CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 0.7428 0.7361 -0.0067 -0.9% 0.7448
High 0.7476 0.7361 -0.0115 -1.5% 0.7476
Low 0.7428 0.7340 -0.0089 -1.2% 0.7420
Close 0.7401 0.7340 -0.0061 -0.8% 0.7401
Range 0.0048 0.0022 -0.0027 -55.2% 0.0057
ATR 0.0021 0.0024 0.0003 13.7% 0.0000
Volume 5 25 20 400.0% 15
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7411 0.7397 0.7351
R3 0.7390 0.7375 0.7345
R2 0.7368 0.7368 0.7343
R1 0.7354 0.7354 0.7341 0.7350
PP 0.7347 0.7347 0.7347 0.7345
S1 0.7332 0.7332 0.7338 0.7329
S2 0.7325 0.7325 0.7336
S3 0.7304 0.7311 0.7334
S4 0.7282 0.7289 0.7328
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7602 0.7558 0.7432
R3 0.7545 0.7501 0.7416
R2 0.7489 0.7489 0.7411
R1 0.7445 0.7445 0.7406 0.7438
PP 0.7432 0.7432 0.7432 0.7429
S1 0.7388 0.7388 0.7395 0.7382
S2 0.7376 0.7376 0.7390
S3 0.7319 0.7332 0.7385
S4 0.7263 0.7275 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7340 0.0137 1.9% 0.0019 0.3% 0% False True 8
10 0.7478 0.7340 0.0139 1.9% 0.0012 0.2% 0% False True 5
20 0.7478 0.7337 0.0142 1.9% 0.0011 0.1% 2% False False 4
40 0.7506 0.7337 0.0170 2.3% 0.0013 0.2% 2% False False 4
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7452
2.618 0.7417
1.618 0.7396
1.000 0.7383
0.618 0.7374
HIGH 0.7361
0.618 0.7353
0.500 0.7350
0.382 0.7348
LOW 0.7340
0.618 0.7326
1.000 0.7318
1.618 0.7305
2.618 0.7283
4.250 0.7248
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 0.7350 0.7408
PP 0.7347 0.7385
S1 0.7343 0.7362

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

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