CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.7381 0.7360 -0.0021 -0.3% 0.7385
High 0.7438 0.7360 -0.0078 -1.0% 0.7438
Low 0.7378 0.7360 -0.0018 -0.2% 0.7378
Close 0.7383 0.7360 -0.0023 -0.3% 0.7383
Range 0.0060 0.0000 -0.0060 -100.0% 0.0060
ATR 0.0021 0.0021 0.0000 0.5% 0.0000
Volume 7 0 -7 -100.0% 25
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7360 0.7360 0.7360
R3 0.7360 0.7360 0.7360
R2 0.7360 0.7360 0.7360
R1 0.7360 0.7360 0.7360 0.7360
PP 0.7360 0.7360 0.7360 0.7360
S1 0.7360 0.7360 0.7360 0.7360
S2 0.7360 0.7360 0.7360
S3 0.7360 0.7360 0.7360
S4 0.7360 0.7360 0.7360
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7541 0.7416
R3 0.7520 0.7481 0.7399
R2 0.7460 0.7460 0.7394
R1 0.7421 0.7421 0.7388 0.7410
PP 0.7400 0.7400 0.7400 0.7394
S1 0.7361 0.7361 0.7377 0.7350
S2 0.7340 0.7340 0.7372
S3 0.7280 0.7301 0.7366
S4 0.7220 0.7241 0.7350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7360 0.0078 1.1% 0.0021 0.3% 0% False True 4
10 0.7438 0.7360 0.0078 1.1% 0.0016 0.2% 0% False True 3
20 0.7486 0.7360 0.0126 1.7% 0.0015 0.2% 0% False True 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7360
2.618 0.7360
1.618 0.7360
1.000 0.7360
0.618 0.7360
HIGH 0.7360
0.618 0.7360
0.500 0.7360
0.382 0.7360
LOW 0.7360
0.618 0.7360
1.000 0.7360
1.618 0.7360
2.618 0.7360
4.250 0.7360
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.7360 0.7399
PP 0.7360 0.7386
S1 0.7360 0.7373

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

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