CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 0.7319 0.7331 0.0013 0.2% 0.7350
High 0.7348 0.7332 -0.0016 -0.2% 0.7359
Low 0.7318 0.7292 -0.0027 -0.4% 0.7279
Close 0.7330 0.7296 -0.0035 -0.5% 0.7322
Range 0.0030 0.0041 0.0011 35.0% 0.0080
ATR 0.0035 0.0036 0.0000 1.0% 0.0000
Volume 115,428 114,830 -598 -0.5% 545,326
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 0.7428 0.7402 0.7318
R3 0.7387 0.7362 0.7307
R2 0.7347 0.7347 0.7303
R1 0.7321 0.7321 0.7299 0.7314
PP 0.7306 0.7306 0.7306 0.7303
S1 0.7281 0.7281 0.7292 0.7273
S2 0.7266 0.7266 0.7288
S3 0.7225 0.7240 0.7284
S4 0.7185 0.7200 0.7273
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 0.7558 0.7520 0.7366
R3 0.7479 0.7440 0.7344
R2 0.7399 0.7399 0.7337
R1 0.7361 0.7361 0.7329 0.7340
PP 0.7320 0.7320 0.7320 0.7310
S1 0.7281 0.7281 0.7315 0.7261
S2 0.7240 0.7240 0.7307
S3 0.7161 0.7202 0.7300
S4 0.7081 0.7122 0.7278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7279 0.0069 0.9% 0.0041 0.6% 24% False False 118,174
10 0.7363 0.7279 0.0084 1.2% 0.0035 0.5% 20% False False 105,513
20 0.7363 0.7261 0.0102 1.4% 0.0034 0.5% 34% False False 94,342
40 0.7428 0.7229 0.0199 2.7% 0.0038 0.5% 33% False False 96,152
60 0.7462 0.7229 0.0233 3.2% 0.0037 0.5% 29% False False 86,899
80 0.7464 0.7229 0.0235 3.2% 0.0035 0.5% 28% False False 65,426
100 0.7540 0.7229 0.0311 4.3% 0.0036 0.5% 21% False False 52,406
120 0.7604 0.7229 0.0375 5.1% 0.0035 0.5% 18% False False 43,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7438
1.618 0.7398
1.000 0.7373
0.618 0.7357
HIGH 0.7332
0.618 0.7317
0.500 0.7312
0.382 0.7307
LOW 0.7292
0.618 0.7266
1.000 0.7251
1.618 0.7226
2.618 0.7185
4.250 0.7119
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 0.7312 0.7315
PP 0.7306 0.7308
S1 0.7301 0.7302

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

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