CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary
Previous Current
02-Oct-2023 03-Oct-2023 Change Change % Previous Week
Open 0.7361 0.7335 -0.0026 -0.4% 0.7448
High 0.7361 0.7335 -0.0026 -0.4% 0.7476
Low 0.7340 0.7315 -0.0025 -0.3% 0.7420
Close 0.7340 0.7319 -0.0021 -0.3% 0.7401
Range 0.0022 0.0021 -0.0001 -4.7% 0.0057
ATR 0.0024 0.0024 0.0000 0.4% 0.0000
Volume 25 41 16 64.0% 15
Daily Pivots for day following 03-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7384 0.7372 0.7330
R3 0.7364 0.7351 0.7324
R2 0.7343 0.7343 0.7322
R1 0.7331 0.7331 0.7320 0.7327
PP 0.7323 0.7323 0.7323 0.7321
S1 0.7310 0.7310 0.7317 0.7306
S2 0.7302 0.7302 0.7315
S3 0.7282 0.7290 0.7313
S4 0.7261 0.7269 0.7307
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 0.7315 0.0162 2.2% 0.0020 0.3% 2% False True 15
10 0.7478 0.7315 0.0164 2.2% 0.0015 0.2% 2% False True 9
20 0.7478 0.7315 0.0164 2.2% 0.0012 0.2% 2% False True 6
40 0.7486 0.7315 0.0171 2.3% 0.0013 0.2% 2% False True 5
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7422
2.618 0.7389
1.618 0.7368
1.000 0.7356
0.618 0.7348
HIGH 0.7335
0.618 0.7327
0.500 0.7325
0.382 0.7322
LOW 0.7315
0.618 0.7302
1.000 0.7294
1.618 0.7281
2.618 0.7261
4.250 0.7227
Fisher Pivots for day following 03-Oct-2023
Pivot 1 day 3 day
R1 0.7325 0.7395
PP 0.7323 0.7370
S1 0.7321 0.7344

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

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