CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 0.7322 0.7332 0.0011 0.1% 0.7280
High 0.7332 0.7332 0.0000 0.0% 0.7342
Low 0.7322 0.7332 0.0011 0.1% 0.7280
Close 0.7332 0.7332 0.0000 0.0% 0.7321
Range 0.0011 0.0000 -0.0011 -100.0% 0.0062
ATR 0.0025 0.0023 -0.0002 -7.1% 0.0000
Volume 1 0 -1 -100.0% 7
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7332 0.7332 0.7332
R3 0.7332 0.7332 0.7332
R2 0.7332 0.7332 0.7332
R1 0.7332 0.7332 0.7332 0.7332
PP 0.7332 0.7332 0.7332 0.7332
S1 0.7332 0.7332 0.7332 0.7332
S2 0.7332 0.7332 0.7332
S3 0.7332 0.7332 0.7332
S4 0.7332 0.7332 0.7332
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 0.7332 0.7296 0.0036 0.5% 0.0011 0.1% 100% True False 5
10 0.7342 0.7254 0.0088 1.2% 0.0010 0.1% 89% False False 6
20 0.7354 0.7237 0.0118 1.6% 0.0012 0.2% 81% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7332
2.618 0.7332
1.618 0.7332
1.000 0.7332
0.618 0.7332
HIGH 0.7332
0.618 0.7332
0.500 0.7332
0.382 0.7332
LOW 0.7332
0.618 0.7332
1.000 0.7332
1.618 0.7332
2.618 0.7332
4.250 0.7332
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 0.7332 0.7328
PP 0.7332 0.7325
S1 0.7332 0.7321

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

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