CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 0.7423 0.7417 -0.0007 -0.1% 0.7429
High 0.7440 0.7419 -0.0021 -0.3% 0.7452
Low 0.7411 0.7405 -0.0006 -0.1% 0.7400
Close 0.7420 0.7412 -0.0008 -0.1% 0.7420
Range 0.0030 0.0015 -0.0015 -50.8% 0.0052
ATR 0.0034 0.0033 -0.0001 -4.0% 0.0000
Volume 1,342 1,898 556 41.4% 4,462
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7455 0.7448 0.7420
R3 0.7441 0.7434 0.7416
R2 0.7426 0.7426 0.7415
R1 0.7419 0.7419 0.7413 0.7416
PP 0.7412 0.7412 0.7412 0.7410
S1 0.7405 0.7405 0.7411 0.7401
S2 0.7397 0.7397 0.7409
S3 0.7383 0.7390 0.7408
S4 0.7368 0.7376 0.7404
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7578 0.7550 0.7448
R3 0.7527 0.7499 0.7434
R2 0.7475 0.7475 0.7429
R1 0.7447 0.7447 0.7424 0.7436
PP 0.7424 0.7424 0.7424 0.7418
S1 0.7396 0.7396 0.7415 0.7384
S2 0.7372 0.7372 0.7410
S3 0.7321 0.7344 0.7405
S4 0.7269 0.7293 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7452 0.7400 0.0052 0.7% 0.0027 0.4% 23% False False 1,272
10 0.7455 0.7373 0.0083 1.1% 0.0032 0.4% 48% False False 818
20 0.7492 0.7373 0.0120 1.6% 0.0034 0.5% 33% False False 672
40 0.7604 0.7373 0.0231 3.1% 0.0035 0.5% 17% False False 458
60 0.7604 0.7367 0.0237 3.2% 0.0032 0.4% 19% False False 343
80 0.7604 0.7226 0.0378 5.1% 0.0030 0.4% 49% False False 268
100 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 49% False False 224
120 0.7604 0.7226 0.0378 5.1% 0.0026 0.3% 49% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7457
1.618 0.7442
1.000 0.7434
0.618 0.7428
HIGH 0.7419
0.618 0.7413
0.500 0.7412
0.382 0.7410
LOW 0.7405
0.618 0.7396
1.000 0.7390
1.618 0.7381
2.618 0.7367
4.250 0.7343
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 0.7412 0.7428
PP 0.7412 0.7423
S1 0.7412 0.7417

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

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