CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 0.7381 0.7395 0.0014 0.2% 0.7408
High 0.7395 0.7395 0.0001 0.0% 0.7410
Low 0.7373 0.7390 0.0017 0.2% 0.7371
Close 0.7383 0.7390 0.0007 0.1% 0.7383
Range 0.0022 0.0005 -0.0017 -76.7% 0.0039
ATR 0.0027 0.0026 -0.0001 -3.9% 0.0000
Volume 110 68 -42 -38.2% 543
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7407 0.7403 0.7393
R3 0.7402 0.7398 0.7391
R2 0.7397 0.7397 0.7391
R1 0.7393 0.7393 0.7390 0.7393
PP 0.7392 0.7392 0.7392 0.7391
S1 0.7388 0.7388 0.7390 0.7388
S2 0.7387 0.7387 0.7389
S3 0.7382 0.7383 0.7389
S4 0.7377 0.7378 0.7387
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7503 0.7482 0.7404
R3 0.7465 0.7443 0.7394
R2 0.7426 0.7426 0.7390
R1 0.7405 0.7405 0.7387 0.7396
PP 0.7388 0.7388 0.7388 0.7384
S1 0.7366 0.7366 0.7379 0.7358
S2 0.7349 0.7349 0.7376
S3 0.7311 0.7328 0.7372
S4 0.7272 0.7289 0.7362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7400 0.7371 0.0029 0.4% 0.0014 0.2% 67% False False 69
10 0.7433 0.7367 0.0067 0.9% 0.0016 0.2% 35% False False 94
20 0.7433 0.7268 0.0166 2.2% 0.0020 0.3% 74% False False 65
40 0.7433 0.7226 0.0207 2.8% 0.0021 0.3% 79% False False 60
60 0.7478 0.7226 0.0252 3.4% 0.0020 0.3% 65% False False 45
80 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 65% False False 35
100 0.7626 0.7226 0.0400 5.4% 0.0017 0.2% 41% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7416
2.618 0.7408
1.618 0.7403
1.000 0.7400
0.618 0.7398
HIGH 0.7395
0.618 0.7393
0.500 0.7393
0.382 0.7392
LOW 0.7390
0.618 0.7387
1.000 0.7385
1.618 0.7382
2.618 0.7377
4.250 0.7369
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 0.7393 0.7388
PP 0.7392 0.7385
S1 0.7391 0.7383

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

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