CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 0.7311 0.7318 0.0008 0.1% 0.7268
High 0.7323 0.7329 0.0006 0.1% 0.7343
Low 0.7302 0.7318 0.0016 0.2% 0.7268
Close 0.7311 0.7323 0.0012 0.2% 0.7313
Range 0.0021 0.0011 -0.0011 -50.0% 0.0076
ATR 0.0030 0.0029 -0.0001 -2.8% 0.0000
Volume 29 14 -15 -51.7% 215
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7355 0.7349 0.7328
R3 0.7344 0.7339 0.7325
R2 0.7334 0.7334 0.7324
R1 0.7328 0.7328 0.7323 0.7331
PP 0.7323 0.7323 0.7323 0.7324
S1 0.7318 0.7318 0.7322 0.7320
S2 0.7313 0.7313 0.7321
S3 0.7302 0.7307 0.7320
S4 0.7292 0.7297 0.7317
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7499 0.7354
R3 0.7459 0.7423 0.7333
R2 0.7383 0.7383 0.7326
R1 0.7348 0.7348 0.7319 0.7366
PP 0.7308 0.7308 0.7308 0.7317
S1 0.7272 0.7272 0.7306 0.7290
S2 0.7232 0.7232 0.7299
S3 0.7157 0.7197 0.7292
S4 0.7081 0.7121 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7343 0.7286 0.0057 0.8% 0.0023 0.3% 64% False False 33
10 0.7343 0.7249 0.0095 1.3% 0.0020 0.3% 78% False False 32
20 0.7352 0.7226 0.0126 1.7% 0.0023 0.3% 77% False False 62
40 0.7476 0.7226 0.0250 3.4% 0.0023 0.3% 39% False False 42
60 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 38% False False 29
80 0.7558 0.7226 0.0332 4.5% 0.0018 0.2% 29% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7373
2.618 0.7356
1.618 0.7345
1.000 0.7339
0.618 0.7335
HIGH 0.7329
0.618 0.7324
0.500 0.7323
0.382 0.7322
LOW 0.7318
0.618 0.7312
1.000 0.7308
1.618 0.7301
2.618 0.7291
4.250 0.7273
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 0.7323 0.7317
PP 0.7323 0.7312
S1 0.7323 0.7307

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

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