CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 0.7326 0.7325 -0.0001 0.0% 0.7300
High 0.7326 0.7340 0.0014 0.2% 0.7342
Low 0.7305 0.7322 0.0017 0.2% 0.7287
Close 0.7324 0.7338 0.0014 0.2% 0.7313
Range 0.0021 0.0018 -0.0003 -14.3% 0.0055
ATR 0.0027 0.0026 -0.0001 -2.4% 0.0000
Volume 36 173 137 380.6% 1,396
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7387 0.7380 0.7347
R3 0.7369 0.7362 0.7342
R2 0.7351 0.7351 0.7341
R1 0.7344 0.7344 0.7339 0.7348
PP 0.7333 0.7333 0.7333 0.7335
S1 0.7326 0.7326 0.7336 0.7330
S2 0.7315 0.7315 0.7334
S3 0.7297 0.7308 0.7333
S4 0.7279 0.7290 0.7328
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 0.7340 0.7293 0.0047 0.6% 0.0022 0.3% 95% True False 322
10 0.7352 0.7287 0.0065 0.9% 0.0024 0.3% 78% False False 203
20 0.7376 0.7287 0.0089 1.2% 0.0026 0.4% 57% False False 126
40 0.7381 0.7287 0.0094 1.3% 0.0024 0.3% 54% False False 90
60 0.7445 0.7258 0.0187 2.5% 0.0024 0.3% 43% False False 80
80 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 38% False False 67
100 0.7497 0.7258 0.0239 3.3% 0.0020 0.3% 33% False False 57
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 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7417
2.618 0.7387
1.618 0.7369
1.000 0.7358
0.618 0.7351
HIGH 0.7340
0.618 0.7333
0.500 0.7331
0.382 0.7329
LOW 0.7322
0.618 0.7311
1.000 0.7304
1.618 0.7293
2.618 0.7275
4.250 0.7246
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 0.7335 0.7332
PP 0.7333 0.7326
S1 0.7331 0.7320

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

View Archives - Comment on this page... - Back to Index of Symbols