CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 0.7395 0.7399 0.0004 0.1% 0.7415
High 0.7409 0.7399 -0.0010 -0.1% 0.7415
Low 0.7381 0.7399 0.0018 0.2% 0.7381
Close 0.7394 0.7399 0.0006 0.1% 0.7394
Range 0.0028 0.0000 -0.0028 -100.0% 0.0034
ATR 0.0022 0.0021 -0.0001 -5.4% 0.0000
Volume 10 0 -10 -100.0% 32
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7399 0.7399 0.7399
R3 0.7399 0.7399 0.7399
R2 0.7399 0.7399 0.7399
R1 0.7399 0.7399 0.7399 0.7399
PP 0.7399 0.7399 0.7399 0.7399
S1 0.7399 0.7399 0.7399 0.7399
S2 0.7399 0.7399 0.7399
S3 0.7399 0.7399 0.7399
S4 0.7399 0.7399 0.7399
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7497 0.7479 0.7412
R3 0.7463 0.7445 0.7403
R2 0.7430 0.7430 0.7400
R1 0.7412 0.7412 0.7397 0.7404
PP 0.7396 0.7396 0.7396 0.7393
S1 0.7378 0.7378 0.7390 0.7371
S2 0.7363 0.7363 0.7387
S3 0.7329 0.7345 0.7384
S4 0.7296 0.7311 0.7375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7409 0.7381 0.0028 0.4% 0.0008 0.1% 65% False False 6
10 0.7443 0.7377 0.0067 0.9% 0.0010 0.1% 34% False False 4
20 0.7443 0.7280 0.0163 2.2% 0.0010 0.1% 73% False False 3
40 0.7443 0.7237 0.0207 2.8% 0.0011 0.1% 79% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7399
2.618 0.7399
1.618 0.7399
1.000 0.7399
0.618 0.7399
HIGH 0.7399
0.618 0.7399
0.500 0.7399
0.382 0.7399
LOW 0.7399
0.618 0.7399
1.000 0.7399
1.618 0.7399
2.618 0.7399
4.250 0.7399
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 0.7399 0.7398
PP 0.7399 0.7396
S1 0.7399 0.7395

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

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