CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 0.7364 0.7346 -0.0018 -0.2% 0.7365
High 0.7364 0.7346 -0.0018 -0.2% 0.7373
Low 0.7331 0.7310 -0.0021 -0.3% 0.7319
Close 0.7341 0.7339 -0.0002 0.0% 0.7368
Range 0.0033 0.0036 0.0004 10.8% 0.0054
ATR 0.0027 0.0028 0.0001 2.4% 0.0000
Volume 145 86 -59 -40.7% 57
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7440 0.7425 0.7358
R3 0.7404 0.7389 0.7348
R2 0.7368 0.7368 0.7345
R1 0.7353 0.7353 0.7342 0.7342
PP 0.7332 0.7332 0.7332 0.7326
S1 0.7317 0.7317 0.7335 0.7306
S2 0.7296 0.7296 0.7332
S3 0.7260 0.7281 0.7329
S4 0.7224 0.7245 0.7319
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7515 0.7496 0.7398
R3 0.7461 0.7442 0.7383
R2 0.7407 0.7407 0.7378
R1 0.7388 0.7388 0.7373 0.7398
PP 0.7353 0.7353 0.7353 0.7358
S1 0.7334 0.7334 0.7363 0.7344
S2 0.7299 0.7299 0.7358
S3 0.7245 0.7280 0.7353
S4 0.7191 0.7226 0.7338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7376 0.7310 0.0066 0.9% 0.0030 0.4% 43% False True 75
10 0.7376 0.7308 0.0069 0.9% 0.0027 0.4% 45% False False 50
20 0.7381 0.7299 0.0083 1.1% 0.0023 0.3% 48% False False 50
40 0.7402 0.7258 0.0145 2.0% 0.0024 0.3% 56% False False 57
60 0.7457 0.7258 0.0199 2.7% 0.0024 0.3% 41% False False 50
80 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 38% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7499
2.618 0.7440
1.618 0.7404
1.000 0.7382
0.618 0.7368
HIGH 0.7346
0.618 0.7332
0.500 0.7328
0.382 0.7324
LOW 0.7310
0.618 0.7288
1.000 0.7274
1.618 0.7252
2.618 0.7216
4.250 0.7157
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 0.7335 0.7343
PP 0.7332 0.7342
S1 0.7328 0.7340

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

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