CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 0.7293 0.7313 0.0020 0.3% 0.7319
High 0.7324 0.7345 0.0022 0.3% 0.7348
Low 0.7283 0.7307 0.0024 0.3% 0.7283
Close 0.7315 0.7339 0.0024 0.3% 0.7339
Range 0.0041 0.0039 -0.0002 -4.9% 0.0065
ATR 0.0036 0.0036 0.0000 0.5% 0.0000
Volume 103,117 139,487 36,370 35.3% 472,862
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7446 0.7431 0.7360
R3 0.7407 0.7392 0.7350
R2 0.7369 0.7369 0.7346
R1 0.7354 0.7354 0.7343 0.7361
PP 0.7330 0.7330 0.7330 0.7334
S1 0.7315 0.7315 0.7335 0.7323
S2 0.7292 0.7292 0.7332
S3 0.7253 0.7277 0.7328
S4 0.7215 0.7238 0.7318
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7518 0.7494 0.7375
R3 0.7453 0.7429 0.7357
R2 0.7388 0.7388 0.7351
R1 0.7364 0.7364 0.7345 0.7376
PP 0.7323 0.7323 0.7323 0.7330
S1 0.7299 0.7299 0.7333 0.7311
S2 0.7258 0.7258 0.7327
S3 0.7193 0.7234 0.7321
S4 0.7128 0.7169 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7282 0.0067 0.9% 0.0040 0.5% 86% False False 114,511
10 0.7359 0.7279 0.0080 1.1% 0.0036 0.5% 75% False False 109,240
20 0.7363 0.7271 0.0092 1.3% 0.0034 0.5% 74% False False 96,762
40 0.7394 0.7229 0.0165 2.2% 0.0037 0.5% 67% False False 97,816
60 0.7462 0.7229 0.0233 3.2% 0.0037 0.5% 47% False False 90,828
80 0.7464 0.7229 0.0235 3.2% 0.0035 0.5% 47% False False 68,437
100 0.7509 0.7229 0.0280 3.8% 0.0036 0.5% 39% False False 54,830
120 0.7604 0.7229 0.0375 5.1% 0.0035 0.5% 29% False False 45,712
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7509
2.618 0.7446
1.618 0.7407
1.000 0.7384
0.618 0.7369
HIGH 0.7345
0.618 0.7330
0.500 0.7326
0.382 0.7321
LOW 0.7307
0.618 0.7283
1.000 0.7268
1.618 0.7244
2.618 0.7206
4.250 0.7143
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 0.7335 0.7331
PP 0.7330 0.7322
S1 0.7326 0.7314

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

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