CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 06-Jun-2024
Day Change Summary
Previous Current
05-Jun-2024 06-Jun-2024 Change Change % Previous Week
Open 0.7313 0.7305 -0.0008 -0.1% 0.7319
High 0.7320 0.7320 0.0001 0.0% 0.7348
Low 0.7279 0.7296 0.0017 0.2% 0.7283
Close 0.7307 0.7319 0.0012 0.2% 0.7339
Range 0.0041 0.0025 -0.0016 -39.5% 0.0065
ATR 0.0037 0.0036 -0.0001 -2.4% 0.0000
Volume 121,235 103,337 -17,898 -14.8% 472,862
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7385 0.7377 0.7332
R3 0.7361 0.7352 0.7326
R2 0.7336 0.7336 0.7323
R1 0.7328 0.7328 0.7321 0.7332
PP 0.7312 0.7312 0.7312 0.7314
S1 0.7303 0.7303 0.7317 0.7307
S2 0.7287 0.7287 0.7315
S3 0.7263 0.7279 0.7312
S4 0.7238 0.7254 0.7306
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% 0.0036 0.5% 53% False False 121,459
10 0.7354 0.7279 0.0075 1.0% 0.0039 0.5% 53% False False 119,613
20 0.7363 0.7279 0.0084 1.1% 0.0034 0.5% 48% False False 104,156
40 0.7363 0.7229 0.0134 1.8% 0.0036 0.5% 67% False False 97,393
60 0.7442 0.7229 0.0213 2.9% 0.0037 0.5% 42% False False 97,114
80 0.7462 0.7229 0.0233 3.2% 0.0036 0.5% 39% False False 74,269
100 0.7492 0.7229 0.0263 3.6% 0.0036 0.5% 34% False False 59,500
120 0.7604 0.7229 0.0375 5.1% 0.0036 0.5% 24% False False 49,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7384
1.618 0.7360
1.000 0.7345
0.618 0.7335
HIGH 0.7320
0.618 0.7311
0.500 0.7308
0.382 0.7305
LOW 0.7296
0.618 0.7280
1.000 0.7271
1.618 0.7256
2.618 0.7231
4.250 0.7191
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 0.7315 0.7316
PP 0.7312 0.7314
S1 0.7308 0.7311

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

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