CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 0.7429 0.7407 -0.0022 -0.3% 0.7442
High 0.7436 0.7420 -0.0016 -0.2% 0.7455
Low 0.7404 0.7400 -0.0004 0.0% 0.7373
Close 0.7407 0.7418 0.0011 0.1% 0.7424
Range 0.0032 0.0020 -0.0012 -37.5% 0.0083
ATR 0.0036 0.0035 -0.0001 -3.1% 0.0000
Volume 1,639 268 -1,371 -83.6% 1,821
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7473 0.7465 0.7429
R3 0.7453 0.7445 0.7424
R2 0.7433 0.7433 0.7422
R1 0.7425 0.7425 0.7420 0.7429
PP 0.7413 0.7413 0.7413 0.7415
S1 0.7405 0.7405 0.7416 0.7409
S2 0.7393 0.7393 0.7414
S3 0.7373 0.7385 0.7413
S4 0.7353 0.7365 0.7407
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7665 0.7627 0.7469
R3 0.7582 0.7544 0.7447
R2 0.7500 0.7500 0.7439
R1 0.7462 0.7462 0.7432 0.7440
PP 0.7417 0.7417 0.7417 0.7406
S1 0.7379 0.7379 0.7416 0.7357
S2 0.7335 0.7335 0.7409
S3 0.7252 0.7297 0.7401
S4 0.7170 0.7214 0.7379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7440 0.7382 0.0058 0.8% 0.0028 0.4% 62% False False 607
10 0.7464 0.7373 0.0091 1.2% 0.0031 0.4% 50% False False 491
20 0.7492 0.7373 0.0120 1.6% 0.0035 0.5% 38% False False 494
40 0.7604 0.7373 0.0231 3.1% 0.0035 0.5% 20% False False 357
60 0.7604 0.7325 0.0279 3.8% 0.0032 0.4% 34% False False 271
80 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 51% False False 217
100 0.7604 0.7226 0.0378 5.1% 0.0028 0.4% 51% False False 180
120 0.7604 0.7226 0.0378 5.1% 0.0026 0.3% 51% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7505
2.618 0.7472
1.618 0.7452
1.000 0.7440
0.618 0.7432
HIGH 0.7420
0.618 0.7412
0.500 0.7410
0.382 0.7408
LOW 0.7400
0.618 0.7388
1.000 0.7380
1.618 0.7368
2.618 0.7348
4.250 0.7315
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 0.7415 0.7420
PP 0.7413 0.7419
S1 0.7410 0.7419

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

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