CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 0.7343 0.7333 -0.0011 -0.1% 0.7320
High 0.7348 0.7344 -0.0005 -0.1% 0.7363
Low 0.7315 0.7304 -0.0012 -0.2% 0.7308
Close 0.7328 0.7305 -0.0023 -0.3% 0.7352
Range 0.0033 0.0040 0.0007 21.2% 0.0056
ATR 0.0033 0.0034 0.0000 1.4% 0.0000
Volume 120,903 105,156 -15,747 -13.0% 410,475
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 0.7437 0.7411 0.7327
R3 0.7397 0.7371 0.7316
R2 0.7357 0.7357 0.7312
R1 0.7331 0.7331 0.7309 0.7324
PP 0.7317 0.7317 0.7317 0.7314
S1 0.7291 0.7291 0.7301 0.7284
S2 0.7277 0.7277 0.7298
S3 0.7237 0.7251 0.7294
S4 0.7197 0.7211 0.7283
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7507 0.7485 0.7382
R3 0.7452 0.7429 0.7367
R2 0.7396 0.7396 0.7362
R1 0.7374 0.7374 0.7357 0.7385
PP 0.7341 0.7341 0.7341 0.7346
S1 0.7318 0.7318 0.7346 0.7330
S2 0.7285 0.7285 0.7341
S3 0.7230 0.7263 0.7336
S4 0.7174 0.7207 0.7321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7363 0.7304 0.0059 0.8% 0.0029 0.4% 3% False True 89,318
10 0.7363 0.7284 0.0080 1.1% 0.0030 0.4% 27% False False 88,700
20 0.7363 0.7260 0.0103 1.4% 0.0034 0.5% 44% False False 88,768
40 0.7428 0.7229 0.0199 2.7% 0.0037 0.5% 38% False False 91,331
60 0.7462 0.7229 0.0233 3.2% 0.0036 0.5% 33% False False 78,922
80 0.7492 0.7229 0.0263 3.6% 0.0036 0.5% 29% False False 59,381
100 0.7604 0.7229 0.0375 5.1% 0.0036 0.5% 20% False False 47,555
120 0.7604 0.7229 0.0375 5.1% 0.0034 0.5% 20% False False 39,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7514
2.618 0.7448
1.618 0.7408
1.000 0.7384
0.618 0.7368
HIGH 0.7344
0.618 0.7328
0.500 0.7324
0.382 0.7319
LOW 0.7304
0.618 0.7279
1.000 0.7264
1.618 0.7239
2.618 0.7199
4.250 0.7134
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 0.7324 0.7331
PP 0.7317 0.7322
S1 0.7311 0.7314

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

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