CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 0.7377 0.7438 0.0061 0.8% 0.7373
High 0.7404 0.7443 0.0040 0.5% 0.7443
Low 0.7377 0.7437 0.0060 0.8% 0.7373
Close 0.7404 0.7441 0.0037 0.5% 0.7441
Range 0.0027 0.0007 -0.0021 -75.9% 0.0070
ATR 0.0024 0.0025 0.0001 4.6% 0.0000
Volume 1 2 1 100.0% 13
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7460 0.7457 0.7444
R3 0.7453 0.7450 0.7442
R2 0.7447 0.7447 0.7442
R1 0.7444 0.7444 0.7441 0.7445
PP 0.7440 0.7440 0.7440 0.7441
S1 0.7437 0.7437 0.7440 0.7439
S2 0.7434 0.7434 0.7439
S3 0.7427 0.7431 0.7439
S4 0.7421 0.7424 0.7437
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7629 0.7605 0.7479
R3 0.7559 0.7535 0.7460
R2 0.7489 0.7489 0.7453
R1 0.7465 0.7465 0.7447 0.7477
PP 0.7419 0.7419 0.7419 0.7425
S1 0.7395 0.7395 0.7434 0.7407
S2 0.7349 0.7349 0.7428
S3 0.7279 0.7325 0.7421
S4 0.7209 0.7255 0.7402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7373 0.0070 0.9% 0.0011 0.1% 96% True False 2
10 0.7443 0.7296 0.0147 2.0% 0.0017 0.2% 98% True False 3
20 0.7443 0.7254 0.0189 2.5% 0.0014 0.2% 99% True False 5
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7471
2.618 0.7460
1.618 0.7454
1.000 0.7450
0.618 0.7447
HIGH 0.7443
0.618 0.7441
0.500 0.7440
0.382 0.7439
LOW 0.7437
0.618 0.7432
1.000 0.7430
1.618 0.7426
2.618 0.7419
4.250 0.7409
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 0.7440 0.7430
PP 0.7440 0.7420
S1 0.7440 0.7410

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

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