CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 0.7395 0.7437 0.0043 0.6% 0.7415
High 0.7436 0.7486 0.0050 0.7% 0.7415
Low 0.7393 0.7437 0.0045 0.6% 0.7381
Close 0.7436 0.7486 0.0050 0.7% 0.7394
Range 0.0044 0.0049 0.0006 12.6% 0.0034
ATR 0.0023 0.0025 0.0002 8.3% 0.0000
Volume 91 230 139 152.7% 32
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7617 0.7600 0.7513
R3 0.7568 0.7551 0.7499
R2 0.7519 0.7519 0.7495
R1 0.7502 0.7502 0.7490 0.7511
PP 0.7470 0.7470 0.7470 0.7474
S1 0.7453 0.7453 0.7482 0.7462
S2 0.7421 0.7421 0.7477
S3 0.7372 0.7404 0.7473
S4 0.7323 0.7355 0.7459
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 0.7486 0.7379 0.0108 1.4% 0.0026 0.3% 100% True False 66
10 0.7486 0.7379 0.0108 1.4% 0.0015 0.2% 100% True False 35
20 0.7486 0.7296 0.0190 2.5% 0.0015 0.2% 100% True False 19
40 0.7486 0.7237 0.0250 3.3% 0.0013 0.2% 100% True False 15
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 False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7694
2.618 0.7614
1.618 0.7565
1.000 0.7535
0.618 0.7516
HIGH 0.7486
0.618 0.7467
0.500 0.7462
0.382 0.7456
LOW 0.7437
0.618 0.7407
1.000 0.7388
1.618 0.7358
2.618 0.7309
4.250 0.7229
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 0.7478 0.7468
PP 0.7470 0.7450
S1 0.7462 0.7432

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

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