CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Oct-2023
Day Change Summary
Previous Current
27-Oct-2023 30-Oct-2023 Change Change % Previous Week
Open 0.7239 0.7261 0.0022 0.3% 0.7341
High 0.7280 0.7269 -0.0011 -0.2% 0.7341
Low 0.7241 0.7261 0.0020 0.3% 0.7241
Close 0.7239 0.7269 0.0030 0.4% 0.7239
Range 0.0039 0.0008 -0.0031 -79.5% 0.0101
ATR
Volume 0 1 1 76
Daily Pivots for day following 30-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7290 0.7287 0.7273
R3 0.7282 0.7279 0.7271
R2 0.7274 0.7274 0.7270
R1 0.7271 0.7271 0.7269 0.7273
PP 0.7266 0.7266 0.7266 0.7267
S1 0.7263 0.7263 0.7268 0.7265
S2 0.7258 0.7258 0.7267
S3 0.7250 0.7255 0.7266
S4 0.7242 0.7247 0.7264
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 0.7314 0.7241 0.0073 1.0% 0.0011 0.1% 38% False False 15
10 0.7359 0.7241 0.0119 1.6% 0.0009 0.1% 24% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7303
2.618 0.7289
1.618 0.7281
1.000 0.7277
0.618 0.7273
HIGH 0.7269
0.618 0.7265
0.500 0.7265
0.382 0.7264
LOW 0.7261
0.618 0.7256
1.000 0.7253
1.618 0.7248
2.618 0.7240
4.250 0.7227
Fisher Pivots for day following 30-Oct-2023
Pivot 1 day 3 day
R1 0.7267 0.7266
PP 0.7266 0.7263
S1 0.7265 0.7260

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

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