CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 0.7332 0.7379 0.0047 0.6% 0.7311
High 0.7332 0.7387 0.0055 0.8% 0.7387
Low 0.7332 0.7328 -0.0004 -0.1% 0.7311
Close 0.7332 0.7379 0.0047 0.6% 0.7379
Range 0.0000 0.0059 0.0059 0.0077
ATR 0.0023 0.0026 0.0003 11.1% 0.0000
Volume
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7542 0.7519 0.7411
R3 0.7483 0.7460 0.7395
R2 0.7424 0.7424 0.7389
R1 0.7401 0.7401 0.7384 0.7408
PP 0.7365 0.7365 0.7365 0.7368
S1 0.7342 0.7342 0.7373 0.7349
S2 0.7306 0.7306 0.7368
S3 0.7247 0.7283 0.7362
S4 0.7188 0.7224 0.7346
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7588 0.7560 0.7421
R3 0.7512 0.7483 0.7400
R2 0.7435 0.7435 0.7393
R1 0.7407 0.7407 0.7386 0.7421
PP 0.7359 0.7359 0.7359 0.7366
S1 0.7330 0.7330 0.7371 0.7345
S2 0.7282 0.7282 0.7364
S3 0.7206 0.7254 0.7357
S4 0.7129 0.7177 0.7336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7387 0.7296 0.0091 1.2% 0.0022 0.3% 91% True False 5
10 0.7387 0.7254 0.0133 1.8% 0.0014 0.2% 94% True False 2
20 0.7387 0.7237 0.0151 2.0% 0.0015 0.2% 94% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7541
1.618 0.7482
1.000 0.7446
0.618 0.7423
HIGH 0.7387
0.618 0.7364
0.500 0.7358
0.382 0.7351
LOW 0.7328
0.618 0.7292
1.000 0.7269
1.618 0.7233
2.618 0.7174
4.250 0.7077
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 0.7372 0.7370
PP 0.7365 0.7362
S1 0.7358 0.7354

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

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