CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 0.7495 0.7487 -0.0009 -0.1% 0.7503
High 0.7503 0.7508 0.0005 0.1% 0.7509
Low 0.7454 0.7471 0.0017 0.2% 0.7454
Close 0.7479 0.7474 -0.0006 -0.1% 0.7474
Range 0.0049 0.0037 -0.0012 -23.7% 0.0055
ATR 0.0034 0.0034 0.0000 0.6% 0.0000
Volume 159 443 284 178.6% 852
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7595 0.7571 0.7494
R3 0.7558 0.7534 0.7484
R2 0.7521 0.7521 0.7480
R1 0.7497 0.7497 0.7477 0.7491
PP 0.7484 0.7484 0.7484 0.7481
S1 0.7460 0.7460 0.7470 0.7454
S2 0.7447 0.7447 0.7467
S3 0.7410 0.7423 0.7463
S4 0.7373 0.7386 0.7453
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7644 0.7614 0.7504
R3 0.7589 0.7559 0.7489
R2 0.7534 0.7534 0.7484
R1 0.7504 0.7504 0.7479 0.7491
PP 0.7479 0.7479 0.7479 0.7473
S1 0.7449 0.7449 0.7468 0.7436
S2 0.7424 0.7424 0.7463
S3 0.7369 0.7394 0.7458
S4 0.7314 0.7339 0.7443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7509 0.7454 0.0055 0.7% 0.0034 0.5% 35% False False 170
10 0.7604 0.7454 0.0150 2.0% 0.0039 0.5% 13% False False 167
20 0.7604 0.7430 0.0174 2.3% 0.0035 0.5% 25% False False 148
40 0.7604 0.7286 0.0318 4.2% 0.0028 0.4% 59% False False 108
60 0.7604 0.7226 0.0378 5.1% 0.0026 0.4% 66% False False 92
80 0.7604 0.7226 0.0378 5.1% 0.0025 0.3% 66% False False 73
100 0.7604 0.7226 0.0378 5.1% 0.0022 0.3% 66% False False 59
120 0.7626 0.7226 0.0400 5.4% 0.0021 0.3% 62% False False 49
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7604
1.618 0.7567
1.000 0.7545
0.618 0.7530
HIGH 0.7508
0.618 0.7493
0.500 0.7489
0.382 0.7485
LOW 0.7471
0.618 0.7448
1.000 0.7434
1.618 0.7411
2.618 0.7374
4.250 0.7313
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 0.7489 0.7481
PP 0.7484 0.7478
S1 0.7479 0.7476

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

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