CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 0.7510 0.7516 0.0006 0.1% 0.7395
High 0.7518 0.7530 0.0013 0.2% 0.7503
Low 0.7510 0.7498 -0.0012 -0.2% 0.7367
Close 0.7518 0.7514 -0.0004 0.0% 0.7499
Range 0.0008 0.0032 0.0025 326.7% 0.0136
ATR 0.0030 0.0030 0.0000 0.5% 0.0000
Volume 61 125 64 104.9% 778
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7610 0.7594 0.7532
R3 0.7578 0.7562 0.7523
R2 0.7546 0.7546 0.7520
R1 0.7530 0.7530 0.7517 0.7522
PP 0.7514 0.7514 0.7514 0.7510
S1 0.7498 0.7498 0.7511 0.7490
S2 0.7482 0.7482 0.7508
S3 0.7450 0.7466 0.7505
S4 0.7418 0.7434 0.7496
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 0.7530 0.7430 0.0100 1.3% 0.0031 0.4% 84% True False 153
10 0.7530 0.7367 0.0163 2.2% 0.0027 0.4% 90% True False 114
20 0.7530 0.7298 0.0232 3.1% 0.0024 0.3% 93% True False 98
40 0.7530 0.7226 0.0304 4.0% 0.0023 0.3% 95% True False 80
60 0.7530 0.7226 0.0304 4.0% 0.0023 0.3% 95% True False 60
80 0.7530 0.7226 0.0304 4.0% 0.0020 0.3% 95% True False 46
100 0.7558 0.7226 0.0332 4.4% 0.0019 0.3% 87% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7666
2.618 0.7614
1.618 0.7582
1.000 0.7562
0.618 0.7550
HIGH 0.7530
0.618 0.7518
0.500 0.7514
0.382 0.7510
LOW 0.7498
0.618 0.7478
1.000 0.7466
1.618 0.7446
2.618 0.7414
4.250 0.7362
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 0.7514 0.7511
PP 0.7514 0.7507
S1 0.7514 0.7504

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

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