CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 0.7406 0.7400 -0.0006 -0.1% 0.7360
High 0.7406 0.7418 0.0012 0.2% 0.7375
Low 0.7405 0.7400 -0.0006 -0.1% 0.7337
Close 0.7405 0.7400 -0.0006 -0.1% 0.7358
Range 0.0001 0.0018 0.0017 1,700.0% 0.0038
ATR 0.0022 0.0022 0.0000 -1.4% 0.0000
Volume 7 8 1 14.3% 8
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7460 0.7448 0.7409
R3 0.7442 0.7430 0.7404
R2 0.7424 0.7424 0.7403
R1 0.7412 0.7412 0.7401 0.7409
PP 0.7406 0.7406 0.7406 0.7404
S1 0.7394 0.7394 0.7398 0.7391
S2 0.7388 0.7388 0.7396
S3 0.7370 0.7376 0.7395
S4 0.7352 0.7358 0.7390
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 0.7418 0.7337 0.0081 1.1% 0.0008 0.1% 78% True False 4
10 0.7438 0.7337 0.0102 1.4% 0.0015 0.2% 62% False False 4
20 0.7442 0.7337 0.0106 1.4% 0.0014 0.2% 60% False False 3
40 0.7626 0.7337 0.0290 3.9% 0.0012 0.2% 22% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7494
2.618 0.7465
1.618 0.7447
1.000 0.7436
0.618 0.7429
HIGH 0.7418
0.618 0.7411
0.500 0.7409
0.382 0.7406
LOW 0.7400
0.618 0.7388
1.000 0.7382
1.618 0.7370
2.618 0.7352
4.250 0.7323
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 0.7409 0.7403
PP 0.7406 0.7402
S1 0.7403 0.7401

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

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