CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 0.7343 0.7351 0.0008 0.1% 0.7351
High 0.7343 0.7367 0.0024 0.3% 0.7390
Low 0.7343 0.7351 0.0008 0.1% 0.7327
Close 0.7343 0.7367 0.0024 0.3% 0.7343
Range 0.0000 0.0016 0.0016 0.0063
ATR 0.0026 0.0026 0.0000 -0.8% 0.0000
Volume 0 7 7 149
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7408 0.7403 0.7375
R3 0.7392 0.7387 0.7371
R2 0.7377 0.7377 0.7369
R1 0.7372 0.7372 0.7368 0.7374
PP 0.7361 0.7361 0.7361 0.7363
S1 0.7356 0.7356 0.7365 0.7359
S2 0.7346 0.7346 0.7364
S3 0.7330 0.7341 0.7362
S4 0.7315 0.7325 0.7358
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7541 0.7504 0.7377
R3 0.7478 0.7442 0.7360
R2 0.7416 0.7416 0.7354
R1 0.7379 0.7379 0.7349 0.7366
PP 0.7353 0.7353 0.7353 0.7347
S1 0.7317 0.7317 0.7337 0.7304
S2 0.7291 0.7291 0.7332
S3 0.7228 0.7254 0.7326
S4 0.7166 0.7192 0.7309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7390 0.7327 0.0063 0.8% 0.0016 0.2% 63% False False 29
10 0.7390 0.7280 0.0110 1.5% 0.0025 0.3% 79% False False 27
20 0.7478 0.7280 0.0198 2.7% 0.0019 0.3% 44% False False 16
40 0.7478 0.7280 0.0198 2.7% 0.0016 0.2% 44% False False 9
60 0.7626 0.7280 0.0346 4.7% 0.0014 0.2% 25% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7432
2.618 0.7407
1.618 0.7392
1.000 0.7382
0.618 0.7376
HIGH 0.7367
0.618 0.7361
0.500 0.7359
0.382 0.7357
LOW 0.7351
0.618 0.7341
1.000 0.7336
1.618 0.7326
2.618 0.7310
4.250 0.7285
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 0.7364 0.7363
PP 0.7361 0.7360
S1 0.7359 0.7356

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

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