CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 0.7455 0.7486 0.0031 0.4% 0.7447
High 0.7491 0.7492 0.0002 0.0% 0.7492
Low 0.7440 0.7433 -0.0007 -0.1% 0.7433
Close 0.7482 0.7441 -0.0041 -0.5% 0.7441
Range 0.0051 0.0059 0.0008 15.7% 0.0059
ATR 0.0035 0.0037 0.0002 4.8% 0.0000
Volume 904 365 -539 -59.6% 2,403
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7632 0.7595 0.7473
R3 0.7573 0.7536 0.7457
R2 0.7514 0.7514 0.7451
R1 0.7477 0.7477 0.7446 0.7466
PP 0.7455 0.7455 0.7455 0.7450
S1 0.7418 0.7418 0.7435 0.7407
S2 0.7396 0.7396 0.7430
S3 0.7337 0.7359 0.7424
S4 0.7278 0.7300 0.7408
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7632 0.7595 0.7473
R3 0.7573 0.7536 0.7457
R2 0.7514 0.7514 0.7451
R1 0.7477 0.7477 0.7446 0.7466
PP 0.7455 0.7455 0.7455 0.7450
S1 0.7418 0.7418 0.7435 0.7407
S2 0.7396 0.7396 0.7430
S3 0.7337 0.7359 0.7424
S4 0.7278 0.7300 0.7408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7433 0.0059 0.8% 0.0041 0.5% 13% True True 480
10 0.7492 0.7406 0.0086 1.2% 0.0037 0.5% 40% True False 397
20 0.7540 0.7399 0.0141 1.9% 0.0038 0.5% 29% False False 326
40 0.7604 0.7367 0.0237 3.2% 0.0034 0.5% 31% False False 223
60 0.7604 0.7249 0.0355 4.8% 0.0029 0.4% 54% False False 167
80 0.7604 0.7226 0.0378 5.1% 0.0028 0.4% 57% False False 140
100 0.7604 0.7226 0.0378 5.1% 0.0026 0.3% 57% False False 114
120 0.7604 0.7226 0.0378 5.1% 0.0024 0.3% 57% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7646
1.618 0.7587
1.000 0.7551
0.618 0.7528
HIGH 0.7492
0.618 0.7469
0.500 0.7463
0.382 0.7456
LOW 0.7433
0.618 0.7397
1.000 0.7374
1.618 0.7338
2.618 0.7279
4.250 0.7182
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 0.7463 0.7463
PP 0.7455 0.7455
S1 0.7448 0.7448

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

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