CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 0.7308 0.7325 0.0017 0.2% 0.7351
High 0.7335 0.7325 -0.0011 -0.1% 0.7367
Low 0.7308 0.7299 -0.0009 -0.1% 0.7305
Close 0.7335 0.7308 -0.0028 -0.4% 0.7323
Range 0.0027 0.0026 -0.0002 -5.6% 0.0062
ATR 0.0027 0.0027 0.0001 2.5% 0.0000
Volume 37 22 -15 -40.5% 73
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7387 0.7373 0.7322
R3 0.7361 0.7347 0.7315
R2 0.7336 0.7336 0.7312
R1 0.7322 0.7322 0.7310 0.7316
PP 0.7310 0.7310 0.7310 0.7308
S1 0.7296 0.7296 0.7305 0.7291
S2 0.7285 0.7285 0.7303
S3 0.7259 0.7271 0.7300
S4 0.7234 0.7245 0.7293
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7516 0.7481 0.7356
R3 0.7454 0.7419 0.7339
R2 0.7393 0.7393 0.7334
R1 0.7358 0.7358 0.7328 0.7345
PP 0.7331 0.7331 0.7331 0.7325
S1 0.7296 0.7296 0.7317 0.7283
S2 0.7270 0.7270 0.7311
S3 0.7208 0.7235 0.7306
S4 0.7147 0.7173 0.7289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7338 0.7299 0.0039 0.5% 0.0022 0.3% 22% False True 20
10 0.7386 0.7299 0.0087 1.2% 0.0021 0.3% 10% False True 19
20 0.7476 0.7280 0.0196 2.7% 0.0023 0.3% 14% False False 21
40 0.7478 0.7280 0.0198 2.7% 0.0018 0.2% 14% False False 12
60 0.7558 0.7280 0.0278 3.8% 0.0016 0.2% 10% False False 9
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7391
1.618 0.7366
1.000 0.7350
0.618 0.7340
HIGH 0.7325
0.618 0.7315
0.500 0.7312
0.382 0.7309
LOW 0.7299
0.618 0.7283
1.000 0.7274
1.618 0.7258
2.618 0.7232
4.250 0.7191
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 0.7312 0.7319
PP 0.7310 0.7315
S1 0.7309 0.7311

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

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