CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 0.7339 0.7313 -0.0026 -0.3% 0.7319
High 0.7344 0.7320 -0.0024 -0.3% 0.7348
Low 0.7302 0.7279 -0.0023 -0.3% 0.7283
Close 0.7312 0.7307 -0.0005 -0.1% 0.7339
Range 0.0042 0.0041 -0.0001 -2.4% 0.0065
ATR 0.0037 0.0037 0.0000 0.7% 0.0000
Volume 130,949 121,235 -9,714 -7.4% 472,862
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7423 0.7406 0.7329
R3 0.7383 0.7365 0.7318
R2 0.7342 0.7342 0.7314
R1 0.7325 0.7325 0.7311 0.7313
PP 0.7302 0.7302 0.7302 0.7296
S1 0.7284 0.7284 0.7303 0.7273
S2 0.7261 0.7261 0.7300
S3 0.7221 0.7244 0.7296
S4 0.7180 0.7203 0.7285
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 0.7354 0.7279 0.0075 1.0% 0.0039 0.5% 37% False True 121,415
10 0.7354 0.7279 0.0075 1.0% 0.0040 0.6% 37% False True 119,794
20 0.7363 0.7271 0.0092 1.3% 0.0034 0.5% 39% False False 102,383
40 0.7385 0.7229 0.0156 2.1% 0.0038 0.5% 50% False False 99,582
60 0.7442 0.7229 0.0213 2.9% 0.0037 0.5% 37% False False 96,221
80 0.7462 0.7229 0.0233 3.2% 0.0036 0.5% 33% False False 72,978
100 0.7508 0.7229 0.0279 3.8% 0.0036 0.5% 28% False False 58,471
120 0.7604 0.7229 0.0375 5.1% 0.0036 0.5% 21% False False 48,748
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7426
1.618 0.7385
1.000 0.7360
0.618 0.7345
HIGH 0.7320
0.618 0.7304
0.500 0.7299
0.382 0.7294
LOW 0.7279
0.618 0.7254
1.000 0.7239
1.618 0.7213
2.618 0.7173
4.250 0.7107
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 0.7304 0.7317
PP 0.7302 0.7313
S1 0.7299 0.7310

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

View Archives - Comment on this page... - Back to Index of Symbols