CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 0.7384 0.7410 0.0026 0.4% 0.7357
High 0.7400 0.7433 0.0033 0.4% 0.7433
Low 0.7367 0.7406 0.0040 0.5% 0.7354
Close 0.7394 0.7433 0.0039 0.5% 0.7433
Range 0.0034 0.0027 -0.0007 -19.4% 0.0079
ATR 0.0029 0.0030 0.0001 2.5% 0.0000
Volume 47 246 199 423.4% 359
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7505 0.7496 0.7448
R3 0.7478 0.7469 0.7440
R2 0.7451 0.7451 0.7438
R1 0.7442 0.7442 0.7435 0.7447
PP 0.7424 0.7424 0.7424 0.7426
S1 0.7415 0.7415 0.7431 0.7420
S2 0.7397 0.7397 0.7428
S3 0.7370 0.7388 0.7426
S4 0.7343 0.7361 0.7418
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7644 0.7617 0.7476
R3 0.7565 0.7538 0.7455
R2 0.7486 0.7486 0.7447
R1 0.7459 0.7459 0.7440 0.7473
PP 0.7407 0.7407 0.7407 0.7413
S1 0.7380 0.7380 0.7426 0.7394
S2 0.7328 0.7328 0.7419
S3 0.7249 0.7301 0.7411
S4 0.7170 0.7222 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7433 0.7354 0.0079 1.1% 0.0020 0.3% 100% True False 71
10 0.7433 0.7286 0.0147 2.0% 0.0023 0.3% 100% True False 49
20 0.7433 0.7249 0.0185 2.5% 0.0022 0.3% 100% True False 42
40 0.7433 0.7226 0.0207 2.8% 0.0023 0.3% 100% True False 49
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 82% False False 36
80 0.7484 0.7226 0.0258 3.5% 0.0019 0.3% 80% False False 27
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7504
1.618 0.7477
1.000 0.7460
0.618 0.7450
HIGH 0.7433
0.618 0.7423
0.500 0.7420
0.382 0.7416
LOW 0.7406
0.618 0.7389
1.000 0.7379
1.618 0.7362
2.618 0.7335
4.250 0.7291
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 0.7429 0.7422
PP 0.7424 0.7411
S1 0.7420 0.7400

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

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