CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 14-Feb-2024
Day Change Summary
Previous Current
13-Feb-2024 14-Feb-2024 Change Change % Previous Week
Open 0.7443 0.7383 -0.0060 -0.8% 0.7433
High 0.7451 0.7401 -0.0051 -0.7% 0.7464
Low 0.7373 0.7382 0.0010 0.1% 0.7396
Close 0.7373 0.7394 0.0022 0.3% 0.7440
Range 0.0079 0.0019 -0.0060 -76.4% 0.0068
ATR 0.0037 0.0036 -0.0001 -1.7% 0.0000
Volume 626 420 -206 -32.9% 2,873
Daily Pivots for day following 14-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7448 0.7439 0.7404
R3 0.7429 0.7421 0.7399
R2 0.7411 0.7411 0.7397
R1 0.7402 0.7402 0.7396 0.7407
PP 0.7392 0.7392 0.7392 0.7394
S1 0.7384 0.7384 0.7392 0.7388
S2 0.7374 0.7374 0.7391
S3 0.7355 0.7365 0.7389
S4 0.7337 0.7347 0.7384
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 0.7373 0.0091 1.2% 0.0035 0.5% 24% False False 331
10 0.7492 0.7373 0.0120 1.6% 0.0037 0.5% 18% False False 525
20 0.7492 0.7373 0.0120 1.6% 0.0035 0.5% 18% False False 418
40 0.7604 0.7373 0.0231 3.1% 0.0035 0.5% 9% False False 298
60 0.7604 0.7286 0.0318 4.3% 0.0031 0.4% 34% False False 229
80 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 45% False False 187
100 0.7604 0.7226 0.0378 5.1% 0.0027 0.4% 45% False False 153
120 0.7604 0.7226 0.0378 5.1% 0.0025 0.3% 45% False False 129
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7449
1.618 0.7430
1.000 0.7419
0.618 0.7412
HIGH 0.7401
0.618 0.7393
0.500 0.7391
0.382 0.7389
LOW 0.7382
0.618 0.7371
1.000 0.7364
1.618 0.7352
2.618 0.7334
4.250 0.7303
Fisher Pivots for day following 14-Feb-2024
Pivot 1 day 3 day
R1 0.7393 0.7414
PP 0.7392 0.7407
S1 0.7391 0.7401

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

View Archives - Comment on this page... - Back to Index of Symbols