CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.7413 0.7381 -0.0032 -0.4% 0.7385
High 0.7423 0.7438 0.0016 0.2% 0.7438
Low 0.7413 0.7378 -0.0035 -0.5% 0.7378
Close 0.7423 0.7383 -0.0040 -0.5% 0.7383
Range 0.0010 0.0060 0.0050 500.0% 0.0060
ATR 0.0018 0.0021 0.0003 16.5% 0.0000
Volume 2 7 5 250.0% 25
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7541 0.7416
R3 0.7520 0.7481 0.7399
R2 0.7460 0.7460 0.7394
R1 0.7421 0.7421 0.7388 0.7440
PP 0.7400 0.7400 0.7400 0.7409
S1 0.7361 0.7361 0.7377 0.7380
S2 0.7340 0.7340 0.7372
S3 0.7280 0.7301 0.7366
S4 0.7220 0.7241 0.7350
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7541 0.7416
R3 0.7520 0.7481 0.7399
R2 0.7460 0.7460 0.7394
R1 0.7421 0.7421 0.7388 0.7410
PP 0.7400 0.7400 0.7400 0.7394
S1 0.7361 0.7361 0.7377 0.7350
S2 0.7340 0.7340 0.7372
S3 0.7280 0.7301 0.7366
S4 0.7220 0.7241 0.7350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7378 0.0060 0.8% 0.0022 0.3% 8% True True 5
10 0.7438 0.7363 0.0076 1.0% 0.0016 0.2% 26% True False 3
20 0.7506 0.7363 0.0144 1.9% 0.0015 0.2% 14% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7693
2.618 0.7595
1.618 0.7535
1.000 0.7498
0.618 0.7475
HIGH 0.7438
0.618 0.7415
0.500 0.7408
0.382 0.7401
LOW 0.7378
0.618 0.7341
1.000 0.7318
1.618 0.7281
2.618 0.7221
4.250 0.7123
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.7408 0.7408
PP 0.7400 0.7400
S1 0.7391 0.7391

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

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