CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 0.7387 0.7374 -0.0014 -0.2% 0.7357
High 0.7400 0.7381 -0.0019 -0.3% 0.7433
Low 0.7382 0.7371 -0.0011 -0.1% 0.7354
Close 0.7382 0.7378 -0.0004 -0.1% 0.7433
Range 0.0018 0.0010 -0.0008 -45.7% 0.0079
ATR 0.0028 0.0027 -0.0001 -4.4% 0.0000
Volume 45 46 1 2.2% 359
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7405 0.7401 0.7383
R3 0.7396 0.7392 0.7381
R2 0.7386 0.7386 0.7380
R1 0.7382 0.7382 0.7379 0.7384
PP 0.7377 0.7377 0.7377 0.7378
S1 0.7373 0.7373 0.7377 0.7375
S2 0.7367 0.7367 0.7376
S3 0.7358 0.7363 0.7375
S4 0.7348 0.7354 0.7373
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 0.7371 0.0062 0.8% 0.0015 0.2% 11% False True 135
10 0.7433 0.7325 0.0109 1.5% 0.0019 0.3% 49% False False 85
20 0.7433 0.7249 0.0185 2.5% 0.0021 0.3% 70% False False 59
40 0.7433 0.7226 0.0207 2.8% 0.0022 0.3% 73% False False 57
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 60% False False 43
80 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 60% False False 33
100 0.7626 0.7226 0.0400 5.4% 0.0017 0.2% 38% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7405
1.618 0.7396
1.000 0.7390
0.618 0.7386
HIGH 0.7381
0.618 0.7377
0.500 0.7376
0.382 0.7375
LOW 0.7371
0.618 0.7365
1.000 0.7362
1.618 0.7356
2.618 0.7346
4.250 0.7331
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 0.7377 0.7385
PP 0.7377 0.7383
S1 0.7376 0.7380

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

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