CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 0.7434 0.7411 -0.0023 -0.3% 0.7506
High 0.7434 0.7442 0.0008 0.1% 0.7506
Low 0.7434 0.7409 -0.0025 -0.3% 0.7455
Close 0.7434 0.7411 -0.0023 -0.3% 0.7462
Range 0.0000 0.0033 0.0033 0.0052
ATR 0.0022 0.0022 0.0001 3.7% 0.0000
Volume
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7520 0.7498 0.7429
R3 0.7487 0.7465 0.7420
R2 0.7454 0.7454 0.7417
R1 0.7432 0.7432 0.7414 0.7428
PP 0.7421 0.7421 0.7421 0.7418
S1 0.7399 0.7399 0.7408 0.7395
S2 0.7388 0.7388 0.7405
S3 0.7355 0.7366 0.7402
S4 0.7322 0.7333 0.7393
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7629 0.7597 0.7490
R3 0.7577 0.7545 0.7476
R2 0.7526 0.7526 0.7471
R1 0.7494 0.7494 0.7467 0.7484
PP 0.7474 0.7474 0.7474 0.7469
S1 0.7442 0.7442 0.7457 0.7433
S2 0.7423 0.7423 0.7453
S3 0.7371 0.7391 0.7448
S4 0.7320 0.7339 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7409 0.0075 1.0% 0.0017 0.2% 3% False True
10 0.7531 0.7409 0.0122 1.6% 0.0016 0.2% 2% False True 3
20 0.7626 0.7409 0.0217 2.9% 0.0012 0.2% 1% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7528
1.618 0.7495
1.000 0.7475
0.618 0.7462
HIGH 0.7442
0.618 0.7429
0.500 0.7426
0.382 0.7422
LOW 0.7409
0.618 0.7389
1.000 0.7376
1.618 0.7356
2.618 0.7323
4.250 0.7269
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 0.7426 0.7438
PP 0.7421 0.7429
S1 0.7416 0.7420

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

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