CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 06-Feb-2024
Day Change Summary
Previous Current
05-Feb-2024 06-Feb-2024 Change Change % Previous Week
Open 0.7433 0.7413 -0.0021 -0.3% 0.7447
High 0.7436 0.7432 -0.0005 -0.1% 0.7492
Low 0.7396 0.7398 0.0002 0.0% 0.7433
Close 0.7400 0.7429 0.0029 0.4% 0.7441
Range 0.0040 0.0034 -0.0006 -15.0% 0.0059
ATR 0.0038 0.0037 0.0000 -0.7% 0.0000
Volume 694 990 296 42.7% 2,403
Daily Pivots for day following 06-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7521 0.7509 0.7447
R3 0.7487 0.7475 0.7438
R2 0.7453 0.7453 0.7435
R1 0.7441 0.7441 0.7432 0.7447
PP 0.7419 0.7419 0.7419 0.7422
S1 0.7407 0.7407 0.7425 0.7413
S2 0.7385 0.7385 0.7422
S3 0.7351 0.7373 0.7419
S4 0.7317 0.7339 0.7410
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7632 0.7595 0.7473
R3 0.7573 0.7536 0.7457
R2 0.7514 0.7514 0.7451
R1 0.7477 0.7477 0.7446 0.7466
PP 0.7455 0.7455 0.7455 0.7450
S1 0.7418 0.7418 0.7435 0.7407
S2 0.7396 0.7396 0.7430
S3 0.7337 0.7359 0.7424
S4 0.7278 0.7300 0.7408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7396 0.0096 1.3% 0.0045 0.6% 34% False False 672
10 0.7492 0.7396 0.0096 1.3% 0.0040 0.5% 34% False False 496
20 0.7509 0.7396 0.0113 1.5% 0.0037 0.5% 29% False False 400
40 0.7604 0.7367 0.0237 3.2% 0.0035 0.5% 26% False False 263
60 0.7604 0.7249 0.0355 4.8% 0.0030 0.4% 51% False False 195
80 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 54% False False 160
100 0.7604 0.7226 0.0378 5.1% 0.0026 0.4% 54% False False 131
120 0.7604 0.7226 0.0378 5.1% 0.0024 0.3% 54% False False 109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7521
1.618 0.7487
1.000 0.7466
0.618 0.7453
HIGH 0.7432
0.618 0.7419
0.500 0.7415
0.382 0.7410
LOW 0.7398
0.618 0.7376
1.000 0.7364
1.618 0.7342
2.618 0.7308
4.250 0.7253
Fisher Pivots for day following 06-Feb-2024
Pivot 1 day 3 day
R1 0.7424 0.7444
PP 0.7419 0.7439
S1 0.7415 0.7434

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

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