CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 0.7487 0.7471 -0.0016 -0.2% 0.7503
High 0.7508 0.7483 -0.0025 -0.3% 0.7509
Low 0.7471 0.7420 -0.0051 -0.7% 0.7454
Close 0.7474 0.7425 -0.0049 -0.7% 0.7474
Range 0.0037 0.0063 0.0026 68.9% 0.0055
ATR 0.0034 0.0036 0.0002 5.8% 0.0000
Volume 443 883 440 99.3% 852
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7630 0.7590 0.7459
R3 0.7567 0.7527 0.7442
R2 0.7505 0.7505 0.7436
R1 0.7465 0.7465 0.7430 0.7454
PP 0.7442 0.7442 0.7442 0.7437
S1 0.7402 0.7402 0.7419 0.7391
S2 0.7380 0.7380 0.7413
S3 0.7317 0.7340 0.7407
S4 0.7255 0.7277 0.7390
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7644 0.7614 0.7504
R3 0.7589 0.7559 0.7489
R2 0.7534 0.7534 0.7484
R1 0.7504 0.7504 0.7479 0.7491
PP 0.7479 0.7479 0.7479 0.7473
S1 0.7449 0.7449 0.7468 0.7436
S2 0.7424 0.7424 0.7463
S3 0.7369 0.7394 0.7458
S4 0.7314 0.7339 0.7443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7509 0.7420 0.0089 1.2% 0.0040 0.5% 5% False True 333
10 0.7572 0.7420 0.0152 2.0% 0.0040 0.5% 3% False True 246
20 0.7604 0.7420 0.0184 2.5% 0.0035 0.5% 2% False True 172
40 0.7604 0.7286 0.0318 4.3% 0.0029 0.4% 44% False False 128
60 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 53% False False 106
80 0.7604 0.7226 0.0378 5.1% 0.0025 0.3% 53% False False 84
100 0.7604 0.7226 0.0378 5.1% 0.0023 0.3% 53% False False 68
120 0.7626 0.7226 0.0400 5.4% 0.0021 0.3% 50% False False 57
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 0.0009
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7646
1.618 0.7584
1.000 0.7545
0.618 0.7521
HIGH 0.7483
0.618 0.7459
0.500 0.7451
0.382 0.7444
LOW 0.7420
0.618 0.7381
1.000 0.7358
1.618 0.7319
2.618 0.7256
4.250 0.7154
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 0.7451 0.7464
PP 0.7442 0.7451
S1 0.7433 0.7438

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

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