CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 0.7260 0.7259 -0.0001 0.0% 0.7308
High 0.7265 0.7273 0.0009 0.1% 0.7335
Low 0.7255 0.7233 -0.0022 -0.3% 0.7233
Close 0.7265 0.7231 -0.0034 -0.5% 0.7231
Range 0.0010 0.0040 0.0030 300.0% 0.0102
ATR 0.0027 0.0028 0.0001 3.4% 0.0000
Volume 39 296 257 659.0% 570
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7366 0.7338 0.7253
R3 0.7326 0.7298 0.7242
R2 0.7286 0.7286 0.7238
R1 0.7258 0.7258 0.7235 0.7252
PP 0.7246 0.7246 0.7246 0.7243
S1 0.7218 0.7218 0.7227 0.7212
S2 0.7206 0.7206 0.7224
S3 0.7166 0.7178 0.7220
S4 0.7126 0.7138 0.7209
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7572 0.7504 0.7287
R3 0.7470 0.7402 0.7259
R2 0.7368 0.7368 0.7250
R1 0.7300 0.7300 0.7240 0.7283
PP 0.7266 0.7266 0.7266 0.7258
S1 0.7198 0.7198 0.7222 0.7181
S2 0.7164 0.7164 0.7212
S3 0.7062 0.7096 0.7203
S4 0.6960 0.6994 0.7175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7335 0.7233 0.0102 1.4% 0.0027 0.4% -2% False True 114
10 0.7367 0.7233 0.0134 1.8% 0.0023 0.3% -1% False True 64
20 0.7390 0.7233 0.0157 2.2% 0.0024 0.3% -1% False True 46
40 0.7478 0.7233 0.0245 3.4% 0.0018 0.3% -1% False True 25
60 0.7531 0.7233 0.0298 4.1% 0.0017 0.2% -1% False True 17
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 0.0003
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7443
2.618 0.7378
1.618 0.7338
1.000 0.7313
0.618 0.7298
HIGH 0.7273
0.618 0.7258
0.500 0.7253
0.382 0.7248
LOW 0.7233
0.618 0.7208
1.000 0.7193
1.618 0.7168
2.618 0.7128
4.250 0.7063
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 0.7253 0.7268
PP 0.7246 0.7256
S1 0.7238 0.7243

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

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