CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 28-Nov-2023
Day Change Summary
Previous Current
27-Nov-2023 28-Nov-2023 Change Change % Previous Week
Open 0.7373 0.7385 0.0012 0.2% 0.7311
High 0.7373 0.7405 0.0032 0.4% 0.7387
Low 0.7373 0.7384 0.0011 0.1% 0.7311
Close 0.7373 0.7405 0.0032 0.4% 0.7379
Range 0.0000 0.0021 0.0021 0.0077
ATR 0.0024 0.0025 0.0001 2.1% 0.0000
Volume 0 10 10 18
Daily Pivots for day following 28-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7459 0.7452 0.7416
R3 0.7439 0.7432 0.7410
R2 0.7418 0.7418 0.7408
R1 0.7411 0.7411 0.7406 0.7415
PP 0.7398 0.7398 0.7398 0.7399
S1 0.7391 0.7391 0.7403 0.7394
S2 0.7377 0.7377 0.7401
S3 0.7357 0.7370 0.7399
S4 0.7336 0.7350 0.7393
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 0.7405 0.7322 0.0083 1.1% 0.0018 0.2% 100% True False 2
10 0.7405 0.7296 0.0109 1.5% 0.0013 0.2% 100% True False 3
20 0.7405 0.7237 0.0168 2.3% 0.0013 0.2% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7458
1.618 0.7438
1.000 0.7425
0.618 0.7417
HIGH 0.7405
0.618 0.7397
0.500 0.7394
0.382 0.7392
LOW 0.7384
0.618 0.7371
1.000 0.7364
1.618 0.7351
2.618 0.7330
4.250 0.7297
Fisher Pivots for day following 28-Nov-2023
Pivot 1 day 3 day
R1 0.7401 0.7392
PP 0.7398 0.7379
S1 0.7394 0.7366

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

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