CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 0.7516 0.7506 -0.0011 -0.1% 0.7395
High 0.7530 0.7547 0.0017 0.2% 0.7503
Low 0.7498 0.7506 0.0008 0.1% 0.7367
Close 0.7514 0.7542 0.0028 0.4% 0.7499
Range 0.0032 0.0042 0.0010 29.7% 0.0136
ATR 0.0030 0.0031 0.0001 2.7% 0.0000
Volume 125 65 -60 -48.0% 778
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7656 0.7641 0.7565
R3 0.7615 0.7599 0.7553
R2 0.7573 0.7573 0.7550
R1 0.7558 0.7558 0.7546 0.7565
PP 0.7532 0.7532 0.7532 0.7535
S1 0.7516 0.7516 0.7538 0.7524
S2 0.7490 0.7490 0.7534
S3 0.7449 0.7475 0.7531
S4 0.7407 0.7433 0.7519
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 0.7547 0.7475 0.0073 1.0% 0.0028 0.4% 93% True False 86
10 0.7547 0.7367 0.0180 2.4% 0.0030 0.4% 97% True False 115
20 0.7547 0.7325 0.0223 3.0% 0.0025 0.3% 98% True False 100
40 0.7547 0.7226 0.0321 4.3% 0.0024 0.3% 98% True False 77
60 0.7547 0.7226 0.0321 4.3% 0.0024 0.3% 98% True False 61
80 0.7547 0.7226 0.0321 4.3% 0.0021 0.3% 98% True False 47
100 0.7547 0.7226 0.0321 4.3% 0.0019 0.3% 98% True False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7656
1.618 0.7614
1.000 0.7589
0.618 0.7573
HIGH 0.7547
0.618 0.7531
0.500 0.7526
0.382 0.7521
LOW 0.7506
0.618 0.7480
1.000 0.7464
1.618 0.7438
2.618 0.7397
4.250 0.7329
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 0.7537 0.7536
PP 0.7532 0.7529
S1 0.7526 0.7523

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

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