CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 0.7271 0.7239 -0.0032 -0.4% 0.7341
High 0.7271 0.7280 0.0009 0.1% 0.7341
Low 0.7271 0.7241 -0.0031 -0.4% 0.7241
Close 0.7271 0.7239 -0.0032 -0.4% 0.7239
Range 0.0000 0.0039 0.0039 0.0101
ATR
Volume
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7370 0.7344 0.7260
R3 0.7331 0.7305 0.7250
R2 0.7292 0.7292 0.7246
R1 0.7266 0.7266 0.7243 0.7259
PP 0.7253 0.7253 0.7253 0.7250
S1 0.7227 0.7227 0.7235 0.7220
S2 0.7214 0.7214 0.7232
S3 0.7175 0.7188 0.7228
S4 0.7136 0.7149 0.7218
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7575 0.7508 0.7294
R3 0.7475 0.7407 0.7267
R2 0.7374 0.7374 0.7257
R1 0.7307 0.7307 0.7248 0.7290
PP 0.7274 0.7274 0.7274 0.7265
S1 0.7206 0.7206 0.7230 0.7190
S2 0.7173 0.7173 0.7221
S3 0.7073 0.7106 0.7211
S4 0.6972 0.7005 0.7184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7341 0.7241 0.0101 1.4% 0.0009 0.1% -1% False True 15
10 0.7370 0.7241 0.0129 1.8% 0.0008 0.1% -1% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7445
2.618 0.7382
1.618 0.7343
1.000 0.7319
0.618 0.7304
HIGH 0.7280
0.618 0.7265
0.500 0.7260
0.382 0.7255
LOW 0.7241
0.618 0.7216
1.000 0.7202
1.618 0.7177
2.618 0.7138
4.250 0.7075
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 0.7260 0.7264
PP 0.7253 0.7256
S1 0.7246 0.7247

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

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