CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 0.7314 0.7312 -0.0002 0.0% 0.7300
High 0.7318 0.7322 0.0004 0.0% 0.7342
Low 0.7293 0.7300 0.0007 0.1% 0.7287
Close 0.7313 0.7322 0.0009 0.1% 0.7313
Range 0.0025 0.0022 -0.0004 -14.0% 0.0055
ATR 0.0028 0.0027 0.0000 -1.6% 0.0000
Volume 636 275 -361 -56.8% 1,396
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7379 0.7372 0.7333
R3 0.7357 0.7350 0.7327
R2 0.7336 0.7336 0.7325
R1 0.7329 0.7329 0.7323 0.7332
PP 0.7314 0.7314 0.7314 0.7316
S1 0.7307 0.7307 0.7320 0.7311
S2 0.7293 0.7293 0.7318
S3 0.7271 0.7286 0.7316
S4 0.7250 0.7264 0.7310
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7479 0.7451 0.7343
R3 0.7424 0.7396 0.7328
R2 0.7369 0.7369 0.7323
R1 0.7341 0.7341 0.7318 0.7355
PP 0.7314 0.7314 0.7314 0.7321
S1 0.7286 0.7286 0.7307 0.7300
S2 0.7259 0.7259 0.7302
S3 0.7204 0.7231 0.7297
S4 0.7149 0.7176 0.7282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7342 0.7287 0.0055 0.8% 0.0024 0.3% 63% False False 307
10 0.7364 0.7287 0.0077 1.0% 0.0027 0.4% 45% False False 205
20 0.7379 0.7287 0.0092 1.3% 0.0026 0.4% 38% False False 118
40 0.7381 0.7287 0.0094 1.3% 0.0024 0.3% 37% False False 86
60 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 34% False False 77
80 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 30% False False 65
100 0.7497 0.7258 0.0239 3.3% 0.0020 0.3% 27% False False 55
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7413
2.618 0.7378
1.618 0.7356
1.000 0.7343
0.618 0.7335
HIGH 0.7322
0.618 0.7313
0.500 0.7311
0.382 0.7308
LOW 0.7300
0.618 0.7287
1.000 0.7279
1.618 0.7265
2.618 0.7244
4.250 0.7209
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 0.7318 0.7317
PP 0.7314 0.7312
S1 0.7311 0.7308

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

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