2023
Pivot 1 day 3 day
R1 0.7289 0.7286
PP 0.7281 0.7274
S1 0.7274 0.7263

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

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