CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 0.7484 0.7462 -0.0022 -0.3% 0.7506
High 0.7484 0.7479 -0.0005 -0.1% 0.7506
Low 0.7479 0.7455 -0.0024 -0.3% 0.7455
Close 0.7479 0.7462 -0.0017 -0.2% 0.7462
Range 0.0006 0.0025 0.0019 345.5% 0.0052
ATR 0.0022 0.0022 0.0000 0.7% 0.0000
Volume 1 0 -1 -100.0% 36
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7539 0.7525 0.7475
R3 0.7514 0.7500 0.7469
R2 0.7490 0.7490 0.7466
R1 0.7476 0.7476 0.7464 0.7474
PP 0.7465 0.7465 0.7465 0.7464
S1 0.7451 0.7451 0.7460 0.7450
S2 0.7441 0.7441 0.7458
S3 0.7416 0.7427 0.7455
S4 0.7392 0.7402 0.7449
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7629 0.7597 0.7490
R3 0.7577 0.7545 0.7476
R2 0.7526 0.7526 0.7471
R1 0.7494 0.7494 0.7467 0.7484
PP 0.7474 0.7474 0.7474 0.7469
S1 0.7442 0.7442 0.7457 0.7433
S2 0.7423 0.7423 0.7453
S3 0.7371 0.7391 0.7448
S4 0.7320 0.7339 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7506 0.7455 0.0052 0.7% 0.0013 0.2% 15% False True 7
10 0.7626 0.7455 0.0172 2.3% 0.0012 0.2% 4% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7583
2.618 0.7543
1.618 0.7519
1.000 0.7504
0.618 0.7494
HIGH 0.7479
0.618 0.7470
0.500 0.7467
0.382 0.7464
LOW 0.7455
0.618 0.7439
1.000 0.7430
1.618 0.7415
2.618 0.7390
4.250 0.7350
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 0.7467 0.7470
PP 0.7465 0.7467
S1 0.7464 0.7465

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

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