CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-Jan-2024
Day Change Summary
Previous Current
05-Jan-2024 08-Jan-2024 Change Change % Previous Week
Open 0.7500 0.7503 0.0003 0.0% 0.7559
High 0.7540 0.7508 -0.0032 -0.4% 0.7572
Low 0.7479 0.7479 0.0000 0.0% 0.7479
Close 0.7498 0.7505 0.0007 0.1% 0.7498
Range 0.0062 0.0030 -0.0032 -52.0% 0.0094
ATR 0.0035 0.0034 0.0000 -1.1% 0.0000
Volume 132 70 -62 -47.0% 726
Daily Pivots for day following 08-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7586 0.7575 0.7521
R3 0.7556 0.7545 0.7513
R2 0.7527 0.7527 0.7510
R1 0.7516 0.7516 0.7508 0.7521
PP 0.7497 0.7497 0.7497 0.7500
S1 0.7486 0.7486 0.7502 0.7492
S2 0.7468 0.7468 0.7500
S3 0.7438 0.7457 0.7497
S4 0.7409 0.7427 0.7489
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7797 0.7741 0.7549
R3 0.7703 0.7647 0.7524
R2 0.7610 0.7610 0.7515
R1 0.7554 0.7554 0.7507 0.7535
PP 0.7516 0.7516 0.7516 0.7507
S1 0.7460 0.7460 0.7489 0.7442
S2 0.7423 0.7423 0.7481
S3 0.7329 0.7367 0.7472
S4 0.7236 0.7273 0.7447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7572 0.7479 0.0094 1.2% 0.0040 0.5% 28% False True 159
10 0.7604 0.7479 0.0125 1.7% 0.0037 0.5% 21% False True 135
20 0.7604 0.7367 0.0237 3.2% 0.0033 0.4% 58% False False 125
40 0.7604 0.7249 0.0355 4.7% 0.0027 0.4% 72% False False 92
60 0.7604 0.7226 0.0378 5.0% 0.0026 0.3% 74% False False 79
80 0.7604 0.7226 0.0378 5.0% 0.0023 0.3% 74% False False 63
100 0.7604 0.7226 0.0378 5.0% 0.0022 0.3% 74% False False 51
120 0.7626 0.7226 0.0400 5.3% 0.0020 0.3% 70% False False 43
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7633
2.618 0.7585
1.618 0.7556
1.000 0.7538
0.618 0.7526
HIGH 0.7508
0.618 0.7497
0.500 0.7493
0.382 0.7490
LOW 0.7479
0.618 0.7460
1.000 0.7449
1.618 0.7431
2.618 0.7401
4.250 0.7353
Fisher Pivots for day following 08-Jan-2024
Pivot 1 day 3 day
R1 0.7501 0.7509
PP 0.7497 0.7508
S1 0.7493 0.7506

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

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