CME Canadian Dollar Future June 2024

Trading Metrics calculated at close of trading on 17-Apr-2024

Day Change Summary
	Previous	Current
	16-Apr-2024	17-Apr-2024	Change	Change %	Previous Week
Open	0.7260	0.7239	-0.0021	-0.3%	0.7365
High	0.7267	0.7275	0.0008	0.1%	0.7390
Low	0.7229	0.7234	0.0005	0.1%	0.7260
Close	0.7248	0.7268	0.0020	0.3%	0.7262
Range	0.0038	0.0041	0.0004	9.3%	0.0131
ATR	0.0039	0.0039	0.0000	0.3%	0.0000
Volume	111,464	78,388	-33,076	-29.7%	546,927

Daily Pivots for day following 17-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7382	0.7366	0.7291
R3	0.7341	0.7325	0.7279
R2	0.7300	0.7300	0.7276
R1	0.7284	0.7284	0.7272	0.7292
PP	0.7259	0.7259	0.7259	0.7263
S1	0.7243	0.7243	0.7264	0.7251
S2	0.7218	0.7218	0.7260
S3	0.7177	0.7202	0.7257
S4	0.7136	0.7161	0.7245

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7609	0.7333
R3	0.7565	0.7478	0.7297
R2	0.7434	0.7434	0.7285
R1	0.7348	0.7348	0.7273	0.7326
PP	0.7304	0.7304	0.7304	0.7293
S1	0.7217	0.7217	0.7250	0.7195
S2	0.7173	0.7173	0.7238
S3	0.7043	0.7087	0.7226
S4	0.6912	0.6956	0.7190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7327	0.7229	0.0098	1.3%	0.0041	0.6%	40%	False	False	101,504
10	0.7428	0.7229	0.0199	2.7%	0.0044	0.6%	20%	False	False	108,773
20	0.7442	0.7229	0.0213	2.9%	0.0041	0.6%	18%	False	False	94,356
40	0.7462	0.7229	0.0233	3.2%	0.0036	0.5%	17%	False	False	63,749
60	0.7492	0.7229	0.0263	3.6%	0.0036	0.5%	15%	False	False	42,662
80	0.7604	0.7229	0.0375	5.2%	0.0036	0.5%	10%	False	False	32,050
100	0.7604	0.7229	0.0375	5.2%	0.0034	0.5%	10%	False	False	25,660
120	0.7604	0.7226	0.0378	5.2%	0.0032	0.4%	11%	False	False	21,393

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7449
2.618	0.7382
1.618	0.7341
1.000	0.7316
0.618	0.7300
HIGH	0.7275
0.618	0.7259
0.500	0.7254
0.382	0.7249
LOW	0.7234
0.618	0.7208
1.000	0.7193
1.618	0.7167
2.618	0.7126
4.250	0.7059

Fisher Pivots for day following 17-Apr-2024
Pivot	1 day	3 day
R1	0.7263	0.7266
PP	0.7259	0.7263
S1	0.7254	0.7261

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