CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Nov-2023
Day Change Summary
Previous Current
20-Nov-2023 21-Nov-2023 Change Change % Previous Week
Open 0.7311 0.7322 0.0011 0.2% 0.7280
High 0.7323 0.7332 0.0009 0.1% 0.7342
Low 0.7311 0.7322 0.0011 0.2% 0.7280
Close 0.7320 0.7332 0.0012 0.2% 0.7321
Range 0.0013 0.0011 -0.0002 -16.0% 0.0062
ATR 0.0026 0.0025 -0.0001 -3.8% 0.0000
Volume 17 1 -16 -94.1% 7
Daily Pivots for day following 21-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7360 0.7357 0.7338
R3 0.7350 0.7346 0.7335
R2 0.7339 0.7339 0.7334
R1 0.7336 0.7336 0.7333 0.7337
PP 0.7329 0.7329 0.7329 0.7329
S1 0.7325 0.7325 0.7331 0.7327
S2 0.7318 0.7318 0.7330
S3 0.7308 0.7315 0.7329
S4 0.7297 0.7304 0.7326
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% 0.0011 0.1% 79% False False 5
10 0.7342 0.7254 0.0088 1.2% 0.0010 0.1% 89% False False 7
20 0.7354 0.7237 0.0118 1.6% 0.0012 0.2% 81% False False 10
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7359
1.618 0.7349
1.000 0.7343
0.618 0.7338
HIGH 0.7332
0.618 0.7328
0.500 0.7327
0.382 0.7326
LOW 0.7322
0.618 0.7315
1.000 0.7311
1.618 0.7305
2.618 0.7294
4.250 0.7277
Fisher Pivots for day following 21-Nov-2023
Pivot 1 day 3 day
R1 0.7330 0.7326
PP 0.7329 0.7320
S1 0.7327 0.7314

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

View Archives - Comment on this page... - Back to Index of Symbols