CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 0.7283 0.7288 0.0005 0.1% 0.7267
High 0.7288 0.7294 0.0006 0.1% 0.7311
Low 0.7266 0.7270 0.0004 0.0% 0.7252
Close 0.7288 0.7290 0.0002 0.0% 0.7279
Range 0.0022 0.0024 0.0002 9.1% 0.0060
ATR 0.0034 0.0033 -0.0001 -2.0% 0.0000
Volume 38,424 521 -37,903 -98.6% 638,401
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7356 0.7347 0.7303
R3 0.7332 0.7323 0.7296
R2 0.7308 0.7308 0.7294
R1 0.7299 0.7299 0.7292 0.7304
PP 0.7284 0.7284 0.7284 0.7287
S1 0.7275 0.7275 0.7287 0.7280
S2 0.7260 0.7260 0.7285
S3 0.7236 0.7251 0.7283
S4 0.7212 0.7227 0.7276
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7459 0.7428 0.7311
R3 0.7399 0.7369 0.7295
R2 0.7340 0.7340 0.7289
R1 0.7309 0.7309 0.7284 0.7325
PP 0.7280 0.7280 0.7280 0.7288
S1 0.7250 0.7250 0.7273 0.7265
S2 0.7221 0.7221 0.7268
S3 0.7161 0.7190 0.7262
S4 0.7102 0.7131 0.7246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7311 0.7258 0.0053 0.7% 0.0028 0.4% 59% False False 92,330
10 0.7320 0.7252 0.0069 0.9% 0.0030 0.4% 55% False False 103,508
20 0.7354 0.7252 0.0103 1.4% 0.0035 0.5% 37% False False 111,634
40 0.7363 0.7252 0.0112 1.5% 0.0034 0.5% 34% False False 98,989
60 0.7428 0.7229 0.0199 2.7% 0.0036 0.5% 30% False False 96,336
80 0.7462 0.7229 0.0233 3.2% 0.0035 0.5% 26% False False 84,323
100 0.7492 0.7229 0.0263 3.6% 0.0035 0.5% 23% False False 67,577
120 0.7604 0.7229 0.0375 5.1% 0.0035 0.5% 16% False False 56,353
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7396
2.618 0.7356
1.618 0.7332
1.000 0.7318
0.618 0.7308
HIGH 0.7294
0.618 0.7284
0.500 0.7282
0.382 0.7279
LOW 0.7270
0.618 0.7255
1.000 0.7246
1.618 0.7231
2.618 0.7207
4.250 0.7168
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 0.7287 0.7285
PP 0.7284 0.7280
S1 0.7282 0.7276

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

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