CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 0.7427 0.7422 -0.0005 -0.1% 0.7503
High 0.7427 0.7429 0.0002 0.0% 0.7509
Low 0.7399 0.7409 0.0010 0.1% 0.7454
Close 0.7410 0.7418 0.0008 0.1% 0.7474
Range 0.0028 0.0020 -0.0008 -29.1% 0.0055
ATR 0.0036 0.0035 -0.0001 -3.3% 0.0000
Volume 274 294 20 7.3% 852
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7477 0.7467 0.7429
R3 0.7458 0.7448 0.7423
R2 0.7438 0.7438 0.7422
R1 0.7428 0.7428 0.7420 0.7423
PP 0.7419 0.7419 0.7419 0.7416
S1 0.7409 0.7409 0.7416 0.7404
S2 0.7399 0.7399 0.7414
S3 0.7380 0.7389 0.7413
S4 0.7360 0.7370 0.7407
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 0.7508 0.7399 0.0109 1.5% 0.0039 0.5% 18% False False 410
10 0.7540 0.7399 0.0141 1.9% 0.0037 0.5% 13% False False 259
20 0.7604 0.7399 0.0205 2.8% 0.0035 0.5% 9% False False 192
40 0.7604 0.7298 0.0306 4.1% 0.0029 0.4% 39% False False 141
60 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 51% False False 115
80 0.7604 0.7226 0.0378 5.1% 0.0026 0.3% 51% False False 91
100 0.7604 0.7226 0.0378 5.1% 0.0023 0.3% 51% False False 73
120 0.7626 0.7226 0.0400 5.4% 0.0021 0.3% 48% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7480
1.618 0.7460
1.000 0.7448
0.618 0.7441
HIGH 0.7429
0.618 0.7421
0.500 0.7419
0.382 0.7416
LOW 0.7409
0.618 0.7397
1.000 0.7390
1.618 0.7377
2.618 0.7358
4.250 0.7326
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 0.7419 0.7441
PP 0.7419 0.7433
S1 0.7418 0.7426

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

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