CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 0.7325 0.7303 -0.0022 -0.3% 0.7351
High 0.7325 0.7303 -0.0022 -0.3% 0.7367
Low 0.7299 0.7273 -0.0026 -0.4% 0.7305
Close 0.7308 0.7273 -0.0035 -0.5% 0.7323
Range 0.0026 0.0030 0.0005 17.6% 0.0062
ATR 0.0027 0.0028 0.0001 1.9% 0.0000
Volume 22 176 154 700.0% 73
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7373 0.7353 0.7290
R3 0.7343 0.7323 0.7281
R2 0.7313 0.7313 0.7279
R1 0.7293 0.7293 0.7276 0.7288
PP 0.7283 0.7283 0.7283 0.7281
S1 0.7263 0.7263 0.7270 0.7258
S2 0.7253 0.7253 0.7268
S3 0.7223 0.7233 0.7265
S4 0.7193 0.7203 0.7257
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 0.7273 0.0065 0.9% 0.0025 0.3% 0% False True 54
10 0.7386 0.7273 0.0113 1.5% 0.0024 0.3% 0% False True 33
20 0.7476 0.7273 0.0203 2.8% 0.0025 0.3% 0% False True 30
40 0.7478 0.7273 0.0205 2.8% 0.0018 0.2% 0% False True 17
60 0.7531 0.7273 0.0258 3.5% 0.0016 0.2% 0% False True 12
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7382
1.618 0.7352
1.000 0.7333
0.618 0.7322
HIGH 0.7303
0.618 0.7292
0.500 0.7288
0.382 0.7284
LOW 0.7273
0.618 0.7254
1.000 0.7243
1.618 0.7224
2.618 0.7194
4.250 0.7146
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 0.7288 0.7304
PP 0.7283 0.7294
S1 0.7278 0.7283

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

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