CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 0.7430 0.7428 -0.0003 0.0% 0.7388
High 0.7431 0.7437 0.0007 0.1% 0.7437
Low 0.7430 0.7412 -0.0019 -0.2% 0.7388
Close 0.7431 0.7426 -0.0005 -0.1% 0.7426
Range 0.0001 0.0026 0.0025 5,000.0% 0.0049
ATR 0.0023 0.0023 0.0000 0.9% 0.0000
Volume 1 3 2 200.0% 26
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7501 0.7489 0.7440
R3 0.7476 0.7463 0.7433
R2 0.7450 0.7450 0.7430
R1 0.7438 0.7438 0.7428 0.7431
PP 0.7425 0.7425 0.7425 0.7421
S1 0.7412 0.7412 0.7423 0.7406
S2 0.7399 0.7399 0.7421
S3 0.7374 0.7387 0.7418
S4 0.7348 0.7361 0.7411
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7564 0.7544 0.7452
R3 0.7515 0.7495 0.7439
R2 0.7466 0.7466 0.7434
R1 0.7446 0.7446 0.7430 0.7456
PP 0.7417 0.7417 0.7417 0.7422
S1 0.7397 0.7397 0.7421 0.7407
S2 0.7368 0.7368 0.7417
S3 0.7319 0.7348 0.7412
S4 0.7270 0.7299 0.7399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7437 0.7388 0.0049 0.7% 0.0010 0.1% 77% True False 5
10 0.7438 0.7337 0.0102 1.4% 0.0015 0.2% 88% False False 4
20 0.7438 0.7337 0.0102 1.4% 0.0014 0.2% 88% False False 3
40 0.7626 0.7337 0.0290 3.9% 0.0013 0.2% 31% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7504
1.618 0.7478
1.000 0.7463
0.618 0.7453
HIGH 0.7437
0.618 0.7427
0.500 0.7424
0.382 0.7421
LOW 0.7412
0.618 0.7396
1.000 0.7386
1.618 0.7370
2.618 0.7345
4.250 0.7303
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 0.7425 0.7423
PP 0.7425 0.7421
S1 0.7424 0.7418

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

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