CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 0.7531 0.7535 0.0004 0.1% 0.7399
High 0.7534 0.7549 0.0016 0.2% 0.7518
Low 0.7503 0.7534 0.0032 0.4% 0.7379
Close 0.7522 0.7549 0.0028 0.4% 0.7508
Range 0.0031 0.0015 -0.0016 -51.6% 0.0140
ATR 0.0026 0.0026 0.0000 0.5% 0.0000
Volume 83 17 -66 -79.5% 332
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7589 0.7584 0.7557
R3 0.7574 0.7569 0.7553
R2 0.7559 0.7559 0.7552
R1 0.7554 0.7554 0.7550 0.7557
PP 0.7544 0.7544 0.7544 0.7545
S1 0.7539 0.7539 0.7548 0.7542
S2 0.7529 0.7529 0.7546
S3 0.7514 0.7524 0.7545
S4 0.7499 0.7509 0.7541
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 0.7549 0.7490 0.0059 0.8% 0.0014 0.2% 100% True False 23
10 0.7549 0.7379 0.0171 2.3% 0.0020 0.3% 100% True False 45
20 0.7549 0.7328 0.0221 2.9% 0.0016 0.2% 100% True False 24
40 0.7549 0.7237 0.0313 4.1% 0.0014 0.2% 100% True False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7613
2.618 0.7588
1.618 0.7573
1.000 0.7564
0.618 0.7558
HIGH 0.7549
0.618 0.7543
0.500 0.7542
0.382 0.7540
LOW 0.7534
0.618 0.7525
1.000 0.7519
1.618 0.7510
2.618 0.7495
4.250 0.7470
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 0.7547 0.7541
PP 0.7544 0.7534
S1 0.7542 0.7526

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

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