CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 0.7376 0.7382 0.0006 0.1% 0.7361
High 0.7376 0.7386 0.0010 0.1% 0.7361
Low 0.7376 0.7327 -0.0049 -0.7% 0.7280
Close 0.7376 0.7327 -0.0049 -0.7% 0.7346
Range 0.0000 0.0059 0.0059 0.0081
ATR 0.0025 0.0027 0.0002 9.7% 0.0000
Volume 45 22 -23 -51.1% 140
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7522 0.7483 0.7359
R3 0.7464 0.7425 0.7343
R2 0.7405 0.7405 0.7338
R1 0.7366 0.7366 0.7332 0.7356
PP 0.7347 0.7347 0.7347 0.7342
S1 0.7308 0.7308 0.7322 0.7298
S2 0.7288 0.7288 0.7316
S3 0.7230 0.7249 0.7311
S4 0.7171 0.7191 0.7295
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7540 0.7390
R3 0.7491 0.7459 0.7368
R2 0.7410 0.7410 0.7360
R1 0.7378 0.7378 0.7353 0.7353
PP 0.7329 0.7329 0.7329 0.7317
S1 0.7297 0.7297 0.7338 0.7272
S2 0.7248 0.7248 0.7331
S3 0.7167 0.7216 0.7323
S4 0.7086 0.7135 0.7301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7390 0.7308 0.0082 1.1% 0.0028 0.4% 23% False False 34
10 0.7476 0.7280 0.0196 2.7% 0.0030 0.4% 24% False False 29
20 0.7478 0.7280 0.0198 2.7% 0.0019 0.3% 24% False False 16
40 0.7478 0.7280 0.0198 2.7% 0.0016 0.2% 24% False False 9
60 0.7626 0.7280 0.0346 4.7% 0.0014 0.2% 14% False False 7
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 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7539
1.618 0.7480
1.000 0.7444
0.618 0.7422
HIGH 0.7386
0.618 0.7363
0.500 0.7356
0.382 0.7349
LOW 0.7327
0.618 0.7291
1.000 0.7269
1.618 0.7232
2.618 0.7174
4.250 0.7078
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 0.7356 0.7358
PP 0.7347 0.7348
S1 0.7337 0.7337

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

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