CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 0.7288 0.7310 0.0023 0.3% 0.7376
High 0.7306 0.7342 0.0037 0.5% 0.7376
Low 0.7287 0.7309 0.0022 0.3% 0.7299
Close 0.7306 0.7326 0.0020 0.3% 0.7309
Range 0.0019 0.0034 0.0015 81.1% 0.0077
ATR 0.0027 0.0028 0.0001 2.3% 0.0000
Volume 111 27 -84 -75.7% 510
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7426 0.7409 0.7344
R3 0.7392 0.7376 0.7335
R2 0.7359 0.7359 0.7332
R1 0.7342 0.7342 0.7329 0.7351
PP 0.7325 0.7325 0.7325 0.7330
S1 0.7309 0.7309 0.7322 0.7317
S2 0.7292 0.7292 0.7319
S3 0.7258 0.7275 0.7316
S4 0.7225 0.7242 0.7307
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 0.7352 0.7287 0.0065 0.9% 0.0027 0.4% 59% False False 85
10 0.7376 0.7287 0.0089 1.2% 0.0028 0.4% 43% False False 80
20 0.7381 0.7287 0.0094 1.3% 0.0025 0.3% 41% False False 59
40 0.7381 0.7276 0.0105 1.4% 0.0023 0.3% 47% False False 52
60 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 36% False False 55
80 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 32% False False 49
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7484
2.618 0.7430
1.618 0.7396
1.000 0.7376
0.618 0.7363
HIGH 0.7342
0.618 0.7329
0.500 0.7325
0.382 0.7321
LOW 0.7309
0.618 0.7288
1.000 0.7275
1.618 0.7254
2.618 0.7221
4.250 0.7166
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 0.7325 0.7322
PP 0.7325 0.7318
S1 0.7325 0.7315

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

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