CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 08-Apr-2024
Day Change Summary
Previous Current
05-Apr-2024 08-Apr-2024 Change Change % Previous Week
Open 0.7393 0.7365 -0.0028 -0.4% 0.7395
High 0.7394 0.7378 -0.0017 -0.2% 0.7428
Low 0.7335 0.7352 0.0017 0.2% 0.7335
Close 0.7367 0.7374 0.0007 0.1% 0.7367
Range 0.0059 0.0026 -0.0033 -55.9% 0.0093
ATR 0.0037 0.0036 -0.0001 -2.1% 0.0000
Volume 157,357 65,935 -91,422 -58.1% 463,784
Daily Pivots for day following 08-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7446 0.7436 0.7388
R3 0.7420 0.7410 0.7381
R2 0.7394 0.7394 0.7378
R1 0.7384 0.7384 0.7376 0.7389
PP 0.7368 0.7368 0.7368 0.7370
S1 0.7358 0.7358 0.7371 0.7363
S2 0.7342 0.7342 0.7369
S3 0.7316 0.7332 0.7366
S4 0.7290 0.7306 0.7359
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7656 0.7604 0.7418
R3 0.7563 0.7511 0.7392
R2 0.7470 0.7470 0.7384
R1 0.7418 0.7418 0.7375 0.7397
PP 0.7377 0.7377 0.7377 0.7366
S1 0.7325 0.7325 0.7358 0.7304
S2 0.7284 0.7284 0.7349
S3 0.7191 0.7232 0.7341
S4 0.7098 0.7139 0.7315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7428 0.7335 0.0093 1.3% 0.0037 0.5% 41% False False 91,111
10 0.7428 0.7335 0.0093 1.3% 0.0034 0.5% 41% False False 81,250
20 0.7442 0.7335 0.0107 1.5% 0.0036 0.5% 36% False False 87,245
40 0.7464 0.7335 0.0129 1.7% 0.0035 0.5% 30% False False 44,615
60 0.7508 0.7335 0.0173 2.3% 0.0035 0.5% 22% False False 29,891
80 0.7604 0.7335 0.0269 3.6% 0.0035 0.5% 14% False False 22,449
100 0.7604 0.7268 0.0336 4.6% 0.0032 0.4% 32% False False 17,972
120 0.7604 0.7226 0.0378 5.1% 0.0030 0.4% 39% False False 14,986
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7446
1.618 0.7420
1.000 0.7404
0.618 0.7394
HIGH 0.7378
0.618 0.7368
0.500 0.7365
0.382 0.7361
LOW 0.7352
0.618 0.7335
1.000 0.7326
1.618 0.7309
2.618 0.7283
4.250 0.7241
Fisher Pivots for day following 08-Apr-2024
Pivot 1 day 3 day
R1 0.7371 0.7382
PP 0.7368 0.7379
S1 0.7365 0.7376

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

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