CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.7449 0.7434 -0.0015 -0.2% 0.7506
High 0.7466 0.7434 -0.0032 -0.4% 0.7506
Low 0.7446 0.7434 -0.0012 -0.2% 0.7455
Close 0.7449 0.7434 -0.0015 -0.2% 0.7462
Range 0.0020 0.0000 -0.0020 -100.0% 0.0052
ATR 0.0022 0.0022 -0.0001 -2.5% 0.0000
Volume
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7434 0.7434 0.7434
R3 0.7434 0.7434 0.7434
R2 0.7434 0.7434 0.7434
R1 0.7434 0.7434 0.7434 0.7434
PP 0.7434 0.7434 0.7434 0.7434
S1 0.7434 0.7434 0.7434 0.7434
S2 0.7434 0.7434 0.7434
S3 0.7434 0.7434 0.7434
S4 0.7434 0.7434 0.7434
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 0.7434 0.0052 0.7% 0.0015 0.2% 0% False True 1
10 0.7531 0.7434 0.0097 1.3% 0.0012 0.2% 0% False True 3
20 0.7626 0.7434 0.0192 2.6% 0.0010 0.1% 0% False True 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7434
1.618 0.7434
1.000 0.7434
0.618 0.7434
HIGH 0.7434
0.618 0.7434
0.500 0.7434
0.382 0.7434
LOW 0.7434
0.618 0.7434
1.000 0.7434
1.618 0.7434
2.618 0.7434
4.250 0.7434
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.7434 0.7457
PP 0.7434 0.7449
S1 0.7434 0.7442

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

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