CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 18-Mar-2024
Day Change Summary
Previous Current
15-Mar-2024 18-Mar-2024 Change Change % Previous Week
Open 0.7400 0.7394 -0.0006 -0.1% 0.7427
High 0.7412 0.7406 -0.0006 -0.1% 0.7440
Low 0.7389 0.7390 0.0001 0.0% 0.7389
Close 0.7396 0.7400 0.0004 0.1% 0.7396
Range 0.0023 0.0016 -0.0007 -28.9% 0.0051
ATR 0.0033 0.0031 -0.0001 -3.6% 0.0000
Volume 128,117 68,453 -59,664 -46.6% 422,240
Daily Pivots for day following 18-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7446 0.7439 0.7408
R3 0.7430 0.7423 0.7404
R2 0.7414 0.7414 0.7402
R1 0.7407 0.7407 0.7401 0.7411
PP 0.7398 0.7398 0.7398 0.7400
S1 0.7391 0.7391 0.7398 0.7395
S2 0.7382 0.7382 0.7397
S3 0.7366 0.7375 0.7395
S4 0.7350 0.7359 0.7391
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7560 0.7528 0.7423
R3 0.7509 0.7478 0.7409
R2 0.7459 0.7459 0.7405
R1 0.7427 0.7427 0.7400 0.7418
PP 0.7408 0.7408 0.7408 0.7403
S1 0.7377 0.7377 0.7391 0.7367
S2 0.7358 0.7358 0.7386
S3 0.7307 0.7326 0.7382
S4 0.7257 0.7276 0.7368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7440 0.7389 0.0051 0.7% 0.0027 0.4% 21% False False 93,046
10 0.7462 0.7362 0.0101 1.4% 0.0032 0.4% 38% False False 51,300
20 0.7462 0.7362 0.0101 1.4% 0.0030 0.4% 38% False False 26,420
40 0.7492 0.7362 0.0131 1.8% 0.0033 0.4% 29% False False 13,426
60 0.7604 0.7362 0.0242 3.3% 0.0034 0.5% 16% False False 9,016
80 0.7604 0.7298 0.0306 4.1% 0.0031 0.4% 33% False False 6,785
100 0.7604 0.7226 0.0378 5.1% 0.0030 0.4% 46% False False 5,440
120 0.7604 0.7226 0.0378 5.1% 0.0029 0.4% 46% False False 4,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7447
1.618 0.7431
1.000 0.7422
0.618 0.7415
HIGH 0.7406
0.618 0.7399
0.500 0.7398
0.382 0.7396
LOW 0.7390
0.618 0.7380
1.000 0.7374
1.618 0.7364
2.618 0.7348
4.250 0.7322
Fisher Pivots for day following 18-Mar-2024
Pivot 1 day 3 day
R1 0.7399 0.7414
PP 0.7398 0.7409
S1 0.7398 0.7404

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

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