CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 0.7462 0.7449 -0.0014 -0.2% 0.7506
High 0.7479 0.7466 -0.0013 -0.2% 0.7506
Low 0.7455 0.7446 -0.0009 -0.1% 0.7455
Close 0.7462 0.7449 -0.0014 -0.2% 0.7462
Range 0.0025 0.0020 -0.0005 -18.4% 0.0052
ATR 0.0022 0.0022 0.0000 -0.8% 0.0000
Volume
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7514 0.7501 0.7460
R3 0.7494 0.7481 0.7454
R2 0.7474 0.7474 0.7452
R1 0.7461 0.7461 0.7450 0.7459
PP 0.7454 0.7454 0.7454 0.7452
S1 0.7441 0.7441 0.7447 0.7439
S2 0.7434 0.7434 0.7445
S3 0.7414 0.7421 0.7443
S4 0.7394 0.7401 0.7438
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 0.7486 0.7446 0.0040 0.5% 0.0017 0.2% 6% False True 7
10 0.7558 0.7446 0.0112 1.5% 0.0013 0.2% 2% False True 3
20 0.7626 0.7446 0.0180 2.4% 0.0012 0.2% 1% False True 2
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7551
2.618 0.7518
1.618 0.7498
1.000 0.7486
0.618 0.7478
HIGH 0.7466
0.618 0.7458
0.500 0.7456
0.382 0.7454
LOW 0.7446
0.618 0.7434
1.000 0.7426
1.618 0.7414
2.618 0.7394
4.250 0.7361
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 0.7456 0.7465
PP 0.7454 0.7460
S1 0.7451 0.7454

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

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