CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 0.7592 0.7558 -0.0034 -0.4% 0.7561
High 0.7599 0.7604 0.0005 0.1% 0.7604
Low 0.7574 0.7554 -0.0020 -0.3% 0.7554
Close 0.7575 0.7570 -0.0005 -0.1% 0.7570
Range 0.0026 0.0050 0.0024 94.1% 0.0050
ATR 0.0031 0.0032 0.0001 4.4% 0.0000
Volume 74 94 20 27.0% 391
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7724 0.7696 0.7597
R3 0.7675 0.7647 0.7583
R2 0.7625 0.7625 0.7579
R1 0.7597 0.7597 0.7574 0.7611
PP 0.7576 0.7576 0.7576 0.7583
S1 0.7548 0.7548 0.7565 0.7562
S2 0.7526 0.7526 0.7560
S3 0.7477 0.7498 0.7556
S4 0.7427 0.7449 0.7542
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7724 0.7696 0.7597
R3 0.7675 0.7647 0.7583
R2 0.7625 0.7625 0.7579
R1 0.7597 0.7597 0.7574 0.7611
PP 0.7576 0.7576 0.7576 0.7583
S1 0.7548 0.7548 0.7565 0.7562
S2 0.7526 0.7526 0.7560
S3 0.7477 0.7498 0.7556
S4 0.7427 0.7449 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7604 0.7541 0.0063 0.8% 0.0034 0.4% 46% True False 112
10 0.7604 0.7475 0.0129 1.7% 0.0031 0.4% 74% True False 99
20 0.7604 0.7367 0.0237 3.1% 0.0027 0.4% 86% True False 119
40 0.7604 0.7248 0.0356 4.7% 0.0025 0.3% 90% True False 77
60 0.7604 0.7226 0.0378 5.0% 0.0025 0.3% 91% True False 69
80 0.7604 0.7226 0.0378 5.0% 0.0021 0.3% 91% True False 54
100 0.7604 0.7226 0.0378 5.0% 0.0020 0.3% 91% True False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7733
1.618 0.7684
1.000 0.7653
0.618 0.7634
HIGH 0.7604
0.618 0.7585
0.500 0.7579
0.382 0.7573
LOW 0.7554
0.618 0.7523
1.000 0.7505
1.618 0.7474
2.618 0.7424
4.250 0.7344
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 0.7579 0.7579
PP 0.7576 0.7576
S1 0.7573 0.7573

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

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