CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 0.7390 0.7376 -0.0014 -0.2% 0.7361
High 0.7390 0.7376 -0.0014 -0.2% 0.7361
Low 0.7383 0.7376 -0.0007 -0.1% 0.7280
Close 0.7383 0.7376 -0.0007 -0.1% 0.7346
Range 0.0007 0.0000 -0.0007 -100.0% 0.0081
ATR 0.0026 0.0025 -0.0001 -5.2% 0.0000
Volume 75 45 -30 -40.0% 140
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7376 0.7376 0.7376
R3 0.7376 0.7376 0.7376
R2 0.7376 0.7376 0.7376
R1 0.7376 0.7376 0.7376 0.7376
PP 0.7376 0.7376 0.7376 0.7376
S1 0.7376 0.7376 0.7376 0.7376
S2 0.7376 0.7376 0.7376
S3 0.7376 0.7376 0.7376
S4 0.7376 0.7376 0.7376
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7540 0.7390
R3 0.7491 0.7459 0.7368
R2 0.7410 0.7410 0.7360
R1 0.7378 0.7378 0.7353 0.7353
PP 0.7329 0.7329 0.7329 0.7317
S1 0.7297 0.7297 0.7338 0.7272
S2 0.7248 0.7248 0.7331
S3 0.7167 0.7216 0.7323
S4 0.7086 0.7135 0.7301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7390 0.7280 0.0110 1.5% 0.0024 0.3% 88% False False 35
10 0.7476 0.7280 0.0196 2.7% 0.0025 0.3% 49% False False 27
20 0.7478 0.7280 0.0198 2.7% 0.0016 0.2% 48% False False 15
40 0.7478 0.7280 0.0198 2.7% 0.0015 0.2% 48% False False 9
60 0.7626 0.7280 0.0346 4.7% 0.0013 0.2% 28% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0002
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7376
1.618 0.7376
1.000 0.7376
0.618 0.7376
HIGH 0.7376
0.618 0.7376
0.500 0.7376
0.382 0.7376
LOW 0.7376
0.618 0.7376
1.000 0.7376
1.618 0.7376
2.618 0.7376
4.250 0.7376
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 0.7376 0.7374
PP 0.7376 0.7372
S1 0.7376 0.7370

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

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