CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 0.7478 0.7447 -0.0031 -0.4% 0.7388
High 0.7478 0.7448 -0.0031 -0.4% 0.7437
Low 0.7465 0.7431 -0.0034 -0.4% 0.7388
Close 0.7465 0.7448 -0.0017 -0.2% 0.7426
Range 0.0014 0.0017 0.0003 22.2% 0.0049
ATR 0.0022 0.0023 0.0001 3.8% 0.0000
Volume 10 5 -5 -50.0% 26
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7492 0.7486 0.7457
R3 0.7475 0.7470 0.7452
R2 0.7459 0.7459 0.7451
R1 0.7453 0.7453 0.7449 0.7456
PP 0.7442 0.7442 0.7442 0.7443
S1 0.7437 0.7437 0.7446 0.7439
S2 0.7426 0.7426 0.7444
S3 0.7409 0.7420 0.7443
S4 0.7393 0.7404 0.7438
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7564 0.7544 0.7452
R3 0.7515 0.7495 0.7439
R2 0.7466 0.7466 0.7434
R1 0.7446 0.7446 0.7430 0.7456
PP 0.7417 0.7417 0.7417 0.7422
S1 0.7397 0.7397 0.7421 0.7407
S2 0.7368 0.7368 0.7417
S3 0.7319 0.7348 0.7412
S4 0.7270 0.7299 0.7399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7478 0.7412 0.0067 0.9% 0.0011 0.1% 54% False False 3
10 0.7478 0.7358 0.0120 1.6% 0.0010 0.1% 75% False False 4
20 0.7478 0.7337 0.0142 1.9% 0.0013 0.2% 78% False False 4
40 0.7626 0.7337 0.0290 3.9% 0.0013 0.2% 38% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7518
2.618 0.7491
1.618 0.7474
1.000 0.7464
0.618 0.7458
HIGH 0.7448
0.618 0.7441
0.500 0.7439
0.382 0.7437
LOW 0.7431
0.618 0.7421
1.000 0.7415
1.618 0.7404
2.618 0.7388
4.250 0.7361
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 0.7445 0.7455
PP 0.7442 0.7452
S1 0.7439 0.7450

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

View Archives - Comment on this page... - Back to Index of Symbols