CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 0.7422 0.7426 0.0004 0.1% 0.7471
High 0.7429 0.7460 0.0032 0.4% 0.7483
Low 0.7409 0.7419 0.0010 0.1% 0.7399
Close 0.7418 0.7457 0.0039 0.5% 0.7457
Range 0.0020 0.0041 0.0022 110.3% 0.0084
ATR 0.0035 0.0035 0.0001 1.5% 0.0000
Volume 294 123 -171 -58.2% 1,574
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7568 0.7553 0.7479
R3 0.7527 0.7512 0.7468
R2 0.7486 0.7486 0.7464
R1 0.7471 0.7471 0.7460 0.7479
PP 0.7445 0.7445 0.7445 0.7449
S1 0.7430 0.7430 0.7453 0.7438
S2 0.7404 0.7404 0.7449
S3 0.7363 0.7389 0.7445
S4 0.7322 0.7348 0.7434
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7697 0.7660 0.7502
R3 0.7613 0.7577 0.7479
R2 0.7530 0.7530 0.7472
R1 0.7493 0.7493 0.7464 0.7470
PP 0.7446 0.7446 0.7446 0.7434
S1 0.7410 0.7410 0.7449 0.7386
S2 0.7363 0.7363 0.7441
S3 0.7279 0.7326 0.7434
S4 0.7196 0.7243 0.7411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7508 0.7399 0.0109 1.5% 0.0038 0.5% 53% False False 403
10 0.7540 0.7399 0.0141 1.9% 0.0038 0.5% 41% False False 255
20 0.7604 0.7399 0.0205 2.7% 0.0036 0.5% 28% False False 195
40 0.7604 0.7298 0.0306 4.1% 0.0030 0.4% 52% False False 144
60 0.7604 0.7226 0.0378 5.1% 0.0028 0.4% 61% False False 117
80 0.7604 0.7226 0.0378 5.1% 0.0026 0.4% 61% False False 92
100 0.7604 0.7226 0.0378 5.1% 0.0023 0.3% 61% False False 75
120 0.7626 0.7226 0.0400 5.4% 0.0022 0.3% 58% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7567
1.618 0.7526
1.000 0.7501
0.618 0.7485
HIGH 0.7460
0.618 0.7444
0.500 0.7440
0.382 0.7435
LOW 0.7419
0.618 0.7394
1.000 0.7378
1.618 0.7353
2.618 0.7312
4.250 0.7245
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 0.7451 0.7448
PP 0.7445 0.7439
S1 0.7440 0.7430

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

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