CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 09-Apr-2024

Day Change Summary
	Previous	Current
	08-Apr-2024	09-Apr-2024	Change	Change %	Previous Week
Open	0.7365	0.7376	0.0011	0.1%	0.7395
High	0.7378	0.7390	0.0013	0.2%	0.7428
Low	0.7352	0.7362	0.0010	0.1%	0.7335
Close	0.7374	0.7371	-0.0003	0.0%	0.7367
Range	0.0026	0.0029	0.0003	9.6%	0.0093
ATR	0.0036	0.0036	-0.0001	-1.5%	0.0000
Volume	65,935	70,528	4,593	7.0%	463,784

Daily Pivots for day following 09-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7460	0.7444	0.7386
R3	0.7431	0.7415	0.7378
R2	0.7403	0.7403	0.7376
R1	0.7387	0.7387	0.7373	0.7380
PP	0.7374	0.7374	0.7374	0.7371
S1	0.7358	0.7358	0.7368	0.7352
S2	0.7346	0.7346	0.7365
S3	0.7317	0.7330	0.7363
S4	0.7289	0.7301	0.7355

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7656	0.7604	0.7418
R3	0.7563	0.7511	0.7392
R2	0.7470	0.7470	0.7384
R1	0.7418	0.7418	0.7375	0.7397
PP	0.7377	0.7377	0.7377	0.7366
S1	0.7325	0.7325	0.7358	0.7304
S2	0.7284	0.7284	0.7349
S3	0.7191	0.7232	0.7341
S4	0.7098	0.7139	0.7315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7428	0.7335	0.0093	1.3%	0.0040	0.5%	38%	False	False	93,968
10	0.7428	0.7335	0.0093	1.3%	0.0035	0.5%	38%	False	False	81,936
20	0.7442	0.7335	0.0107	1.5%	0.0036	0.5%	33%	False	False	89,498
40	0.7462	0.7335	0.0127	1.7%	0.0034	0.5%	28%	False	False	46,374
60	0.7508	0.7335	0.0173	2.3%	0.0035	0.5%	21%	False	False	31,063
80	0.7604	0.7335	0.0269	3.6%	0.0035	0.5%	13%	False	False	23,330
100	0.7604	0.7286	0.0318	4.3%	0.0032	0.4%	27%	False	False	18,678
120	0.7604	0.7226	0.0378	5.1%	0.0031	0.4%	38%	False	False	15,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7511
2.618	0.7465
1.618	0.7436
1.000	0.7419
0.618	0.7408
HIGH	0.7390
0.618	0.7379
0.500	0.7376
0.382	0.7372
LOW	0.7362
0.618	0.7344
1.000	0.7333
1.618	0.7315
2.618	0.7287
4.250	0.7240

Fisher Pivots for day following 09-Apr-2024
Pivot	1 day	3 day
R1	0.7376	0.7369
PP	0.7374	0.7367
S1	0.7372	0.7365

Download as Excel Spreadsheet

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

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