CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 0.7353 0.7327 -0.0026 -0.4% 0.7312
High 0.7353 0.7340 -0.0014 -0.2% 0.7344
Low 0.7327 0.7323 -0.0005 -0.1% 0.7300
Close 0.7328 0.7333 0.0005 0.1% 0.7332
Range 0.0026 0.0017 -0.0009 -34.6% 0.0044
ATR 0.0026 0.0025 -0.0001 -2.5% 0.0000
Volume 213 196 -17 -8.0% 596
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7383 0.7375 0.7342
R3 0.7366 0.7358 0.7337
R2 0.7349 0.7349 0.7336
R1 0.7341 0.7341 0.7334 0.7345
PP 0.7332 0.7332 0.7332 0.7334
S1 0.7324 0.7324 0.7331 0.7328
S2 0.7315 0.7315 0.7329
S3 0.7298 0.7307 0.7328
S4 0.7281 0.7290 0.7323
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7457 0.7438 0.7356
R3 0.7413 0.7394 0.7344
R2 0.7369 0.7369 0.7340
R1 0.7350 0.7350 0.7336 0.7360
PP 0.7325 0.7325 0.7325 0.7330
S1 0.7306 0.7306 0.7327 0.7316
S2 0.7281 0.7281 0.7323
S3 0.7237 0.7262 0.7319
S4 0.7193 0.7218 0.7307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7368 0.7319 0.0050 0.7% 0.0024 0.3% 28% False False 779
10 0.7368 0.7293 0.0075 1.0% 0.0023 0.3% 53% False False 550
20 0.7376 0.7287 0.0089 1.2% 0.0026 0.3% 51% False False 315
40 0.7381 0.7287 0.0094 1.3% 0.0024 0.3% 48% False False 180
60 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 40% False False 141
80 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 35% False False 114
100 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 35% False False 95
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 0.0004
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7384
1.618 0.7367
1.000 0.7357
0.618 0.7350
HIGH 0.7340
0.618 0.7333
0.500 0.7331
0.382 0.7329
LOW 0.7323
0.618 0.7312
1.000 0.7306
1.618 0.7295
2.618 0.7278
4.250 0.7250
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 0.7332 0.7345
PP 0.7332 0.7341
S1 0.7331 0.7337

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

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