CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Dec-2023
Day Change Summary
Previous Current
15-Dec-2023 18-Dec-2023 Change Change % Previous Week
Open 0.7475 0.7500 0.0025 0.3% 0.7395
High 0.7503 0.7509 0.0006 0.1% 0.7503
Low 0.7475 0.7478 0.0004 0.0% 0.7367
Close 0.7499 0.7487 -0.0012 -0.2% 0.7499
Range 0.0029 0.0031 0.0002 7.0% 0.0136
ATR 0.0030 0.0030 0.0000 0.2% 0.0000
Volume 159 20 -139 -87.4% 778
Daily Pivots for day following 18-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7583 0.7565 0.7504
R3 0.7552 0.7535 0.7495
R2 0.7522 0.7522 0.7493
R1 0.7504 0.7504 0.7490 0.7498
PP 0.7491 0.7491 0.7491 0.7488
S1 0.7474 0.7474 0.7484 0.7467
S2 0.7461 0.7461 0.7481
S3 0.7430 0.7443 0.7479
S4 0.7400 0.7413 0.7470
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7864 0.7817 0.7573
R3 0.7728 0.7681 0.7536
R2 0.7592 0.7592 0.7523
R1 0.7545 0.7545 0.7511 0.7569
PP 0.7456 0.7456 0.7456 0.7468
S1 0.7409 0.7409 0.7486 0.7433
S2 0.7320 0.7320 0.7474
S3 0.7184 0.7273 0.7461
S4 0.7048 0.7137 0.7424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7509 0.7367 0.0142 1.9% 0.0038 0.5% 85% True False 146
10 0.7509 0.7367 0.0142 1.9% 0.0026 0.3% 85% True False 107
20 0.7509 0.7298 0.0211 2.8% 0.0023 0.3% 90% True False 91
40 0.7509 0.7226 0.0283 3.8% 0.0024 0.3% 92% True False 77
60 0.7509 0.7226 0.0283 3.8% 0.0023 0.3% 92% True False 57
80 0.7509 0.7226 0.0283 3.8% 0.0020 0.3% 92% True False 44
100 0.7626 0.7226 0.0400 5.3% 0.0019 0.3% 65% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7588
1.618 0.7558
1.000 0.7539
0.618 0.7527
HIGH 0.7509
0.618 0.7497
0.500 0.7493
0.382 0.7490
LOW 0.7478
0.618 0.7459
1.000 0.7448
1.618 0.7429
2.618 0.7398
4.250 0.7348
Fisher Pivots for day following 18-Dec-2023
Pivot 1 day 3 day
R1 0.7493 0.7481
PP 0.7491 0.7475
S1 0.7489 0.7469

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

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