CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 0.7300 0.7302 0.0002 0.0% 0.7281
High 0.7304 0.7310 0.0006 0.1% 0.7327
Low 0.7281 0.7285 0.0004 0.0% 0.7268
Close 0.7304 0.7307 0.0003 0.0% 0.7294
Range 0.0023 0.0026 0.0003 10.9% 0.0059
ATR 0.0032 0.0032 0.0000 -1.5% 0.0000
Volume 83,733 94,717 10,984 13.1% 517,955
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7377 0.7367 0.7321
R3 0.7351 0.7342 0.7314
R2 0.7326 0.7326 0.7311
R1 0.7316 0.7316 0.7309 0.7321
PP 0.7300 0.7300 0.7300 0.7303
S1 0.7291 0.7291 0.7304 0.7296
S2 0.7275 0.7275 0.7302
S3 0.7249 0.7265 0.7299
S4 0.7224 0.7240 0.7292
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7473 0.7443 0.7326
R3 0.7414 0.7384 0.7310
R2 0.7355 0.7355 0.7305
R1 0.7325 0.7325 0.7299 0.7340
PP 0.7296 0.7296 0.7296 0.7304
S1 0.7266 0.7266 0.7289 0.7281
S2 0.7237 0.7237 0.7283
S3 0.7178 0.7207 0.7278
S4 0.7119 0.7148 0.7262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7273 0.0054 0.7% 0.0029 0.4% 63% False False 117,789
10 0.7335 0.7268 0.0068 0.9% 0.0030 0.4% 58% False False 74,776
20 0.7367 0.7268 0.0100 1.4% 0.0033 0.5% 39% False False 38,932
40 0.7374 0.7268 0.0107 1.5% 0.0032 0.4% 37% False False 19,705
60 0.7437 0.7243 0.0194 2.7% 0.0033 0.4% 33% False False 13,263
80 0.7464 0.7243 0.0221 3.0% 0.0030 0.4% 29% False False 9,981
100 0.7495 0.7243 0.0252 3.4% 0.0027 0.4% 25% False False 7,993
120 0.7602 0.7243 0.0359 4.9% 0.0025 0.3% 18% False False 6,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7418
2.618 0.7377
1.618 0.7351
1.000 0.7336
0.618 0.7326
HIGH 0.7310
0.618 0.7300
0.500 0.7297
0.382 0.7294
LOW 0.7285
0.618 0.7269
1.000 0.7259
1.618 0.7243
2.618 0.7218
4.250 0.7176
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 0.7303 0.7302
PP 0.7300 0.7297
S1 0.7297 0.7292

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

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