CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 0.7437 0.7424 -0.0013 -0.2% 0.7439
High 0.7437 0.7427 -0.0011 -0.1% 0.7478
Low 0.7420 0.7424 0.0005 0.1% 0.7431
Close 0.7420 0.7426 0.0007 0.1% 0.7445
Range 0.0018 0.0003 -0.0015 -85.7% 0.0047
ATR 0.0021 0.0020 -0.0001 -4.7% 0.0000
Volume 2 3 1 50.0% 15
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7433 0.7432 0.7427
R3 0.7431 0.7430 0.7427
R2 0.7428 0.7428 0.7426
R1 0.7427 0.7427 0.7426 0.7428
PP 0.7426 0.7426 0.7426 0.7426
S1 0.7425 0.7425 0.7426 0.7425
S2 0.7423 0.7423 0.7426
S3 0.7421 0.7422 0.7425
S4 0.7418 0.7420 0.7425
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7592 0.7565 0.7470
R3 0.7545 0.7518 0.7457
R2 0.7498 0.7498 0.7453
R1 0.7471 0.7471 0.7449 0.7485
PP 0.7451 0.7451 0.7451 0.7458
S1 0.7424 0.7424 0.7440 0.7438
S2 0.7404 0.7404 0.7436
S3 0.7357 0.7377 0.7432
S4 0.7310 0.7330 0.7419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7448 0.7420 0.0028 0.4% 0.0007 0.1% 23% False False 2
10 0.7478 0.7412 0.0067 0.9% 0.0008 0.1% 22% False False 2
20 0.7478 0.7337 0.0142 1.9% 0.0011 0.2% 63% False False 3
40 0.7531 0.7337 0.0195 2.6% 0.0012 0.2% 46% False False 3
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7433
1.618 0.7431
1.000 0.7429
0.618 0.7428
HIGH 0.7427
0.618 0.7426
0.500 0.7425
0.382 0.7425
LOW 0.7424
0.618 0.7422
1.000 0.7422
1.618 0.7420
2.618 0.7417
4.250 0.7413
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 0.7426 0.7434
PP 0.7426 0.7431
S1 0.7425 0.7429

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

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