CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 0.7398 0.7398 -0.0001 0.0% 0.7408
High 0.7398 0.7427 0.0029 0.4% 0.7410
Low 0.7367 0.7379 0.0012 0.2% 0.7371
Close 0.7376 0.7427 0.0051 0.7% 0.7383
Range 0.0031 0.0048 0.0017 53.2% 0.0039
ATR 0.0026 0.0028 0.0002 6.7% 0.0000
Volume 43 107 64 148.8% 543
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7553 0.7537 0.7453
R3 0.7506 0.7490 0.7440
R2 0.7458 0.7458 0.7435
R1 0.7442 0.7442 0.7431 0.7450
PP 0.7411 0.7411 0.7411 0.7415
S1 0.7395 0.7395 0.7422 0.7403
S2 0.7363 0.7363 0.7418
S3 0.7316 0.7347 0.7413
S4 0.7268 0.7300 0.7400
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 0.7427 0.7367 0.0060 0.8% 0.0023 0.3% 100% True False 74
10 0.7433 0.7367 0.0067 0.9% 0.0021 0.3% 90% False False 105
20 0.7433 0.7286 0.0147 2.0% 0.0022 0.3% 96% False False 68
40 0.7433 0.7226 0.0207 2.8% 0.0022 0.3% 97% False False 64
60 0.7478 0.7226 0.0252 3.4% 0.0021 0.3% 80% False False 48
80 0.7478 0.7226 0.0252 3.4% 0.0019 0.3% 80% False False 37
100 0.7626 0.7226 0.0400 5.4% 0.0018 0.2% 50% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7628
2.618 0.7551
1.618 0.7503
1.000 0.7474
0.618 0.7456
HIGH 0.7427
0.618 0.7408
0.500 0.7403
0.382 0.7397
LOW 0.7379
0.618 0.7350
1.000 0.7332
1.618 0.7302
2.618 0.7255
4.250 0.7177
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 0.7419 0.7417
PP 0.7411 0.7407
S1 0.7403 0.7397

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

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