CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 0.7410 0.7406 -0.0005 -0.1% 0.7449
High 0.7415 0.7406 -0.0009 -0.1% 0.7466
Low 0.7392 0.7406 0.0014 0.2% 0.7392
Close 0.7404 0.7406 0.0002 0.0% 0.7404
Range 0.0023 0.0000 -0.0023 -100.0% 0.0075
ATR 0.0022 0.0020 -0.0001 -6.6% 0.0000
Volume 2 0 -2 -100.0% 2
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7406 0.7406 0.7406
R3 0.7406 0.7406 0.7406
R2 0.7406 0.7406 0.7406
R1 0.7406 0.7406 0.7406 0.7406
PP 0.7406 0.7406 0.7406 0.7406
S1 0.7406 0.7406 0.7406 0.7406
S2 0.7406 0.7406 0.7406
S3 0.7406 0.7406 0.7406
S4 0.7406 0.7406 0.7406
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7644 0.7599 0.7445
R3 0.7570 0.7524 0.7424
R2 0.7495 0.7495 0.7418
R1 0.7450 0.7450 0.7411 0.7435
PP 0.7421 0.7421 0.7421 0.7413
S1 0.7375 0.7375 0.7397 0.7361
S2 0.7346 0.7346 0.7390
S3 0.7272 0.7301 0.7384
S4 0.7197 0.7226 0.7363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7442 0.7392 0.0051 0.7% 0.0011 0.2% 28% False False
10 0.7486 0.7392 0.0094 1.3% 0.0014 0.2% 15% False False 3
20 0.7626 0.7392 0.0235 3.2% 0.0011 0.1% 6% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7406
1.618 0.7406
1.000 0.7406
0.618 0.7406
HIGH 0.7406
0.618 0.7406
0.500 0.7406
0.382 0.7406
LOW 0.7406
0.618 0.7406
1.000 0.7406
1.618 0.7406
2.618 0.7406
4.250 0.7406
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 0.7406 0.7405
PP 0.7406 0.7404
S1 0.7406 0.7403

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

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