CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 0.7558 0.7559 0.0001 0.0% 0.7561
High 0.7604 0.7572 -0.0032 -0.4% 0.7604
Low 0.7554 0.7516 -0.0039 -0.5% 0.7554
Close 0.7570 0.7519 -0.0051 -0.7% 0.7570
Range 0.0050 0.0057 0.0007 14.1% 0.0050
ATR 0.0032 0.0034 0.0002 5.5% 0.0000
Volume 94 301 207 220.2% 391
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7705 0.7668 0.7550
R3 0.7648 0.7612 0.7534
R2 0.7592 0.7592 0.7529
R1 0.7555 0.7555 0.7524 0.7545
PP 0.7535 0.7535 0.7535 0.7530
S1 0.7499 0.7499 0.7513 0.7489
S2 0.7479 0.7479 0.7508
S3 0.7422 0.7442 0.7503
S4 0.7366 0.7386 0.7487
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7724 0.7696 0.7597
R3 0.7675 0.7647 0.7583
R2 0.7625 0.7625 0.7579
R1 0.7597 0.7597 0.7574 0.7611
PP 0.7576 0.7576 0.7576 0.7583
S1 0.7548 0.7548 0.7565 0.7562
S2 0.7526 0.7526 0.7560
S3 0.7477 0.7498 0.7556
S4 0.7427 0.7449 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7604 0.7516 0.0088 1.2% 0.0037 0.5% 3% False True 138
10 0.7604 0.7478 0.0126 1.7% 0.0034 0.4% 32% False False 113
20 0.7604 0.7367 0.0237 3.1% 0.0029 0.4% 64% False False 122
40 0.7604 0.7249 0.0355 4.7% 0.0025 0.3% 76% False False 82
60 0.7604 0.7226 0.0378 5.0% 0.0025 0.3% 77% False False 74
80 0.7604 0.7226 0.0378 5.0% 0.0022 0.3% 77% False False 57
100 0.7604 0.7226 0.0378 5.0% 0.0021 0.3% 77% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 0.7812
2.618 0.7720
1.618 0.7663
1.000 0.7629
0.618 0.7607
HIGH 0.7572
0.618 0.7550
0.500 0.7544
0.382 0.7537
LOW 0.7516
0.618 0.7481
1.000 0.7459
1.618 0.7424
2.618 0.7368
4.250 0.7275
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 0.7544 0.7560
PP 0.7535 0.7546
S1 0.7527 0.7532

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

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