CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 0.7520 0.7531 0.0012 0.2% 0.7399
High 0.7526 0.7534 0.0008 0.1% 0.7518
Low 0.7519 0.7503 -0.0017 -0.2% 0.7379
Close 0.7526 0.7522 -0.0004 -0.1% 0.7508
Range 0.0007 0.0031 0.0025 376.9% 0.0140
ATR 0.0025 0.0026 0.0000 1.6% 0.0000
Volume 6 83 77 1,283.3% 332
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7612 0.7598 0.7539
R3 0.7581 0.7567 0.7530
R2 0.7550 0.7550 0.7527
R1 0.7536 0.7536 0.7524 0.7528
PP 0.7519 0.7519 0.7519 0.7515
S1 0.7505 0.7505 0.7519 0.7497
S2 0.7488 0.7488 0.7516
S3 0.7457 0.7474 0.7513
S4 0.7426 0.7443 0.7504
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 0.7534 0.7437 0.0097 1.3% 0.0021 0.3% 88% True False 66
10 0.7534 0.7379 0.0155 2.1% 0.0018 0.2% 92% True False 43
20 0.7534 0.7328 0.0206 2.7% 0.0016 0.2% 94% True False 23
40 0.7534 0.7237 0.0297 3.9% 0.0014 0.2% 96% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7665
2.618 0.7615
1.618 0.7584
1.000 0.7565
0.618 0.7553
HIGH 0.7534
0.618 0.7522
0.500 0.7518
0.382 0.7514
LOW 0.7503
0.618 0.7483
1.000 0.7472
1.618 0.7452
2.618 0.7421
4.250 0.7371
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 0.7520 0.7518
PP 0.7519 0.7515
S1 0.7518 0.7512

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

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