CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 0.7292 0.7275 -0.0017 -0.2% 0.7250
High 0.7295 0.7275 -0.0020 -0.3% 0.7342
Low 0.7290 0.7270 -0.0020 -0.3% 0.7226
Close 0.7293 0.7270 -0.0023 -0.3% 0.7347
Range 0.0005 0.0006 0.0001 10.0% 0.0116
ATR 0.0032 0.0031 -0.0001 -2.0% 0.0000
Volume 16 12 -4 -25.0% 389
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7288 0.7284 0.7273
R3 0.7282 0.7279 0.7271
R2 0.7277 0.7277 0.7271
R1 0.7273 0.7273 0.7270 0.7272
PP 0.7271 0.7271 0.7271 0.7271
S1 0.7268 0.7268 0.7269 0.7267
S2 0.7266 0.7266 0.7268
S3 0.7260 0.7262 0.7268
S4 0.7255 0.7257 0.7266
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7651 0.7614 0.7410
R3 0.7536 0.7499 0.7378
R2 0.7420 0.7420 0.7368
R1 0.7383 0.7383 0.7357 0.7402
PP 0.7305 0.7305 0.7305 0.7314
S1 0.7268 0.7268 0.7336 0.7286
S2 0.7189 0.7189 0.7325
S3 0.7074 0.7152 0.7315
S4 0.6958 0.7037 0.7283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7352 0.7248 0.0104 1.4% 0.0026 0.4% 21% False False 35
10 0.7352 0.7226 0.0126 1.7% 0.0023 0.3% 35% False False 76
20 0.7386 0.7226 0.0160 2.2% 0.0024 0.3% 27% False False 54
40 0.7478 0.7226 0.0252 3.5% 0.0020 0.3% 17% False False 34
60 0.7478 0.7226 0.0252 3.5% 0.0018 0.2% 17% False False 24
80 0.7626 0.7226 0.0400 5.5% 0.0016 0.2% 11% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7298
2.618 0.7289
1.618 0.7284
1.000 0.7281
0.618 0.7278
HIGH 0.7275
0.618 0.7273
0.500 0.7272
0.382 0.7272
LOW 0.7270
0.618 0.7266
1.000 0.7264
1.618 0.7261
2.618 0.7255
4.250 0.7246
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 0.7272 0.7311
PP 0.7271 0.7297
S1 0.7270 0.7283

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

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