CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.7312 0.7311 -0.0002 0.0% 0.7280
High 0.7326 0.7323 -0.0003 0.0% 0.7342
Low 0.7296 0.7311 0.0015 0.2% 0.7280
Close 0.7321 0.7320 -0.0001 0.0% 0.7321
Range 0.0030 0.0013 -0.0017 -57.6% 0.0062
ATR 0.0027 0.0026 -0.0001 -3.8% 0.0000
Volume 7 17 10 142.9% 7
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7355 0.7350 0.7327
R3 0.7343 0.7338 0.7323
R2 0.7330 0.7330 0.7322
R1 0.7325 0.7325 0.7321 0.7328
PP 0.7318 0.7318 0.7318 0.7319
S1 0.7313 0.7313 0.7319 0.7315
S2 0.7305 0.7305 0.7318
S3 0.7293 0.7300 0.7317
S4 0.7280 0.7288 0.7313
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7499 0.7471 0.7355
R3 0.7437 0.7410 0.7338
R2 0.7376 0.7376 0.7332
R1 0.7348 0.7348 0.7327 0.7362
PP 0.7314 0.7314 0.7314 0.7321
S1 0.7287 0.7287 0.7315 0.7301
S2 0.7253 0.7253 0.7310
S3 0.7191 0.7225 0.7304
S4 0.7130 0.7164 0.7287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7342 0.7296 0.0046 0.6% 0.0008 0.1% 53% False False 4
10 0.7342 0.7254 0.0088 1.2% 0.0010 0.1% 75% False False 8
20 0.7354 0.7237 0.0118 1.6% 0.0012 0.2% 71% False False 10
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7356
1.618 0.7343
1.000 0.7336
0.618 0.7331
HIGH 0.7323
0.618 0.7318
0.500 0.7317
0.382 0.7315
LOW 0.7311
0.618 0.7303
1.000 0.7298
1.618 0.7290
2.618 0.7278
4.250 0.7257
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.7319 0.7317
PP 0.7318 0.7314
S1 0.7317 0.7311

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

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