CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 31-Oct-2023
Day Change Summary
Previous Current
30-Oct-2023 31-Oct-2023 Change Change % Previous Week
Open 0.7261 0.7265 0.0005 0.1% 0.7341
High 0.7269 0.7265 -0.0004 0.0% 0.7341
Low 0.7261 0.7242 -0.0019 -0.3% 0.7241
Close 0.7269 0.7247 -0.0022 -0.3% 0.7239
Range 0.0008 0.0023 0.0015 187.5% 0.0101
ATR
Volume 1 23 22 2,200.0% 76
Daily Pivots for day following 31-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7320 0.7307 0.7260
R3 0.7297 0.7284 0.7253
R2 0.7274 0.7274 0.7251
R1 0.7261 0.7261 0.7249 0.7256
PP 0.7251 0.7251 0.7251 0.7249
S1 0.7238 0.7238 0.7245 0.7233
S2 0.7228 0.7228 0.7243
S3 0.7205 0.7215 0.7241
S4 0.7182 0.7192 0.7234
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 0.7287 0.7241 0.0047 0.6% 0.0016 0.2% 14% False False 19
10 0.7343 0.7241 0.0102 1.4% 0.0011 0.2% 6% False False 14
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7363
2.618 0.7325
1.618 0.7302
1.000 0.7288
0.618 0.7279
HIGH 0.7265
0.618 0.7256
0.500 0.7254
0.382 0.7251
LOW 0.7242
0.618 0.7228
1.000 0.7219
1.618 0.7205
2.618 0.7182
4.250 0.7144
Fisher Pivots for day following 31-Oct-2023
Pivot 1 day 3 day
R1 0.7254 0.7260
PP 0.7251 0.7256
S1 0.7249 0.7251

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

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