CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 0.7547 0.7561 0.0014 0.2% 0.7500
High 0.7582 0.7595 0.0014 0.2% 0.7582
Low 0.7541 0.7561 0.0020 0.3% 0.7478
Close 0.7559 0.7593 0.0034 0.4% 0.7559
Range 0.0041 0.0035 -0.0006 -14.8% 0.0104
ATR 0.0032 0.0032 0.0000 1.1% 0.0000
Volume 170 107 -63 -37.1% 441
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7686 0.7674 0.7611
R3 0.7652 0.7639 0.7602
R2 0.7617 0.7617 0.7599
R1 0.7605 0.7605 0.7596 0.7611
PP 0.7583 0.7583 0.7583 0.7586
S1 0.7570 0.7570 0.7589 0.7577
S2 0.7548 0.7548 0.7586
S3 0.7514 0.7536 0.7583
S4 0.7479 0.7501 0.7574
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 0.7595 0.7498 0.0097 1.3% 0.0031 0.4% 97% True False 105
10 0.7595 0.7367 0.0228 3.0% 0.0035 0.5% 99% True False 125
20 0.7595 0.7367 0.0229 3.0% 0.0026 0.3% 99% True False 110
40 0.7595 0.7226 0.0369 4.9% 0.0024 0.3% 99% True False 76
60 0.7595 0.7226 0.0369 4.9% 0.0024 0.3% 99% True False 66
80 0.7595 0.7226 0.0369 4.9% 0.0021 0.3% 99% True False 50
100 0.7595 0.7226 0.0369 4.9% 0.0020 0.3% 99% True False 41
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7742
2.618 0.7685
1.618 0.7651
1.000 0.7630
0.618 0.7616
HIGH 0.7595
0.618 0.7582
0.500 0.7578
0.382 0.7574
LOW 0.7561
0.618 0.7539
1.000 0.7526
1.618 0.7505
2.618 0.7470
4.250 0.7414
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 0.7588 0.7578
PP 0.7583 0.7564
S1 0.7578 0.7550

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

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