CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary
Previous Current
14-Nov-2023 15-Nov-2023 Change Change % Previous Week
Open 0.7335 0.7342 0.0007 0.1% 0.7339
High 0.7335 0.7342 0.0007 0.1% 0.7339
Low 0.7335 0.7342 0.0007 0.1% 0.7254
Close 0.7335 0.7342 0.0007 0.1% 0.7275
Range
ATR 0.0027 0.0026 -0.0001 -5.3% 0.0000
Volume
Daily Pivots for day following 15-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7342 0.7342 0.7342
R3 0.7342 0.7342 0.7342
R2 0.7342 0.7342 0.7342
R1 0.7342 0.7342 0.7342 0.7342
PP 0.7342 0.7342 0.7342 0.7342
S1 0.7342 0.7342 0.7342 0.7342
S2 0.7342 0.7342 0.7342
S3 0.7342 0.7342 0.7342
S4 0.7342 0.7342 0.7342
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 0.7342 0.7254 0.0088 1.2% 0.0010 0.1% 100% True False 8
10 0.7354 0.7254 0.0100 1.4% 0.0011 0.2% 88% False False 6
20 0.7354 0.7237 0.0118 1.6% 0.0011 0.2% 89% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.7342
2.618 0.7342
1.618 0.7342
1.000 0.7342
0.618 0.7342
HIGH 0.7342
0.618 0.7342
0.500 0.7342
0.382 0.7342
LOW 0.7342
0.618 0.7342
1.000 0.7342
1.618 0.7342
2.618 0.7342
4.250 0.7342
Fisher Pivots for day following 15-Nov-2023
Pivot 1 day 3 day
R1 0.7342 0.7331
PP 0.7342 0.7321
S1 0.7342 0.7311

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

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