CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 06-Dec-2023
Day Change Summary
Previous Current
05-Dec-2023 06-Dec-2023 Change Change % Previous Week
Open 0.7395 0.7387 -0.0008 -0.1% 0.7357
High 0.7396 0.7400 0.0004 0.0% 0.7433
Low 0.7380 0.7382 0.0003 0.0% 0.7354
Close 0.7383 0.7382 -0.0001 0.0% 0.7433
Range 0.0017 0.0018 0.0001 6.1% 0.0079
ATR 0.0029 0.0028 -0.0001 -2.9% 0.0000
Volume 80 45 -35 -43.8% 359
Daily Pivots for day following 06-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7440 0.7429 0.7392
R3 0.7423 0.7411 0.7387
R2 0.7405 0.7405 0.7385
R1 0.7394 0.7394 0.7384 0.7391
PP 0.7388 0.7388 0.7388 0.7386
S1 0.7376 0.7376 0.7380 0.7373
S2 0.7370 0.7370 0.7379
S3 0.7353 0.7359 0.7377
S4 0.7335 0.7341 0.7372
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7644 0.7617 0.7476
R3 0.7565 0.7538 0.7455
R2 0.7486 0.7486 0.7447
R1 0.7459 0.7459 0.7440 0.7473
PP 0.7407 0.7407 0.7407 0.7413
S1 0.7380 0.7380 0.7426 0.7394
S2 0.7328 0.7328 0.7419
S3 0.7249 0.7301 0.7411
S4 0.7170 0.7222 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7433 0.7367 0.0067 0.9% 0.0020 0.3% 23% False False 136
10 0.7433 0.7298 0.0135 1.8% 0.0021 0.3% 62% False False 83
20 0.7433 0.7249 0.0185 2.5% 0.0021 0.3% 72% False False 57
40 0.7433 0.7226 0.0207 2.8% 0.0022 0.3% 75% False False 57
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 62% False False 42
80 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 62% False False 32
100 0.7626 0.7226 0.0400 5.4% 0.0017 0.2% 39% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7445
1.618 0.7428
1.000 0.7417
0.618 0.7410
HIGH 0.7400
0.618 0.7393
0.500 0.7391
0.382 0.7389
LOW 0.7382
0.618 0.7371
1.000 0.7365
1.618 0.7354
2.618 0.7336
4.250 0.7308
Fisher Pivots for day following 06-Dec-2023
Pivot 1 day 3 day
R1 0.7391 0.7395
PP 0.7388 0.7390
S1 0.7385 0.7386

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

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