CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 0.7415 0.7391 -0.0024 -0.3% 0.7373
High 0.7415 0.7405 -0.0010 -0.1% 0.7443
Low 0.7415 0.7391 -0.0024 -0.3% 0.7373
Close 0.7415 0.7392 -0.0023 -0.3% 0.7441
Range 0.0000 0.0014 0.0014 0.0070
ATR 0.0025 0.0025 0.0000 -0.5% 0.0000
Volume 0 11 11 13
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7438 0.7429 0.7399
R3 0.7424 0.7415 0.7395
R2 0.7410 0.7410 0.7394
R1 0.7401 0.7401 0.7393 0.7405
PP 0.7396 0.7396 0.7396 0.7398
S1 0.7387 0.7387 0.7390 0.7391
S2 0.7382 0.7382 0.7389
S3 0.7368 0.7373 0.7388
S4 0.7354 0.7359 0.7384
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 0.7377 0.0067 0.9% 0.0010 0.1% 23% False False 2
10 0.7443 0.7322 0.0122 1.6% 0.0014 0.2% 58% False False 2
20 0.7443 0.7254 0.0189 2.6% 0.0012 0.2% 73% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7442
1.618 0.7428
1.000 0.7419
0.618 0.7414
HIGH 0.7405
0.618 0.7400
0.500 0.7398
0.382 0.7396
LOW 0.7391
0.618 0.7382
1.000 0.7377
1.618 0.7368
2.618 0.7354
4.250 0.7332
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 0.7398 0.7417
PP 0.7396 0.7409
S1 0.7394 0.7400

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

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