CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 0.7395 0.7398 0.0004 0.0% 0.7408
High 0.7395 0.7398 0.0003 0.0% 0.7410
Low 0.7390 0.7367 -0.0023 -0.3% 0.7371
Close 0.7390 0.7376 -0.0014 -0.2% 0.7383
Range 0.0005 0.0031 0.0026 520.0% 0.0039
ATR 0.0026 0.0026 0.0000 1.5% 0.0000
Volume 68 43 -25 -36.8% 543
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7473 0.7456 0.7393
R3 0.7442 0.7425 0.7385
R2 0.7411 0.7411 0.7382
R1 0.7394 0.7394 0.7379 0.7387
PP 0.7380 0.7380 0.7380 0.7377
S1 0.7363 0.7363 0.7373 0.7356
S2 0.7349 0.7349 0.7370
S3 0.7318 0.7332 0.7367
S4 0.7287 0.7301 0.7359
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 0.7400 0.7367 0.0033 0.4% 0.0017 0.2% 28% False True 62
10 0.7433 0.7367 0.0067 0.9% 0.0018 0.2% 14% False False 95
20 0.7433 0.7286 0.0147 2.0% 0.0021 0.3% 61% False False 67
40 0.7433 0.7226 0.0207 2.8% 0.0022 0.3% 72% False False 61
60 0.7478 0.7226 0.0252 3.4% 0.0021 0.3% 60% False False 46
80 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 60% False False 35
100 0.7626 0.7226 0.0400 5.4% 0.0017 0.2% 38% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7530
2.618 0.7479
1.618 0.7448
1.000 0.7429
0.618 0.7417
HIGH 0.7398
0.618 0.7386
0.500 0.7383
0.382 0.7379
LOW 0.7367
0.618 0.7348
1.000 0.7336
1.618 0.7317
2.618 0.7286
4.250 0.7235
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 0.7383 0.7383
PP 0.7380 0.7380
S1 0.7378 0.7378

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

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