CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 0.7379 0.7395 0.0016 0.2% 0.7415
High 0.7386 0.7436 0.0050 0.7% 0.7415
Low 0.7379 0.7393 0.0014 0.2% 0.7381
Close 0.7386 0.7436 0.0050 0.7% 0.7394
Range 0.0008 0.0044 0.0036 480.0% 0.0034
ATR 0.0021 0.0023 0.0002 9.9% 0.0000
Volume 1 91 90 9,000.0% 32
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7552 0.7538 0.7460
R3 0.7509 0.7494 0.7448
R2 0.7465 0.7465 0.7444
R1 0.7451 0.7451 0.7440 0.7458
PP 0.7422 0.7422 0.7422 0.7425
S1 0.7407 0.7407 0.7432 0.7414
S2 0.7378 0.7378 0.7428
S3 0.7335 0.7364 0.7424
S4 0.7291 0.7320 0.7412
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 0.7436 0.7379 0.0058 0.8% 0.0016 0.2% 100% True False 20
10 0.7443 0.7377 0.0067 0.9% 0.0013 0.2% 89% False False 12
20 0.7443 0.7296 0.0147 2.0% 0.0013 0.2% 95% False False 8
40 0.7443 0.7237 0.0207 2.8% 0.0012 0.2% 97% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7621
2.618 0.7550
1.618 0.7506
1.000 0.7480
0.618 0.7463
HIGH 0.7436
0.618 0.7419
0.500 0.7414
0.382 0.7409
LOW 0.7393
0.618 0.7366
1.000 0.7349
1.618 0.7322
2.618 0.7279
4.250 0.7208
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 0.7429 0.7426
PP 0.7422 0.7417
S1 0.7414 0.7407

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

View Archives - Comment on this page... - Back to Index of Symbols