CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 0.7499 0.7520 0.0021 0.3% 0.7399
High 0.7499 0.7526 0.0027 0.4% 0.7518
Low 0.7490 0.7519 0.0029 0.4% 0.7379
Close 0.7496 0.7526 0.0030 0.4% 0.7508
Range 0.0009 0.0007 -0.0003 -27.8% 0.0140
ATR 0.0025 0.0025 0.0000 1.4% 0.0000
Volume 2 6 4 200.0% 332
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7543 0.7541 0.7529
R3 0.7536 0.7534 0.7527
R2 0.7530 0.7530 0.7527
R1 0.7528 0.7528 0.7526 0.7529
PP 0.7523 0.7523 0.7523 0.7524
S1 0.7521 0.7521 0.7525 0.7522
S2 0.7517 0.7517 0.7524
S3 0.7510 0.7515 0.7524
S4 0.7504 0.7508 0.7522
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7887 0.7837 0.7585
R3 0.7747 0.7697 0.7546
R2 0.7608 0.7608 0.7534
R1 0.7558 0.7558 0.7521 0.7583
PP 0.7468 0.7468 0.7468 0.7481
S1 0.7418 0.7418 0.7495 0.7443
S2 0.7329 0.7329 0.7482
S3 0.7189 0.7279 0.7470
S4 0.7050 0.7139 0.7431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7526 0.7393 0.0133 1.8% 0.0024 0.3% 100% True False 67
10 0.7526 0.7379 0.0147 2.0% 0.0015 0.2% 100% True False 36
20 0.7526 0.7322 0.0204 2.7% 0.0015 0.2% 100% True False 19
40 0.7526 0.7237 0.0289 3.8% 0.0013 0.2% 100% True False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7553
2.618 0.7543
1.618 0.7536
1.000 0.7532
0.618 0.7530
HIGH 0.7526
0.618 0.7523
0.500 0.7522
0.382 0.7521
LOW 0.7519
0.618 0.7515
1.000 0.7513
1.618 0.7508
2.618 0.7502
4.250 0.7491
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 0.7524 0.7520
PP 0.7523 0.7514
S1 0.7522 0.7508

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

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