CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 0.7382 0.7385 0.0003 0.0% 0.7406
High 0.7397 0.7385 -0.0012 -0.2% 0.7412
Low 0.7363 0.7380 0.0017 0.2% 0.7363
Close 0.7384 0.7380 -0.0005 -0.1% 0.7384
Range 0.0034 0.0005 -0.0029 -85.3% 0.0050
ATR 0.0020 0.0019 -0.0001 -5.3% 0.0000
Volume 2 5 3 150.0% 10
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7396 0.7393 0.7382
R3 0.7391 0.7388 0.7381
R2 0.7386 0.7386 0.7380
R1 0.7383 0.7383 0.7380 0.7382
PP 0.7381 0.7381 0.7381 0.7381
S1 0.7378 0.7378 0.7379 0.7377
S2 0.7376 0.7376 0.7379
S3 0.7371 0.7373 0.7378
S4 0.7366 0.7368 0.7377
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7509 0.7411
R3 0.7485 0.7459 0.7398
R2 0.7436 0.7436 0.7393
R1 0.7410 0.7410 0.7389 0.7398
PP 0.7386 0.7386 0.7386 0.7380
S1 0.7360 0.7360 0.7379 0.7349
S2 0.7337 0.7337 0.7375
S3 0.7287 0.7311 0.7370
S4 0.7238 0.7261 0.7357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7363 0.0050 0.7% 0.0012 0.2% 34% False False 3
10 0.7442 0.7363 0.0080 1.1% 0.0011 0.2% 21% False False 1
20 0.7558 0.7363 0.0196 2.6% 0.0012 0.2% 9% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7398
1.618 0.7393
1.000 0.7390
0.618 0.7388
HIGH 0.7385
0.618 0.7383
0.500 0.7382
0.382 0.7381
LOW 0.7380
0.618 0.7376
1.000 0.7375
1.618 0.7371
2.618 0.7366
4.250 0.7358
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 0.7382 0.7383
PP 0.7381 0.7382
S1 0.7380 0.7381

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

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