CME Canadian Dollar Future December 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 0.7346 0.7350 0.0004 0.1% 0.7365
High 0.7346 0.7352 0.0006 0.1% 0.7373
Low 0.7310 0.7330 0.0020 0.3% 0.7319
Close 0.7339 0.7351 0.0012 0.2% 0.7368
Range 0.0036 0.0022 -0.0014 -38.9% 0.0054
ATR 0.0028 0.0027 0.0000 -1.4% 0.0000
Volume 86 77 -9 -10.5% 57
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7410 0.7402 0.7363
R3 0.7388 0.7380 0.7357
R2 0.7366 0.7366 0.7355
R1 0.7358 0.7358 0.7353 0.7362
PP 0.7344 0.7344 0.7344 0.7346
S1 0.7336 0.7336 0.7348 0.7340
S2 0.7322 0.7322 0.7346
S3 0.7300 0.7314 0.7344
S4 0.7278 0.7292 0.7338
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% 0.0028 0.4% 61% False False 87
10 0.7376 0.7308 0.0069 0.9% 0.0028 0.4% 63% False False 52
20 0.7381 0.7308 0.0074 1.0% 0.0023 0.3% 59% False False 53
40 0.7381 0.7258 0.0124 1.7% 0.0023 0.3% 75% False False 56
60 0.7457 0.7258 0.0199 2.7% 0.0024 0.3% 47% False False 51
80 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 44% False False 45
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7446
2.618 0.7410
1.618 0.7388
1.000 0.7374
0.618 0.7366
HIGH 0.7352
0.618 0.7344
0.500 0.7341
0.382 0.7338
LOW 0.7330
0.618 0.7316
1.000 0.7308
1.618 0.7294
2.618 0.7272
4.250 0.7237
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 0.7347 0.7346
PP 0.7344 0.7341
S1 0.7341 0.7337

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

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