CME Canadian Dollar Future September 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 0.7328 0.7319 -0.0009 -0.1% 0.7332
High 0.7333 0.7335 0.0002 0.0% 0.7361
Low 0.7295 0.7311 0.0017 0.2% 0.7299
Close 0.7322 0.7334 0.0012 0.2% 0.7353
Range 0.0039 0.0024 -0.0015 -37.7% 0.0062
ATR 0.0034 0.0033 -0.0001 -2.1% 0.0000
Volume 15,102 18,421 3,319 22.0% 13,590
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7399 0.7390 0.7347
R3 0.7375 0.7366 0.7341
R2 0.7351 0.7351 0.7338
R1 0.7342 0.7342 0.7336 0.7347
PP 0.7327 0.7327 0.7327 0.7329
S1 0.7318 0.7318 0.7332 0.7323
S2 0.7303 0.7303 0.7330
S3 0.7279 0.7294 0.7327
S4 0.7255 0.7270 0.7321
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7524 0.7500 0.7387
R3 0.7462 0.7438 0.7370
R2 0.7400 0.7400 0.7364
R1 0.7376 0.7376 0.7359 0.7388
PP 0.7338 0.7338 0.7338 0.7344
S1 0.7314 0.7314 0.7347 0.7326
S2 0.7276 0.7276 0.7342
S3 0.7214 0.7252 0.7336
S4 0.7152 0.7190 0.7319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7367 0.7295 0.0073 1.0% 0.0035 0.5% 54% False False 9,562
10 0.7367 0.7294 0.0074 1.0% 0.0036 0.5% 55% False False 6,043
20 0.7374 0.7294 0.0081 1.1% 0.0032 0.4% 50% False False 3,500
40 0.7374 0.7243 0.0131 1.8% 0.0033 0.5% 69% False False 1,954
60 0.7446 0.7243 0.0203 2.8% 0.0033 0.4% 45% False False 1,383
80 0.7464 0.7243 0.0221 3.0% 0.0028 0.4% 41% False False 1,059
100 0.7495 0.7243 0.0252 3.4% 0.0026 0.3% 36% False False 853
120 0.7602 0.7243 0.0359 4.9% 0.0025 0.3% 25% False False 715
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 0.0006
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7398
1.618 0.7374
1.000 0.7359
0.618 0.7350
HIGH 0.7335
0.618 0.7326
0.500 0.7323
0.382 0.7320
LOW 0.7311
0.618 0.7296
1.000 0.7287
1.618 0.7272
2.618 0.7248
4.250 0.7209
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 0.7330 0.7331
PP 0.7327 0.7328
S1 0.7323 0.7326

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

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