CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 0.7410 0.7408 -0.0003 0.0% 0.7357
High 0.7433 0.7410 -0.0024 -0.3% 0.7433
Low 0.7406 0.7406 -0.0001 0.0% 0.7354
Close 0.7433 0.7406 -0.0027 -0.4% 0.7433
Range 0.0027 0.0004 -0.0023 -85.2% 0.0079
ATR 0.0030 0.0029 0.0000 -0.5% 0.0000
Volume 246 262 16 6.5% 359
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7419 0.7417 0.7408
R3 0.7415 0.7413 0.7407
R2 0.7411 0.7411 0.7407
R1 0.7409 0.7409 0.7406 0.7408
PP 0.7407 0.7407 0.7407 0.7407
S1 0.7405 0.7405 0.7406 0.7404
S2 0.7403 0.7403 0.7405
S3 0.7399 0.7401 0.7405
S4 0.7395 0.7397 0.7404
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 0.7367 0.0067 0.9% 0.0019 0.2% 59% False False 119
10 0.7433 0.7298 0.0135 1.8% 0.0021 0.3% 80% False False 75
20 0.7433 0.7249 0.0185 2.5% 0.0020 0.3% 85% False False 52
40 0.7433 0.7226 0.0207 2.8% 0.0022 0.3% 87% False False 55
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 71% False False 40
80 0.7479 0.7226 0.0253 3.4% 0.0019 0.3% 71% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7427
2.618 0.7420
1.618 0.7416
1.000 0.7414
0.618 0.7412
HIGH 0.7410
0.618 0.7408
0.500 0.7408
0.382 0.7407
LOW 0.7406
0.618 0.7403
1.000 0.7402
1.618 0.7399
2.618 0.7395
4.250 0.7389
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 0.7408 0.7404
PP 0.7407 0.7402
S1 0.7407 0.7400

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

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