CME Canadian Dollar Future June 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 0.7270 0.7289 0.0020 0.3% 0.7341
High 0.7311 0.7293 -0.0019 -0.3% 0.7354
Low 0.7269 0.7267 -0.0002 0.0% 0.7265
Close 0.7293 0.7278 -0.0015 -0.2% 0.7277
Range 0.0043 0.0026 -0.0017 -38.8% 0.0089
ATR 0.0036 0.0035 -0.0001 -1.9% 0.0000
Volume 174,554 183,017 8,463 4.8% 600,972
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7357 0.7344 0.7292
R3 0.7331 0.7318 0.7285
R2 0.7305 0.7305 0.7283
R1 0.7292 0.7292 0.7280 0.7285
PP 0.7279 0.7279 0.7279 0.7276
S1 0.7266 0.7266 0.7276 0.7259
S2 0.7253 0.7253 0.7273
S3 0.7227 0.7240 0.7271
S4 0.7201 0.7214 0.7264
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7566 0.7510 0.7325
R3 0.7477 0.7421 0.7301
R2 0.7388 0.7388 0.7293
R1 0.7332 0.7332 0.7285 0.7315
PP 0.7299 0.7299 0.7299 0.7290
S1 0.7243 0.7243 0.7268 0.7226
S2 0.7210 0.7210 0.7260
S3 0.7121 0.7154 0.7252
S4 0.7032 0.7065 0.7228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7252 0.0069 0.9% 0.0032 0.4% 39% False False 141,285
10 0.7354 0.7252 0.0103 1.4% 0.0034 0.5% 26% False False 131,372
20 0.7363 0.7252 0.0111 1.5% 0.0035 0.5% 24% False False 117,457
40 0.7363 0.7250 0.0113 1.6% 0.0035 0.5% 25% False False 102,365
60 0.7442 0.7229 0.0213 2.9% 0.0037 0.5% 23% False False 99,696
80 0.7462 0.7229 0.0233 3.2% 0.0036 0.5% 21% False False 83,057
100 0.7492 0.7229 0.0263 3.6% 0.0036 0.5% 19% False False 66,543
120 0.7604 0.7229 0.0375 5.1% 0.0036 0.5% 13% False False 55,488
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7403
2.618 0.7361
1.618 0.7335
1.000 0.7319
0.618 0.7309
HIGH 0.7293
0.618 0.7283
0.500 0.7280
0.382 0.7276
LOW 0.7267
0.618 0.7250
1.000 0.7241
1.618 0.7224
2.618 0.7198
4.250 0.7156
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 0.7280 0.7281
PP 0.7279 0.7280
S1 0.7279 0.7279

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

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