CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Feb-2024
Day Change Summary
Previous Current
09-Feb-2024 12-Feb-2024 Change Change % Previous Week
Open 0.7439 0.7442 0.0003 0.0% 0.7433
High 0.7464 0.7455 -0.0009 -0.1% 0.7464
Low 0.7429 0.7434 0.0005 0.1% 0.7396
Close 0.7440 0.7443 0.0004 0.0% 0.7440
Range 0.0035 0.0021 -0.0014 -39.1% 0.0068
ATR 0.0035 0.0034 -0.0001 -2.8% 0.0000
Volume 193 67 -126 -65.3% 2,873
Daily Pivots for day following 12-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7507 0.7496 0.7455
R3 0.7486 0.7475 0.7449
R2 0.7465 0.7465 0.7447
R1 0.7454 0.7454 0.7445 0.7460
PP 0.7444 0.7444 0.7444 0.7447
S1 0.7433 0.7433 0.7441 0.7439
S2 0.7423 0.7423 0.7439
S3 0.7402 0.7412 0.7437
S4 0.7381 0.7391 0.7431
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7636 0.7605 0.7477
R3 0.7568 0.7538 0.7458
R2 0.7501 0.7501 0.7452
R1 0.7470 0.7470 0.7446 0.7485
PP 0.7433 0.7433 0.7433 0.7441
S1 0.7403 0.7403 0.7433 0.7418
S2 0.7366 0.7366 0.7427
S3 0.7298 0.7335 0.7421
S4 0.7231 0.7268 0.7402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7398 0.0066 0.9% 0.0026 0.3% 69% False False 449
10 0.7492 0.7396 0.0096 1.3% 0.0035 0.5% 49% False False 508
20 0.7492 0.7396 0.0096 1.3% 0.0035 0.5% 49% False False 424
40 0.7604 0.7396 0.0208 2.8% 0.0035 0.5% 23% False False 286
60 0.7604 0.7286 0.0318 4.3% 0.0030 0.4% 49% False False 213
80 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 57% False False 175
100 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 57% False False 143
120 0.7604 0.7226 0.0378 5.1% 0.0024 0.3% 57% False False 120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7510
1.618 0.7489
1.000 0.7476
0.618 0.7468
HIGH 0.7455
0.618 0.7447
0.500 0.7445
0.382 0.7442
LOW 0.7434
0.618 0.7421
1.000 0.7413
1.618 0.7400
2.618 0.7379
4.250 0.7345
Fisher Pivots for day following 12-Feb-2024
Pivot 1 day 3 day
R1 0.7445 0.7445
PP 0.7444 0.7444
S1 0.7444 0.7444

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

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