CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 0.7311 0.7268 -0.0043 -0.6% 0.7365
High 0.7316 0.7293 -0.0023 -0.3% 0.7390
Low 0.7260 0.7257 -0.0003 0.0% 0.7260
Close 0.7262 0.7258 -0.0004 0.0% 0.7262
Range 0.0056 0.0037 -0.0020 -34.8% 0.0131
ATR 0.0040 0.0039 0.0000 -0.6% 0.0000
Volume 98,258 98,137 -121 -0.1% 546,927
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7379 0.7355 0.7278
R3 0.7342 0.7318 0.7268
R2 0.7306 0.7306 0.7265
R1 0.7282 0.7282 0.7261 0.7276
PP 0.7269 0.7269 0.7269 0.7266
S1 0.7245 0.7245 0.7255 0.7239
S2 0.7233 0.7233 0.7251
S3 0.7196 0.7209 0.7248
S4 0.7160 0.7172 0.7238
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7695 0.7609 0.7333
R3 0.7565 0.7478 0.7297
R2 0.7434 0.7434 0.7285
R1 0.7348 0.7348 0.7273 0.7326
PP 0.7304 0.7304 0.7304 0.7293
S1 0.7217 0.7217 0.7250 0.7195
S2 0.7173 0.7173 0.7238
S3 0.7043 0.7087 0.7226
S4 0.6912 0.6956 0.7190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7390 0.7257 0.0134 1.8% 0.0047 0.6% 1% False True 115,825
10 0.7428 0.7257 0.0172 2.4% 0.0042 0.6% 1% False True 103,468
20 0.7442 0.7257 0.0186 2.6% 0.0040 0.6% 1% False True 95,090
40 0.7462 0.7257 0.0206 2.8% 0.0036 0.5% 1% False True 59,049
60 0.7492 0.7257 0.0236 3.2% 0.0036 0.5% 1% False True 39,509
80 0.7604 0.7257 0.0347 4.8% 0.0035 0.5% 0% False True 29,679
100 0.7604 0.7257 0.0347 4.8% 0.0033 0.5% 0% False True 23,762
120 0.7604 0.7226 0.0378 5.2% 0.0032 0.4% 8% False False 19,812
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7448
2.618 0.7389
1.618 0.7352
1.000 0.7330
0.618 0.7316
HIGH 0.7293
0.618 0.7279
0.500 0.7275
0.382 0.7270
LOW 0.7257
0.618 0.7234
1.000 0.7220
1.618 0.7197
2.618 0.7161
4.250 0.7101
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 0.7275 0.7292
PP 0.7269 0.7280
S1 0.7264 0.7269

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

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