CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 23-Aug-2023
Day Change Summary
Previous Current
22-Aug-2023 23-Aug-2023 Change Change % Previous Week
Open 0.7412 0.7411 -0.0001 0.0% 0.7449
High 0.7412 0.7411 -0.0001 0.0% 0.7466
Low 0.7401 0.7411 0.0010 0.1% 0.7392
Close 0.7401 0.7411 0.0010 0.1% 0.7404
Range 0.0011 0.0000 -0.0011 -100.0% 0.0075
ATR 0.0019 0.0019 -0.0001 -3.5% 0.0000
Volume 3 0 -3 -100.0% 2
Daily Pivots for day following 23-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7411 0.7411 0.7411
R3 0.7411 0.7411 0.7411
R2 0.7411 0.7411 0.7411
R1 0.7411 0.7411 0.7411 0.7411
PP 0.7411 0.7411 0.7411 0.7411
S1 0.7411 0.7411 0.7411 0.7411
S2 0.7411 0.7411 0.7411
S3 0.7411 0.7411 0.7411
S4 0.7411 0.7411 0.7411
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7644 0.7599 0.7445
R3 0.7570 0.7524 0.7424
R2 0.7495 0.7495 0.7418
R1 0.7450 0.7450 0.7411 0.7435
PP 0.7421 0.7421 0.7421 0.7413
S1 0.7375 0.7375 0.7397 0.7361
S2 0.7346 0.7346 0.7390
S3 0.7272 0.7301 0.7384
S4 0.7197 0.7226 0.7363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7415 0.7392 0.0023 0.3% 0.0007 0.1% 85% False False 1
10 0.7484 0.7392 0.0093 1.2% 0.0012 0.2% 21% False False
20 0.7626 0.7392 0.0235 3.2% 0.0012 0.2% 8% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
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 0.7411
2.618 0.7411
1.618 0.7411
1.000 0.7411
0.618 0.7411
HIGH 0.7411
0.618 0.7411
0.500 0.7411
0.382 0.7411
LOW 0.7411
0.618 0.7411
1.000 0.7411
1.618 0.7411
2.618 0.7411
4.250 0.7411
Fisher Pivots for day following 23-Aug-2023
Pivot 1 day 3 day
R1 0.7411 0.7410
PP 0.7411 0.7408
S1 0.7411 0.7407

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

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