CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 0.7447 0.7468 0.0021 0.3% 0.7457
High 0.7469 0.7476 0.0008 0.1% 0.7467
Low 0.7442 0.7449 0.0008 0.1% 0.7406
Close 0.7457 0.7475 0.0018 0.2% 0.7448
Range 0.0027 0.0027 0.0000 0.0% 0.0061
ATR 0.0034 0.0034 -0.0001 -1.5% 0.0000
Volume 261 466 205 78.5% 1,573
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7548 0.7538 0.7490
R3 0.7521 0.7511 0.7482
R2 0.7494 0.7494 0.7480
R1 0.7484 0.7484 0.7477 0.7489
PP 0.7467 0.7467 0.7467 0.7469
S1 0.7457 0.7457 0.7473 0.7462
S2 0.7440 0.7440 0.7470
S3 0.7413 0.7430 0.7468
S4 0.7386 0.7403 0.7460
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7622 0.7595 0.7481
R3 0.7561 0.7535 0.7464
R2 0.7501 0.7501 0.7459
R1 0.7474 0.7474 0.7453 0.7457
PP 0.7440 0.7440 0.7440 0.7432
S1 0.7414 0.7414 0.7442 0.7397
S2 0.7380 0.7380 0.7436
S3 0.7319 0.7353 0.7431
S4 0.7259 0.7293 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7406 0.0070 0.9% 0.0034 0.5% 99% True False 321
10 0.7476 0.7399 0.0077 1.0% 0.0031 0.4% 99% True False 299
20 0.7572 0.7399 0.0173 2.3% 0.0036 0.5% 44% False False 272
40 0.7604 0.7367 0.0237 3.2% 0.0031 0.4% 46% False False 196
60 0.7604 0.7248 0.0356 4.8% 0.0029 0.4% 64% False False 142
80 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 66% False False 120
100 0.7604 0.7226 0.0378 5.1% 0.0024 0.3% 66% False False 97
120 0.7604 0.7226 0.0378 5.1% 0.0023 0.3% 66% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0006
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7547
1.618 0.7520
1.000 0.7503
0.618 0.7493
HIGH 0.7476
0.618 0.7466
0.500 0.7463
0.382 0.7459
LOW 0.7449
0.618 0.7432
1.000 0.7422
1.618 0.7405
2.618 0.7378
4.250 0.7334
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 0.7471 0.7468
PP 0.7467 0.7460
S1 0.7463 0.7453

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

View Archives - Comment on this page... - Back to Index of Symbols