CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 0.7561 0.7588 0.0028 0.4% 0.7500
High 0.7595 0.7602 0.0007 0.1% 0.7582
Low 0.7561 0.7584 0.0024 0.3% 0.7478
Close 0.7593 0.7586 -0.0007 -0.1% 0.7559
Range 0.0035 0.0018 -0.0017 -47.8% 0.0104
ATR 0.0032 0.0031 -0.0001 -3.1% 0.0000
Volume 107 116 9 8.4% 441
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7645 0.7633 0.7595
R3 0.7627 0.7615 0.7590
R2 0.7609 0.7609 0.7589
R1 0.7597 0.7597 0.7587 0.7594
PP 0.7591 0.7591 0.7591 0.7589
S1 0.7579 0.7579 0.7584 0.7576
S2 0.7573 0.7573 0.7582
S3 0.7555 0.7561 0.7581
S4 0.7537 0.7543 0.7576
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 0.7602 0.7498 0.0104 1.4% 0.0033 0.4% 84% True False 116
10 0.7602 0.7379 0.0223 2.9% 0.0034 0.4% 93% True False 133
20 0.7602 0.7367 0.0236 3.1% 0.0026 0.3% 93% True False 114
40 0.7602 0.7226 0.0376 5.0% 0.0024 0.3% 96% True False 79
60 0.7602 0.7226 0.0376 5.0% 0.0024 0.3% 96% True False 67
80 0.7602 0.7226 0.0376 5.0% 0.0021 0.3% 96% True False 52
100 0.7602 0.7226 0.0376 5.0% 0.0020 0.3% 96% True False 42
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7649
1.618 0.7631
1.000 0.7620
0.618 0.7613
HIGH 0.7602
0.618 0.7595
0.500 0.7593
0.382 0.7591
LOW 0.7584
0.618 0.7573
1.000 0.7566
1.618 0.7555
2.618 0.7537
4.250 0.7508
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 0.7593 0.7581
PP 0.7591 0.7576
S1 0.7588 0.7572

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

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