CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 0.7312 0.7326 0.0015 0.2% 0.7300
High 0.7322 0.7326 0.0005 0.1% 0.7342
Low 0.7300 0.7305 0.0005 0.1% 0.7287
Close 0.7322 0.7324 0.0003 0.0% 0.7313
Range 0.0022 0.0021 -0.0001 -2.3% 0.0055
ATR 0.0027 0.0027 0.0000 -1.7% 0.0000
Volume 275 36 -239 -86.9% 1,396
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7381 0.7374 0.7336
R3 0.7360 0.7353 0.7330
R2 0.7339 0.7339 0.7328
R1 0.7332 0.7332 0.7326 0.7325
PP 0.7318 0.7318 0.7318 0.7315
S1 0.7311 0.7311 0.7322 0.7304
S2 0.7297 0.7297 0.7320
S3 0.7276 0.7290 0.7318
S4 0.7255 0.7269 0.7312
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 0.7293 0.0049 0.7% 0.0025 0.3% 63% False False 292
10 0.7352 0.7287 0.0065 0.9% 0.0026 0.4% 57% False False 194
20 0.7376 0.7287 0.0089 1.2% 0.0026 0.4% 42% False False 120
40 0.7381 0.7287 0.0094 1.3% 0.0024 0.3% 39% False False 86
60 0.7445 0.7258 0.0187 2.6% 0.0024 0.3% 36% False False 77
80 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 31% False False 65
100 0.7497 0.7258 0.0239 3.3% 0.0021 0.3% 28% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7415
2.618 0.7381
1.618 0.7360
1.000 0.7347
0.618 0.7339
HIGH 0.7326
0.618 0.7318
0.500 0.7316
0.382 0.7313
LOW 0.7305
0.618 0.7292
1.000 0.7284
1.618 0.7271
2.618 0.7250
4.250 0.7216
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 0.7321 0.7319
PP 0.7318 0.7314
S1 0.7316 0.7310

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

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