CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 0.7330 0.7305 -0.0025 -0.3% 0.7351
High 0.7334 0.7317 -0.0017 -0.2% 0.7390
Low 0.7320 0.7305 -0.0015 -0.2% 0.7327
Close 0.7320 0.7313 -0.0007 -0.1% 0.7343
Range 0.0015 0.0012 -0.0003 -17.2% 0.0063
ATR 0.0027 0.0026 -0.0001 -3.3% 0.0000
Volume 6 24 18 300.0% 149
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7348 0.7342 0.7320
R3 0.7336 0.7330 0.7316
R2 0.7324 0.7324 0.7315
R1 0.7318 0.7318 0.7314 0.7321
PP 0.7312 0.7312 0.7312 0.7313
S1 0.7306 0.7306 0.7312 0.7309
S2 0.7300 0.7300 0.7311
S3 0.7288 0.7294 0.7310
S4 0.7276 0.7282 0.7306
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 0.7367 0.7305 0.0062 0.8% 0.0014 0.2% 13% False True 11
10 0.7390 0.7305 0.0085 1.2% 0.0021 0.3% 9% False True 23
20 0.7476 0.7280 0.0196 2.7% 0.0020 0.3% 17% False False 18
40 0.7478 0.7280 0.0198 2.7% 0.0017 0.2% 17% False False 11
60 0.7626 0.7280 0.0346 4.7% 0.0015 0.2% 10% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7368
2.618 0.7348
1.618 0.7336
1.000 0.7329
0.618 0.7324
HIGH 0.7317
0.618 0.7312
0.500 0.7311
0.382 0.7310
LOW 0.7305
0.618 0.7298
1.000 0.7293
1.618 0.7286
2.618 0.7274
4.250 0.7254
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 0.7312 0.7334
PP 0.7312 0.7327
S1 0.7311 0.7320

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

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