CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.7335 0.7330 -0.0005 -0.1% 0.7351
High 0.7362 0.7334 -0.0028 -0.4% 0.7390
Low 0.7335 0.7320 -0.0016 -0.2% 0.7327
Close 0.7354 0.7320 -0.0034 -0.5% 0.7343
Range 0.0027 0.0015 -0.0013 -46.3% 0.0063
ATR 0.0027 0.0027 0.0001 2.0% 0.0000
Volume 22 6 -16 -72.7% 149
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7368 0.7358 0.7327
R3 0.7353 0.7344 0.7323
R2 0.7339 0.7339 0.7322
R1 0.7329 0.7329 0.7321 0.7327
PP 0.7324 0.7324 0.7324 0.7323
S1 0.7315 0.7315 0.7318 0.7312
S2 0.7310 0.7310 0.7317
S3 0.7295 0.7300 0.7316
S4 0.7281 0.7286 0.7312
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 0.7320 0.0066 0.9% 0.0023 0.3% 0% False True 11
10 0.7390 0.7280 0.0110 1.5% 0.0024 0.3% 36% False False 23
20 0.7476 0.7280 0.0196 2.7% 0.0020 0.3% 20% False False 17
40 0.7478 0.7280 0.0198 2.7% 0.0016 0.2% 20% False False 10
60 0.7626 0.7280 0.0346 4.7% 0.0015 0.2% 11% False False 7
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7396
2.618 0.7372
1.618 0.7357
1.000 0.7349
0.618 0.7343
HIGH 0.7334
0.618 0.7328
0.500 0.7327
0.382 0.7325
LOW 0.7320
0.618 0.7311
1.000 0.7305
1.618 0.7296
2.618 0.7282
4.250 0.7258
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.7327 0.7343
PP 0.7324 0.7335
S1 0.7322 0.7327

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

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