CME Canadian Dollar Future March 2025


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 0.7342 0.7351 0.0009 0.1% 0.7318
High 0.7342 0.7355 0.0013 0.2% 0.7356
Low 0.7338 0.7351 0.0013 0.2% 0.7311
Close 0.7342 0.7355 0.0013 0.2% 0.7330
Range 0.0004 0.0004 -0.0001 -12.5% 0.0045
ATR 0.0020 0.0019 -0.0001 -2.6% 0.0000
Volume 26 2 -24 -92.3% 24
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7364 0.7363 0.7356
R3 0.7360 0.7359 0.7355
R2 0.7357 0.7357 0.7355
R1 0.7356 0.7356 0.7355 0.7356
PP 0.7353 0.7353 0.7353 0.7354
S1 0.7352 0.7352 0.7354 0.7353
S2 0.7350 0.7350 0.7354
S3 0.7346 0.7349 0.7354
S4 0.7343 0.7345 0.7353
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7467 0.7443 0.7354
R3 0.7422 0.7398 0.7342
R2 0.7377 0.7377 0.7338
R1 0.7353 0.7353 0.7334 0.7365
PP 0.7332 0.7332 0.7332 0.7338
S1 0.7308 0.7308 0.7325 0.7320
S2 0.7287 0.7287 0.7321
S3 0.7242 0.7263 0.7317
S4 0.7197 0.7218 0.7305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7355 0.7311 0.0044 0.6% 0.0008 0.1% 100% True False 9
10 0.7367 0.7311 0.0056 0.8% 0.0013 0.2% 79% False False 5
20 0.7395 0.7311 0.0085 1.1% 0.0012 0.2% 52% False False 6
40 0.7395 0.7311 0.0085 1.1% 0.0010 0.1% 52% False False 7
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 True
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 0.7369
2.618 0.7364
1.618 0.7360
1.000 0.7358
0.618 0.7357
HIGH 0.7355
0.618 0.7353
0.500 0.7353
0.382 0.7352
LOW 0.7351
0.618 0.7349
1.000 0.7348
1.618 0.7345
2.618 0.7342
4.250 0.7336
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 0.7354 0.7352
PP 0.7353 0.7349
S1 0.7353 0.7346

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

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