CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 0.7305 0.7332 0.0027 0.4% 0.7351
High 0.7317 0.7338 0.0021 0.3% 0.7367
Low 0.7305 0.7307 0.0002 0.0% 0.7305
Close 0.7313 0.7323 0.0010 0.1% 0.7323
Range 0.0012 0.0032 0.0020 162.5% 0.0062
ATR 0.0026 0.0027 0.0000 1.4% 0.0000
Volume 24 14 -10 -41.7% 73
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7417 0.7401 0.7340
R3 0.7385 0.7370 0.7331
R2 0.7354 0.7354 0.7328
R1 0.7338 0.7338 0.7325 0.7330
PP 0.7322 0.7322 0.7322 0.7318
S1 0.7307 0.7307 0.7320 0.7299
S2 0.7291 0.7291 0.7317
S3 0.7259 0.7275 0.7314
S4 0.7228 0.7244 0.7305
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7516 0.7481 0.7356
R3 0.7454 0.7419 0.7339
R2 0.7393 0.7393 0.7334
R1 0.7358 0.7358 0.7328 0.7345
PP 0.7331 0.7331 0.7331 0.7325
S1 0.7296 0.7296 0.7317 0.7283
S2 0.7270 0.7270 0.7311
S3 0.7208 0.7235 0.7306
S4 0.7147 0.7173 0.7289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7305 0.0062 0.8% 0.0020 0.3% 28% False False 14
10 0.7390 0.7305 0.0085 1.2% 0.0020 0.3% 21% False False 22
20 0.7476 0.7280 0.0196 2.7% 0.0021 0.3% 22% False False 18
40 0.7478 0.7280 0.0198 2.7% 0.0017 0.2% 21% False False 11
60 0.7626 0.7280 0.0346 4.7% 0.0015 0.2% 12% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7420
1.618 0.7389
1.000 0.7370
0.618 0.7357
HIGH 0.7338
0.618 0.7326
0.500 0.7322
0.382 0.7319
LOW 0.7307
0.618 0.7287
1.000 0.7275
1.618 0.7256
2.618 0.7224
4.250 0.7173
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 0.7322 0.7322
PP 0.7322 0.7322
S1 0.7322 0.7322

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

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