CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 0.7509 0.7490 -0.0019 -0.3% 0.7559
High 0.7509 0.7495 -0.0014 -0.2% 0.7572
Low 0.7470 0.7481 0.0011 0.1% 0.7479
Close 0.7481 0.7490 0.0010 0.1% 0.7498
Range 0.0039 0.0015 -0.0025 -62.8% 0.0094
ATR 0.0035 0.0033 -0.0001 -4.1% 0.0000
Volume 145 35 -110 -75.9% 726
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7532 0.7526 0.7498
R3 0.7518 0.7511 0.7494
R2 0.7503 0.7503 0.7493
R1 0.7497 0.7497 0.7491 0.7500
PP 0.7489 0.7489 0.7489 0.7490
S1 0.7482 0.7482 0.7489 0.7485
S2 0.7474 0.7474 0.7487
S3 0.7460 0.7468 0.7486
S4 0.7445 0.7453 0.7482
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7797 0.7741 0.7549
R3 0.7703 0.7647 0.7524
R2 0.7610 0.7610 0.7515
R1 0.7554 0.7554 0.7507 0.7535
PP 0.7516 0.7516 0.7516 0.7507
S1 0.7460 0.7460 0.7489 0.7442
S2 0.7423 0.7423 0.7481
S3 0.7329 0.7367 0.7472
S4 0.7236 0.7273 0.7447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7540 0.7470 0.0070 0.9% 0.0034 0.5% 29% False False 109
10 0.7604 0.7470 0.0134 1.8% 0.0035 0.5% 15% False False 126
20 0.7604 0.7367 0.0237 3.2% 0.0035 0.5% 52% False False 125
40 0.7604 0.7268 0.0336 4.5% 0.0027 0.4% 66% False False 95
60 0.7604 0.7226 0.0378 5.0% 0.0026 0.3% 70% False False 82
80 0.7604 0.7226 0.0378 5.0% 0.0024 0.3% 70% False False 65
100 0.7604 0.7226 0.0378 5.0% 0.0022 0.3% 70% False False 53
120 0.7626 0.7226 0.0400 5.3% 0.0020 0.3% 66% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7557
2.618 0.7533
1.618 0.7518
1.000 0.7510
0.618 0.7504
HIGH 0.7495
0.618 0.7489
0.500 0.7488
0.382 0.7486
LOW 0.7481
0.618 0.7472
1.000 0.7466
1.618 0.7457
2.618 0.7443
4.250 0.7419
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 0.7489 0.7490
PP 0.7489 0.7490
S1 0.7488 0.7490

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

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