CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 0.7400 0.7413 0.0013 0.2% 0.7406
High 0.7418 0.7423 0.0005 0.1% 0.7412
Low 0.7400 0.7413 0.0013 0.2% 0.7363
Close 0.7418 0.7423 0.0005 0.1% 0.7384
Range 0.0018 0.0010 -0.0008 -42.9% 0.0050
ATR 0.0019 0.0018 -0.0001 -3.3% 0.0000
Volume 10 2 -8 -80.0% 10
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7449 0.7446 0.7428
R3 0.7439 0.7436 0.7425
R2 0.7429 0.7429 0.7424
R1 0.7426 0.7426 0.7423 0.7428
PP 0.7419 0.7419 0.7419 0.7420
S1 0.7416 0.7416 0.7422 0.7418
S2 0.7409 0.7409 0.7421
S3 0.7399 0.7406 0.7420
S4 0.7389 0.7396 0.7417
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 0.7423 0.7363 0.0060 0.8% 0.0017 0.2% 100% True False 4
10 0.7423 0.7363 0.0060 0.8% 0.0013 0.2% 100% True False 3
20 0.7531 0.7363 0.0169 2.3% 0.0014 0.2% 36% False False 3
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7449
1.618 0.7439
1.000 0.7433
0.618 0.7429
HIGH 0.7423
0.618 0.7419
0.500 0.7418
0.382 0.7416
LOW 0.7413
0.618 0.7406
1.000 0.7403
1.618 0.7396
2.618 0.7386
4.250 0.7370
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 0.7421 0.7416
PP 0.7419 0.7409
S1 0.7418 0.7403

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

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