CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 0.7588 0.7592 0.0004 0.1% 0.7500
High 0.7602 0.7599 -0.0003 0.0% 0.7582
Low 0.7584 0.7574 -0.0011 -0.1% 0.7478
Close 0.7586 0.7575 -0.0011 -0.1% 0.7559
Range 0.0018 0.0026 0.0008 41.7% 0.0104
ATR 0.0031 0.0031 0.0000 -1.3% 0.0000
Volume 116 74 -42 -36.2% 441
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7659 0.7642 0.7589
R3 0.7633 0.7617 0.7582
R2 0.7608 0.7608 0.7579
R1 0.7591 0.7591 0.7577 0.7587
PP 0.7582 0.7582 0.7582 0.7580
S1 0.7566 0.7566 0.7572 0.7561
S2 0.7557 0.7557 0.7570
S3 0.7531 0.7540 0.7567
S4 0.7506 0.7515 0.7560
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7850 0.7808 0.7615
R3 0.7746 0.7704 0.7587
R2 0.7643 0.7643 0.7577
R1 0.7601 0.7601 0.7568 0.7622
PP 0.7539 0.7539 0.7539 0.7550
S1 0.7497 0.7497 0.7549 0.7518
S2 0.7436 0.7436 0.7540
S3 0.7332 0.7394 0.7530
S4 0.7229 0.7290 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7602 0.7506 0.0097 1.3% 0.0032 0.4% 72% False False 106
10 0.7602 0.7430 0.0172 2.3% 0.0031 0.4% 84% False False 129
20 0.7602 0.7367 0.0236 3.1% 0.0026 0.3% 88% False False 117
40 0.7602 0.7226 0.0376 5.0% 0.0024 0.3% 93% False False 78
60 0.7602 0.7226 0.0376 5.0% 0.0024 0.3% 93% False False 68
80 0.7602 0.7226 0.0376 5.0% 0.0021 0.3% 93% False False 53
100 0.7602 0.7226 0.0376 5.0% 0.0020 0.3% 93% False False 43
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 0.7707
2.618 0.7666
1.618 0.7640
1.000 0.7625
0.618 0.7615
HIGH 0.7599
0.618 0.7589
0.500 0.7586
0.382 0.7583
LOW 0.7574
0.618 0.7558
1.000 0.7548
1.618 0.7532
2.618 0.7507
4.250 0.7465
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 0.7586 0.7581
PP 0.7582 0.7579
S1 0.7578 0.7577

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

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