CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 0.7398 0.7430 0.0033 0.4% 0.7408
High 0.7427 0.7485 0.0058 0.8% 0.7410
Low 0.7379 0.7430 0.0051 0.7% 0.7371
Close 0.7427 0.7478 0.0051 0.7% 0.7383
Range 0.0048 0.0055 0.0007 14.7% 0.0039
ATR 0.0028 0.0030 0.0002 7.7% 0.0000
Volume 107 401 294 274.8% 543
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7628 0.7607 0.7507
R3 0.7573 0.7553 0.7492
R2 0.7519 0.7519 0.7487
R1 0.7498 0.7498 0.7482 0.7508
PP 0.7464 0.7464 0.7464 0.7469
S1 0.7444 0.7444 0.7473 0.7454
S2 0.7410 0.7410 0.7468
S3 0.7355 0.7389 0.7463
S4 0.7301 0.7335 0.7448
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 0.7485 0.7367 0.0118 1.6% 0.0032 0.4% 94% True False 145
10 0.7485 0.7367 0.0118 1.6% 0.0023 0.3% 94% True False 140
20 0.7485 0.7286 0.0199 2.7% 0.0023 0.3% 96% True False 85
40 0.7485 0.7226 0.0259 3.5% 0.0023 0.3% 97% True False 73
60 0.7485 0.7226 0.0259 3.5% 0.0022 0.3% 97% True False 54
80 0.7485 0.7226 0.0259 3.5% 0.0020 0.3% 97% True False 42
100 0.7626 0.7226 0.0400 5.3% 0.0018 0.2% 63% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7716
2.618 0.7627
1.618 0.7573
1.000 0.7539
0.618 0.7518
HIGH 0.7485
0.618 0.7464
0.500 0.7457
0.382 0.7451
LOW 0.7430
0.618 0.7396
1.000 0.7376
1.618 0.7342
2.618 0.7287
4.250 0.7198
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 0.7471 0.7460
PP 0.7464 0.7443
S1 0.7457 0.7426

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

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