CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 0.7411 0.7430 0.0020 0.3% 0.7457
High 0.7436 0.7467 0.0031 0.4% 0.7467
Low 0.7407 0.7429 0.0022 0.3% 0.7406
Close 0.7431 0.7448 0.0017 0.2% 0.7448
Range 0.0029 0.0038 0.0009 29.3% 0.0061
ATR 0.0035 0.0035 0.0000 0.6% 0.0000
Volume 282 344 62 22.0% 1,573
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7560 0.7541 0.7468
R3 0.7523 0.7504 0.7458
R2 0.7485 0.7485 0.7454
R1 0.7466 0.7466 0.7451 0.7476
PP 0.7448 0.7448 0.7448 0.7452
S1 0.7429 0.7429 0.7444 0.7438
S2 0.7410 0.7410 0.7441
S3 0.7373 0.7391 0.7437
S4 0.7335 0.7354 0.7427
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7622 0.7595 0.7481
R3 0.7561 0.7535 0.7464
R2 0.7501 0.7501 0.7459
R1 0.7474 0.7474 0.7453 0.7457
PP 0.7440 0.7440 0.7440 0.7432
S1 0.7414 0.7414 0.7442 0.7397
S2 0.7380 0.7380 0.7436
S3 0.7319 0.7353 0.7431
S4 0.7259 0.7293 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7467 0.7406 0.0061 0.8% 0.0034 0.5% 69% True False 314
10 0.7508 0.7399 0.0109 1.5% 0.0036 0.5% 45% False False 359
20 0.7604 0.7399 0.0205 2.7% 0.0037 0.5% 24% False False 244
40 0.7604 0.7367 0.0237 3.2% 0.0031 0.4% 34% False False 179
60 0.7604 0.7226 0.0378 5.1% 0.0028 0.4% 59% False False 134
80 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 59% False False 112
100 0.7604 0.7226 0.0378 5.1% 0.0024 0.3% 59% False False 90
120 0.7604 0.7226 0.0378 5.1% 0.0022 0.3% 59% False False 76
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7626
2.618 0.7565
1.618 0.7527
1.000 0.7504
0.618 0.7490
HIGH 0.7467
0.618 0.7452
0.500 0.7448
0.382 0.7443
LOW 0.7429
0.618 0.7406
1.000 0.7392
1.618 0.7368
2.618 0.7331
4.250 0.7270
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 0.7448 0.7444
PP 0.7448 0.7440
S1 0.7448 0.7436

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

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