CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 0.7427 0.7428 0.0001 0.0% 0.7389
High 0.7435 0.7437 0.0002 0.0% 0.7462
Low 0.7413 0.7404 -0.0009 -0.1% 0.7362
Close 0.7426 0.7420 -0.0006 -0.1% 0.7427
Range 0.0022 0.0033 0.0011 47.7% 0.0101
ATR 0.0034 0.0033 0.0000 -0.2% 0.0000
Volume 25,463 49,747 24,284 95.4% 24,132
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7518 0.7501 0.7438
R3 0.7485 0.7469 0.7429
R2 0.7453 0.7453 0.7426
R1 0.7436 0.7436 0.7423 0.7428
PP 0.7420 0.7420 0.7420 0.7416
S1 0.7404 0.7404 0.7417 0.7396
S2 0.7388 0.7388 0.7414
S3 0.7355 0.7371 0.7411
S4 0.7323 0.7339 0.7402
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7718 0.7673 0.7482
R3 0.7618 0.7573 0.7455
R2 0.7517 0.7517 0.7445
R1 0.7472 0.7472 0.7436 0.7495
PP 0.7417 0.7417 0.7417 0.7428
S1 0.7372 0.7372 0.7418 0.7394
S2 0.7316 0.7316 0.7409
S3 0.7216 0.7271 0.7399
S4 0.7115 0.7171 0.7372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7462 0.7365 0.0098 1.3% 0.0038 0.5% 57% False False 18,927
10 0.7462 0.7362 0.0101 1.4% 0.0034 0.5% 58% False False 10,462
20 0.7462 0.7362 0.0101 1.4% 0.0033 0.5% 58% False False 5,733
40 0.7492 0.7362 0.0131 1.8% 0.0034 0.5% 45% False False 3,079
60 0.7604 0.7362 0.0242 3.3% 0.0034 0.5% 24% False False 2,102
80 0.7604 0.7286 0.0318 4.3% 0.0031 0.4% 42% False False 1,593
100 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 51% False False 1,286
120 0.7604 0.7226 0.0378 5.1% 0.0028 0.4% 51% False False 1,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7575
2.618 0.7522
1.618 0.7489
1.000 0.7469
0.618 0.7457
HIGH 0.7437
0.618 0.7424
0.500 0.7420
0.382 0.7416
LOW 0.7404
0.618 0.7384
1.000 0.7372
1.618 0.7351
2.618 0.7319
4.250 0.7266
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 0.7420 0.7433
PP 0.7420 0.7429
S1 0.7420 0.7424

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

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