CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 0.7269 0.7270 0.0001 0.0% 0.7268
High 0.7284 0.7293 0.0010 0.1% 0.7293
Low 0.7263 0.7250 -0.0013 -0.2% 0.7229
Close 0.7266 0.7278 0.0012 0.2% 0.7278
Range 0.0021 0.0043 0.0022 104.8% 0.0064
ATR 0.0038 0.0038 0.0000 0.9% 0.0000
Volume 72,716 93,709 20,993 28.9% 454,414
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7403 0.7383 0.7301
R3 0.7360 0.7340 0.7289
R2 0.7317 0.7317 0.7285
R1 0.7297 0.7297 0.7281 0.7307
PP 0.7274 0.7274 0.7274 0.7278
S1 0.7254 0.7254 0.7274 0.7264
S2 0.7231 0.7231 0.7270
S3 0.7188 0.7211 0.7266
S4 0.7145 0.7168 0.7254
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7459 0.7432 0.7313
R3 0.7395 0.7368 0.7295
R2 0.7331 0.7331 0.7289
R1 0.7304 0.7304 0.7283 0.7317
PP 0.7267 0.7267 0.7267 0.7273
S1 0.7240 0.7240 0.7272 0.7253
S2 0.7203 0.7203 0.7266
S3 0.7139 0.7176 0.7260
S4 0.7075 0.7112 0.7242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7293 0.7229 0.0064 0.9% 0.0036 0.5% 76% True False 90,882
10 0.7390 0.7229 0.0161 2.2% 0.0040 0.6% 30% False False 100,134
20 0.7428 0.7229 0.0199 2.7% 0.0039 0.5% 24% False False 91,967
40 0.7462 0.7229 0.0233 3.2% 0.0036 0.5% 21% False False 67,872
60 0.7492 0.7229 0.0263 3.6% 0.0036 0.5% 18% False False 45,429
80 0.7604 0.7229 0.0375 5.1% 0.0036 0.5% 13% False False 34,127
100 0.7604 0.7229 0.0375 5.1% 0.0033 0.5% 13% False False 27,323
120 0.7604 0.7226 0.0378 5.2% 0.0032 0.4% 14% False False 22,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7476
2.618 0.7406
1.618 0.7363
1.000 0.7336
0.618 0.7320
HIGH 0.7293
0.618 0.7277
0.500 0.7272
0.382 0.7266
LOW 0.7250
0.618 0.7223
1.000 0.7207
1.618 0.7180
2.618 0.7137
4.250 0.7067
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 0.7276 0.7273
PP 0.7274 0.7268
S1 0.7272 0.7263

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

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