CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 0.7383 0.7400 0.0018 0.2% 0.7406
High 0.7399 0.7418 0.0019 0.3% 0.7412
Low 0.7383 0.7400 0.0018 0.2% 0.7363
Close 0.7399 0.7418 0.0019 0.3% 0.7384
Range 0.0017 0.0018 0.0001 6.1% 0.0050
ATR 0.0019 0.0019 0.0000 -0.1% 0.0000
Volume 1 10 9 900.0% 10
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7464 0.7458 0.7427
R3 0.7447 0.7441 0.7422
R2 0.7429 0.7429 0.7421
R1 0.7423 0.7423 0.7419 0.7426
PP 0.7412 0.7412 0.7412 0.7413
S1 0.7406 0.7406 0.7416 0.7409
S2 0.7394 0.7394 0.7414
S3 0.7377 0.7388 0.7413
S4 0.7359 0.7371 0.7408
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7509 0.7411
R3 0.7485 0.7459 0.7398
R2 0.7436 0.7436 0.7393
R1 0.7410 0.7410 0.7389 0.7398
PP 0.7386 0.7386 0.7386 0.7380
S1 0.7360 0.7360 0.7379 0.7349
S2 0.7337 0.7337 0.7375
S3 0.7287 0.7311 0.7370
S4 0.7238 0.7261 0.7357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7418 0.7363 0.0055 0.7% 0.0016 0.2% 100% True False 4
10 0.7418 0.7363 0.0055 0.7% 0.0012 0.2% 100% True False 2
20 0.7531 0.7363 0.0169 2.3% 0.0014 0.2% 33% False False 3
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7463
1.618 0.7446
1.000 0.7435
0.618 0.7428
HIGH 0.7418
0.618 0.7411
0.500 0.7409
0.382 0.7407
LOW 0.7400
0.618 0.7389
1.000 0.7383
1.618 0.7372
2.618 0.7354
4.250 0.7326
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 0.7415 0.7411
PP 0.7412 0.7405
S1 0.7409 0.7399

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

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