CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 0.7351 0.7335 -0.0016 -0.2% 0.7351
High 0.7367 0.7362 -0.0005 -0.1% 0.7390
Low 0.7351 0.7335 -0.0016 -0.2% 0.7327
Close 0.7367 0.7354 -0.0013 -0.2% 0.7343
Range 0.0016 0.0027 0.0012 74.2% 0.0063
ATR 0.0026 0.0027 0.0000 1.5% 0.0000
Volume 7 22 15 214.3% 149
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7431 0.7419 0.7368
R3 0.7404 0.7392 0.7361
R2 0.7377 0.7377 0.7358
R1 0.7365 0.7365 0.7356 0.7371
PP 0.7350 0.7350 0.7350 0.7353
S1 0.7338 0.7338 0.7351 0.7344
S2 0.7323 0.7323 0.7349
S3 0.7296 0.7311 0.7346
S4 0.7269 0.7284 0.7339
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 0.7386 0.7327 0.0059 0.8% 0.0020 0.3% 45% False False 19
10 0.7390 0.7280 0.0110 1.5% 0.0026 0.3% 67% False False 25
20 0.7478 0.7280 0.0198 2.7% 0.0020 0.3% 37% False False 17
40 0.7478 0.7280 0.0198 2.7% 0.0016 0.2% 37% False False 10
60 0.7626 0.7280 0.0346 4.7% 0.0015 0.2% 21% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7477
2.618 0.7433
1.618 0.7406
1.000 0.7389
0.618 0.7379
HIGH 0.7362
0.618 0.7352
0.500 0.7349
0.382 0.7345
LOW 0.7335
0.618 0.7318
1.000 0.7308
1.618 0.7291
2.618 0.7264
4.250 0.7220
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 0.7352 0.7353
PP 0.7350 0.7352
S1 0.7349 0.7351

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

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