CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 0.7400 0.7430 0.0030 0.4% 0.7360
High 0.7418 0.7431 0.0013 0.2% 0.7375
Low 0.7400 0.7430 0.0031 0.4% 0.7337
Close 0.7400 0.7431 0.0031 0.4% 0.7358
Range 0.0018 0.0001 -0.0018 -97.2% 0.0038
ATR 0.0022 0.0023 0.0001 2.9% 0.0000
Volume 8 1 -7 -87.5% 8
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7432 0.7432 0.7431
R3 0.7431 0.7431 0.7431
R2 0.7431 0.7431 0.7431
R1 0.7431 0.7431 0.7431 0.7431
PP 0.7430 0.7430 0.7430 0.7430
S1 0.7430 0.7430 0.7430 0.7430
S2 0.7430 0.7430 0.7430
S3 0.7429 0.7430 0.7430
S4 0.7429 0.7429 0.7430
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 0.7431 0.7358 0.0073 1.0% 0.0008 0.1% 100% True False 4
10 0.7438 0.7337 0.0102 1.4% 0.0013 0.2% 93% False False 4
20 0.7438 0.7337 0.0102 1.4% 0.0012 0.2% 93% False False 3
40 0.7626 0.7337 0.0290 3.9% 0.0012 0.2% 32% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7432
1.618 0.7431
1.000 0.7431
0.618 0.7431
HIGH 0.7431
0.618 0.7430
0.500 0.7430
0.382 0.7430
LOW 0.7430
0.618 0.7430
1.000 0.7430
1.618 0.7429
2.618 0.7429
4.250 0.7428
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 0.7430 0.7425
PP 0.7430 0.7420
S1 0.7430 0.7415

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

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