CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 0.7500 0.7510 0.0011 0.1% 0.7395
High 0.7509 0.7518 0.0009 0.1% 0.7503
Low 0.7478 0.7510 0.0032 0.4% 0.7367
Close 0.7487 0.7518 0.0031 0.4% 0.7499
Range 0.0031 0.0008 -0.0023 -75.4% 0.0136
ATR 0.0030 0.0030 0.0000 0.1% 0.0000
Volume 20 61 41 205.0% 778
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7538 0.7535 0.7522
R3 0.7530 0.7528 0.7520
R2 0.7523 0.7523 0.7519
R1 0.7520 0.7520 0.7518 0.7521
PP 0.7515 0.7515 0.7515 0.7516
S1 0.7513 0.7513 0.7517 0.7514
S2 0.7508 0.7508 0.7516
S3 0.7500 0.7505 0.7515
S4 0.7493 0.7498 0.7513
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 0.7518 0.7379 0.0139 1.8% 0.0034 0.4% 100% True False 149
10 0.7518 0.7367 0.0151 2.0% 0.0025 0.3% 100% True False 106
20 0.7518 0.7298 0.0220 2.9% 0.0023 0.3% 100% True False 93
40 0.7518 0.7226 0.0292 3.9% 0.0023 0.3% 100% True False 78
60 0.7518 0.7226 0.0292 3.9% 0.0023 0.3% 100% True False 58
80 0.7518 0.7226 0.0292 3.9% 0.0020 0.3% 100% True False 45
100 0.7626 0.7226 0.0400 5.3% 0.0019 0.2% 73% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7549
2.618 0.7537
1.618 0.7530
1.000 0.7525
0.618 0.7522
HIGH 0.7518
0.618 0.7515
0.500 0.7514
0.382 0.7513
LOW 0.7510
0.618 0.7505
1.000 0.7503
1.618 0.7498
2.618 0.7490
4.250 0.7478
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 0.7516 0.7510
PP 0.7515 0.7503
S1 0.7514 0.7496

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

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