CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 0.7319 0.7299 -0.0020 -0.3% 0.7448
High 0.7319 0.7322 0.0003 0.0% 0.7476
Low 0.7287 0.7280 -0.0007 -0.1% 0.7420
Close 0.7297 0.7315 0.0018 0.2% 0.7401
Range 0.0032 0.0042 0.0010 29.7% 0.0057
ATR 0.0024 0.0026 0.0001 5.0% 0.0000
Volume 23 29 6 26.1% 15
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7430 0.7414 0.7337
R3 0.7388 0.7372 0.7326
R2 0.7347 0.7347 0.7322
R1 0.7331 0.7331 0.7318 0.7339
PP 0.7305 0.7305 0.7305 0.7309
S1 0.7289 0.7289 0.7311 0.7297
S2 0.7264 0.7264 0.7307
S3 0.7222 0.7248 0.7303
S4 0.7181 0.7206 0.7292
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7602 0.7558 0.7432
R3 0.7545 0.7501 0.7416
R2 0.7489 0.7489 0.7411
R1 0.7445 0.7445 0.7406 0.7438
PP 0.7432 0.7432 0.7432 0.7429
S1 0.7388 0.7388 0.7395 0.7382
S2 0.7376 0.7376 0.7390
S3 0.7319 0.7332 0.7385
S4 0.7263 0.7275 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7280 0.0196 2.7% 0.0033 0.4% 18% False True 24
10 0.7476 0.7280 0.0196 2.7% 0.0019 0.3% 18% False True 13
20 0.7478 0.7280 0.0198 2.7% 0.0014 0.2% 17% False True 8
40 0.7484 0.7280 0.0204 2.8% 0.0014 0.2% 17% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7498
2.618 0.7430
1.618 0.7389
1.000 0.7363
0.618 0.7347
HIGH 0.7322
0.618 0.7306
0.500 0.7301
0.382 0.7296
LOW 0.7280
0.618 0.7254
1.000 0.7239
1.618 0.7213
2.618 0.7171
4.250 0.7104
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 0.7310 0.7312
PP 0.7305 0.7310
S1 0.7301 0.7308

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

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