CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 0.7287 0.7275 -0.0012 -0.2% 0.7339
High 0.7294 0.7282 -0.0013 -0.2% 0.7339
Low 0.7272 0.7254 -0.0018 -0.2% 0.7254
Close 0.7272 0.7275 0.0003 0.0% 0.7275
Range 0.0022 0.0028 0.0006 25.0% 0.0085
ATR 0.0026 0.0026 0.0000 0.3% 0.0000
Volume 43 0 -43 -100.0% 64
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7353 0.7341 0.7290
R3 0.7325 0.7314 0.7282
R2 0.7298 0.7298 0.7280
R1 0.7286 0.7286 0.7277 0.7288
PP 0.7270 0.7270 0.7270 0.7271
S1 0.7259 0.7259 0.7272 0.7261
S2 0.7243 0.7243 0.7269
S3 0.7215 0.7231 0.7267
S4 0.7188 0.7204 0.7259
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7543 0.7493 0.7321
R3 0.7458 0.7409 0.7298
R2 0.7374 0.7374 0.7290
R1 0.7324 0.7324 0.7282 0.7307
PP 0.7289 0.7289 0.7289 0.7280
S1 0.7240 0.7240 0.7267 0.7222
S2 0.7205 0.7205 0.7259
S3 0.7120 0.7155 0.7251
S4 0.7036 0.7071 0.7228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7339 0.7254 0.0085 1.2% 0.0011 0.2% 24% False True 12
10 0.7354 0.7237 0.0118 1.6% 0.0014 0.2% 32% False False 10
20 0.7370 0.7237 0.0133 1.8% 0.0011 0.2% 29% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7398
2.618 0.7353
1.618 0.7326
1.000 0.7309
0.618 0.7298
HIGH 0.7282
0.618 0.7271
0.500 0.7268
0.382 0.7265
LOW 0.7254
0.618 0.7237
1.000 0.7227
1.618 0.7210
2.618 0.7182
4.250 0.7137
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 0.7272 0.7274
PP 0.7270 0.7274
S1 0.7268 0.7274

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

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