CME Canadian Dollar Future June 2025


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 0.7400 0.7405 0.0005 0.1% 0.7332
High 0.7402 0.7412 0.0010 0.1% 0.7361
Low 0.7393 0.7403 0.0010 0.1% 0.7331
Close 0.7394 0.7412 0.0018 0.2% 0.7359
Range 0.0009 0.0009 -0.0001 -5.6% 0.0030
ATR 0.0016 0.0016 0.0000 0.9% 0.0000
Volume 81 2 -79 -97.5% 7
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7434 0.7431 0.7416
R3 0.7426 0.7423 0.7414
R2 0.7417 0.7417 0.7413
R1 0.7414 0.7414 0.7412 0.7416
PP 0.7409 0.7409 0.7409 0.7409
S1 0.7406 0.7406 0.7411 0.7407
S2 0.7400 0.7400 0.7410
S3 0.7392 0.7397 0.7409
S4 0.7383 0.7389 0.7407
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7440 0.7429 0.7375
R3 0.7410 0.7399 0.7367
R2 0.7380 0.7380 0.7364
R1 0.7369 0.7369 0.7361 0.7375
PP 0.7350 0.7350 0.7350 0.7353
S1 0.7339 0.7339 0.7356 0.7345
S2 0.7320 0.7320 0.7353
S3 0.7290 0.7309 0.7350
S4 0.7260 0.7279 0.7342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7334 0.0078 1.1% 0.0013 0.2% 100% True False 18
10 0.7412 0.7331 0.0081 1.1% 0.0008 0.1% 100% True False 9
20 0.7412 0.7248 0.0164 2.2% 0.0014 0.2% 100% True False 13
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7448
2.618 0.7434
1.618 0.7425
1.000 0.7420
0.618 0.7417
HIGH 0.7412
0.618 0.7408
0.500 0.7407
0.382 0.7406
LOW 0.7403
0.618 0.7398
1.000 0.7395
1.618 0.7389
2.618 0.7381
4.250 0.7367
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 0.7410 0.7404
PP 0.7409 0.7396
S1 0.7407 0.7388

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

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