CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 0.7428 0.7439 0.0011 0.1% 0.7388
High 0.7437 0.7439 0.0002 0.0% 0.7437
Low 0.7412 0.7439 0.0027 0.4% 0.7388
Close 0.7426 0.7439 0.0013 0.2% 0.7426
Range 0.0026 0.0000 -0.0026 -100.0% 0.0049
ATR 0.0023 0.0022 -0.0001 -3.1% 0.0000
Volume 3 0 -3 -100.0% 26
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7439 0.7439 0.7439
R3 0.7439 0.7439 0.7439
R2 0.7439 0.7439 0.7439
R1 0.7439 0.7439 0.7439 0.7439
PP 0.7439 0.7439 0.7439 0.7439
S1 0.7439 0.7439 0.7439 0.7439
S2 0.7439 0.7439 0.7439
S3 0.7439 0.7439 0.7439
S4 0.7439 0.7439 0.7439
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 0.7439 0.7400 0.0039 0.5% 0.0009 0.1% 100% True False 3
10 0.7439 0.7337 0.0102 1.4% 0.0009 0.1% 100% True False 3
20 0.7439 0.7337 0.0102 1.4% 0.0012 0.2% 100% True False 3
40 0.7626 0.7337 0.0290 3.9% 0.0012 0.2% 35% False False 2
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7439
1.618 0.7439
1.000 0.7439
0.618 0.7439
HIGH 0.7439
0.618 0.7439
0.500 0.7439
0.382 0.7439
LOW 0.7439
0.618 0.7439
1.000 0.7439
1.618 0.7439
2.618 0.7439
4.250 0.7439
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 0.7439 0.7434
PP 0.7439 0.7430
S1 0.7439 0.7425

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

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