CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 10-Jun-2024
Day Change Summary
Previous Current
07-Jun-2024 10-Jun-2024 Change Change % Previous Week
Open 0.7350 0.7300 -0.0050 -0.7% 0.7376
High 0.7351 0.7301 -0.0050 -0.7% 0.7376
Low 0.7299 0.7290 -0.0009 -0.1% 0.7299
Close 0.7309 0.7301 -0.0008 -0.1% 0.7309
Range 0.0052 0.0011 -0.0041 -79.6% 0.0077
ATR 0.0029 0.0028 -0.0001 -2.6% 0.0000
Volume 78 132 54 69.2% 510
Daily Pivots for day following 10-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7329 0.7325 0.7306
R3 0.7318 0.7315 0.7303
R2 0.7308 0.7308 0.7302
R1 0.7304 0.7304 0.7301 0.7306
PP 0.7297 0.7297 0.7297 0.7298
S1 0.7294 0.7294 0.7300 0.7295
S2 0.7287 0.7287 0.7299
S3 0.7276 0.7283 0.7298
S4 0.7266 0.7273 0.7295
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7559 0.7511 0.7351
R3 0.7482 0.7434 0.7330
R2 0.7405 0.7405 0.7323
R1 0.7357 0.7357 0.7316 0.7342
PP 0.7328 0.7328 0.7328 0.7321
S1 0.7280 0.7280 0.7301 0.7265
S2 0.7251 0.7251 0.7294
S3 0.7174 0.7203 0.7287
S4 0.7097 0.7126 0.7266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7364 0.7290 0.0074 1.0% 0.0031 0.4% 14% False True 103
10 0.7376 0.7290 0.0086 1.2% 0.0027 0.4% 12% False True 69
20 0.7381 0.7290 0.0091 1.2% 0.0024 0.3% 12% False True 56
40 0.7381 0.7258 0.0124 1.7% 0.0023 0.3% 35% False False 55
60 0.7445 0.7258 0.0187 2.6% 0.0024 0.3% 23% False False 54
80 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 20% False False 47
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 0.0001
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7345
2.618 0.7328
1.618 0.7317
1.000 0.7311
0.618 0.7307
HIGH 0.7301
0.618 0.7296
0.500 0.7295
0.382 0.7294
LOW 0.7290
0.618 0.7284
1.000 0.7280
1.618 0.7273
2.618 0.7263
4.250 0.7245
Fisher Pivots for day following 10-Jun-2024
Pivot 1 day 3 day
R1 0.7299 0.7321
PP 0.7297 0.7314
S1 0.7295 0.7307

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

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