CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 0.7388 0.7406 0.0018 0.2% 0.7360
High 0.7392 0.7406 0.0015 0.2% 0.7375
Low 0.7388 0.7405 0.0017 0.2% 0.7337
Close 0.7392 0.7405 0.0014 0.2% 0.7358
Range 0.0004 0.0001 -0.0003 -71.4% 0.0038
ATR 0.0023 0.0022 -0.0001 -2.6% 0.0000
Volume 7 7 0 0.0% 8
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7408 0.7408 0.7406
R3 0.7407 0.7407 0.7405
R2 0.7406 0.7406 0.7405
R1 0.7406 0.7406 0.7405 0.7406
PP 0.7405 0.7405 0.7405 0.7405
S1 0.7405 0.7405 0.7405 0.7405
S2 0.7404 0.7404 0.7405
S3 0.7403 0.7404 0.7405
S4 0.7402 0.7403 0.7404
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7470 0.7452 0.7379
R3 0.7432 0.7414 0.7368
R2 0.7394 0.7394 0.7365
R1 0.7376 0.7376 0.7361 0.7366
PP 0.7356 0.7356 0.7356 0.7351
S1 0.7338 0.7338 0.7355 0.7328
S2 0.7318 0.7318 0.7351
S3 0.7280 0.7300 0.7348
S4 0.7242 0.7262 0.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7406 0.7337 0.0070 0.9% 0.0009 0.1% 99% True False 4
10 0.7438 0.7337 0.0102 1.4% 0.0015 0.2% 67% False False 4
20 0.7442 0.7337 0.0106 1.4% 0.0013 0.2% 65% False False 2
40 0.7626 0.7337 0.0290 3.9% 0.0012 0.2% 24% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7409
1.618 0.7408
1.000 0.7407
0.618 0.7407
HIGH 0.7406
0.618 0.7406
0.500 0.7406
0.382 0.7405
LOW 0.7405
0.618 0.7404
1.000 0.7404
1.618 0.7403
2.618 0.7402
4.250 0.7401
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 0.7406 0.7397
PP 0.7405 0.7390
S1 0.7405 0.7382

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

View Archives - Comment on this page... - Back to Index of Symbols