CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 0.7506 0.7547 0.0041 0.5% 0.7500
High 0.7547 0.7582 0.0035 0.5% 0.7582
Low 0.7506 0.7541 0.0036 0.5% 0.7478
Close 0.7542 0.7559 0.0017 0.2% 0.7559
Range 0.0042 0.0041 -0.0001 -2.4% 0.0104
ATR 0.0031 0.0032 0.0001 2.2% 0.0000
Volume 65 170 105 161.5% 441
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7682 0.7661 0.7581
R3 0.7641 0.7620 0.7570
R2 0.7601 0.7601 0.7566
R1 0.7580 0.7580 0.7562 0.7590
PP 0.7560 0.7560 0.7560 0.7566
S1 0.7539 0.7539 0.7555 0.7550
S2 0.7520 0.7520 0.7551
S3 0.7479 0.7499 0.7547
S4 0.7439 0.7458 0.7536
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7850 0.7808 0.7615
R3 0.7746 0.7704 0.7587
R2 0.7643 0.7643 0.7577
R1 0.7601 0.7601 0.7568 0.7622
PP 0.7539 0.7539 0.7539 0.7550
S1 0.7497 0.7497 0.7549 0.7518
S2 0.7436 0.7436 0.7540
S3 0.7332 0.7394 0.7530
S4 0.7229 0.7290 0.7502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7582 0.7478 0.0104 1.4% 0.0030 0.4% 78% True False 88
10 0.7582 0.7367 0.0215 2.8% 0.0032 0.4% 89% True False 121
20 0.7582 0.7354 0.0228 3.0% 0.0024 0.3% 90% True False 106
40 0.7582 0.7226 0.0356 4.7% 0.0024 0.3% 94% True False 81
60 0.7582 0.7226 0.0356 4.7% 0.0024 0.3% 94% True False 64
80 0.7582 0.7226 0.0356 4.7% 0.0021 0.3% 94% True False 49
100 0.7582 0.7226 0.0356 4.7% 0.0020 0.3% 94% True False 40
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7688
1.618 0.7647
1.000 0.7622
0.618 0.7607
HIGH 0.7582
0.618 0.7566
0.500 0.7561
0.382 0.7556
LOW 0.7541
0.618 0.7516
1.000 0.7501
1.618 0.7475
2.618 0.7435
4.250 0.7369
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 0.7561 0.7552
PP 0.7560 0.7546
S1 0.7559 0.7540

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

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