CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 0.7331 0.7293 -0.0038 -0.5% 0.7350
High 0.7332 0.7324 -0.0009 -0.1% 0.7359
Low 0.7292 0.7283 -0.0009 -0.1% 0.7279
Close 0.7296 0.7315 0.0020 0.3% 0.7322
Range 0.0041 0.0041 0.0000 0.0% 0.0080
ATR 0.0036 0.0036 0.0000 0.9% 0.0000
Volume 114,830 103,117 -11,713 -10.2% 545,326
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 0.7429 0.7412 0.7337
R3 0.7388 0.7372 0.7326
R2 0.7348 0.7348 0.7322
R1 0.7331 0.7331 0.7319 0.7340
PP 0.7307 0.7307 0.7307 0.7311
S1 0.7291 0.7291 0.7311 0.7299
S2 0.7267 0.7267 0.7308
S3 0.7226 0.7250 0.7304
S4 0.7186 0.7210 0.7293
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% 52% False False 117,767
10 0.7363 0.7279 0.0084 1.1% 0.0035 0.5% 43% False False 103,542
20 0.7363 0.7271 0.0092 1.3% 0.0034 0.5% 48% False False 93,873
40 0.7428 0.7229 0.0199 2.7% 0.0038 0.5% 43% False False 96,715
60 0.7462 0.7229 0.0233 3.2% 0.0037 0.5% 37% False False 88,570
80 0.7464 0.7229 0.0235 3.2% 0.0035 0.5% 37% False False 66,706
100 0.7509 0.7229 0.0280 3.8% 0.0036 0.5% 31% False False 53,436
120 0.7604 0.7229 0.0375 5.1% 0.0035 0.5% 23% False False 44,550
Crabel Price Patterns
NR False
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 0.0008
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7430
1.618 0.7389
1.000 0.7364
0.618 0.7349
HIGH 0.7324
0.618 0.7308
0.500 0.7303
0.382 0.7298
LOW 0.7283
0.618 0.7258
1.000 0.7243
1.618 0.7217
2.618 0.7177
4.250 0.7111
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 0.7311 0.7316
PP 0.7307 0.7315
S1 0.7303 0.7315

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

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