CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 0.7302 0.7306 0.0004 0.1% 0.7281
High 0.7310 0.7325 0.0015 0.2% 0.7327
Low 0.7285 0.7301 0.0017 0.2% 0.7268
Close 0.7307 0.7321 0.0015 0.2% 0.7294
Range 0.0026 0.0024 -0.0002 -7.8% 0.0059
ATR 0.0032 0.0031 -0.0001 -1.8% 0.0000
Volume 94,717 126,737 32,020 33.8% 517,955
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7386 0.7377 0.7334
R3 0.7363 0.7354 0.7327
R2 0.7339 0.7339 0.7325
R1 0.7330 0.7330 0.7323 0.7335
PP 0.7316 0.7316 0.7316 0.7318
S1 0.7307 0.7307 0.7319 0.7311
S2 0.7292 0.7292 0.7317
S3 0.7269 0.7283 0.7315
S4 0.7245 0.7260 0.7308
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 0.7325 0.7273 0.0052 0.7% 0.0025 0.3% 93% True False 124,939
10 0.7335 0.7268 0.0068 0.9% 0.0029 0.4% 79% False False 85,940
20 0.7367 0.7268 0.0100 1.4% 0.0033 0.4% 54% False False 45,169
40 0.7374 0.7268 0.0107 1.5% 0.0032 0.4% 50% False False 22,865
60 0.7437 0.7243 0.0194 2.6% 0.0033 0.4% 40% False False 15,375
80 0.7464 0.7243 0.0221 3.0% 0.0030 0.4% 35% False False 11,564
100 0.7495 0.7243 0.0252 3.4% 0.0027 0.4% 31% False False 9,260
120 0.7602 0.7243 0.0359 4.9% 0.0025 0.3% 22% False False 7,720
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7386
1.618 0.7363
1.000 0.7348
0.618 0.7339
HIGH 0.7325
0.618 0.7316
0.500 0.7313
0.382 0.7310
LOW 0.7301
0.618 0.7286
1.000 0.7278
1.618 0.7263
2.618 0.7239
4.250 0.7201
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 0.7318 0.7315
PP 0.7316 0.7309
S1 0.7313 0.7303

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

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