CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 0.7472 0.7455 -0.0018 -0.2% 0.7457
High 0.7491 0.7491 0.0000 0.0% 0.7467
Low 0.7450 0.7440 -0.0011 -0.1% 0.7406
Close 0.7473 0.7482 0.0009 0.1% 0.7448
Range 0.0041 0.0051 0.0011 25.9% 0.0061
ATR 0.0034 0.0035 0.0001 3.5% 0.0000
Volume 407 904 497 122.1% 1,573
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7624 0.7604 0.7510
R3 0.7573 0.7553 0.7496
R2 0.7522 0.7522 0.7491
R1 0.7502 0.7502 0.7486 0.7512
PP 0.7471 0.7471 0.7471 0.7476
S1 0.7451 0.7451 0.7477 0.7461
S2 0.7420 0.7420 0.7472
S3 0.7369 0.7400 0.7467
S4 0.7318 0.7349 0.7453
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 0.7491 0.7429 0.0062 0.8% 0.0037 0.5% 85% True False 476
10 0.7491 0.7406 0.0085 1.1% 0.0035 0.5% 89% True False 373
20 0.7540 0.7399 0.0141 1.9% 0.0036 0.5% 59% False False 316
40 0.7604 0.7367 0.0237 3.2% 0.0033 0.4% 48% False False 216
60 0.7604 0.7249 0.0355 4.7% 0.0029 0.4% 66% False False 161
80 0.7604 0.7226 0.0378 5.0% 0.0027 0.4% 68% False False 136
100 0.7604 0.7226 0.0378 5.0% 0.0025 0.3% 68% False False 110
120 0.7604 0.7226 0.0378 5.0% 0.0023 0.3% 68% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7624
1.618 0.7573
1.000 0.7542
0.618 0.7522
HIGH 0.7491
0.618 0.7471
0.500 0.7465
0.382 0.7459
LOW 0.7440
0.618 0.7408
1.000 0.7389
1.618 0.7357
2.618 0.7306
4.250 0.7223
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 0.7476 0.7476
PP 0.7471 0.7471
S1 0.7465 0.7465

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

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