CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 0.7310 0.7323 0.0013 0.2% 0.7376
High 0.7342 0.7323 -0.0020 -0.3% 0.7376
Low 0.7309 0.7300 -0.0009 -0.1% 0.7299
Close 0.7326 0.7311 -0.0015 -0.2% 0.7309
Range 0.0034 0.0023 -0.0011 -31.3% 0.0077
ATR 0.0028 0.0028 0.0000 -0.5% 0.0000
Volume 27 490 463 1,714.8% 510
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7380 0.7369 0.7324
R3 0.7357 0.7346 0.7317
R2 0.7334 0.7334 0.7315
R1 0.7323 0.7323 0.7313 0.7317
PP 0.7311 0.7311 0.7311 0.7308
S1 0.7300 0.7300 0.7309 0.7294
S2 0.7288 0.7288 0.7307
S3 0.7265 0.7277 0.7305
S4 0.7242 0.7254 0.7298
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 0.7351 0.7287 0.0064 0.9% 0.0027 0.4% 38% False False 167
10 0.7376 0.7287 0.0089 1.2% 0.0028 0.4% 27% False False 127
20 0.7380 0.7287 0.0093 1.3% 0.0025 0.3% 26% False False 77
40 0.7381 0.7277 0.0104 1.4% 0.0024 0.3% 33% False False 64
60 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 29% False False 62
80 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 25% False False 54
100 0.7497 0.7258 0.0239 3.3% 0.0020 0.3% 22% False False 46
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7420
2.618 0.7383
1.618 0.7360
1.000 0.7346
0.618 0.7337
HIGH 0.7323
0.618 0.7314
0.500 0.7311
0.382 0.7308
LOW 0.7300
0.618 0.7285
1.000 0.7277
1.618 0.7262
2.618 0.7239
4.250 0.7202
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 0.7311 0.7315
PP 0.7311 0.7313
S1 0.7311 0.7312

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

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