CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 0.7374 0.7381 0.0007 0.1% 0.7408
High 0.7381 0.7395 0.0014 0.2% 0.7410
Low 0.7371 0.7373 0.0002 0.0% 0.7371
Close 0.7378 0.7383 0.0005 0.1% 0.7383
Range 0.0010 0.0022 0.0012 126.3% 0.0039
ATR 0.0027 0.0027 0.0000 -1.5% 0.0000
Volume 46 110 64 139.1% 543
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7448 0.7437 0.7395
R3 0.7427 0.7416 0.7389
R2 0.7405 0.7405 0.7387
R1 0.7394 0.7394 0.7385 0.7400
PP 0.7384 0.7384 0.7384 0.7386
S1 0.7373 0.7373 0.7381 0.7378
S2 0.7362 0.7362 0.7379
S3 0.7341 0.7351 0.7377
S4 0.7319 0.7330 0.7371
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7503 0.7482 0.7404
R3 0.7465 0.7443 0.7394
R2 0.7426 0.7426 0.7390
R1 0.7405 0.7405 0.7387 0.7396
PP 0.7388 0.7388 0.7388 0.7384
S1 0.7366 0.7366 0.7379 0.7358
S2 0.7349 0.7349 0.7376
S3 0.7311 0.7328 0.7372
S4 0.7272 0.7289 0.7362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7410 0.7371 0.0039 0.5% 0.0014 0.2% 31% False False 108
10 0.7433 0.7354 0.0079 1.1% 0.0017 0.2% 37% False False 90
20 0.7433 0.7249 0.0185 2.5% 0.0021 0.3% 73% False False 63
40 0.7433 0.7226 0.0207 2.8% 0.0021 0.3% 76% False False 59
60 0.7478 0.7226 0.0252 3.4% 0.0021 0.3% 62% False False 44
80 0.7478 0.7226 0.0252 3.4% 0.0018 0.3% 62% False False 34
100 0.7626 0.7226 0.0400 5.4% 0.0017 0.2% 39% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7486
2.618 0.7451
1.618 0.7429
1.000 0.7416
0.618 0.7408
HIGH 0.7395
0.618 0.7386
0.500 0.7384
0.382 0.7381
LOW 0.7373
0.618 0.7360
1.000 0.7352
1.618 0.7338
2.618 0.7317
4.250 0.7282
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 0.7384 0.7385
PP 0.7384 0.7385
S1 0.7383 0.7384

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

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