CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 0.7582 0.7562 -0.0020 -0.3% 0.7499
High 0.7582 0.7599 0.0017 0.2% 0.7582
Low 0.7549 0.7562 0.0014 0.2% 0.7490
Close 0.7564 0.7599 0.0035 0.5% 0.7564
Range 0.0034 0.0037 0.0003 9.0% 0.0092
ATR 0.0026 0.0027 0.0001 2.7% 0.0000
Volume 6 1 -5 -83.3% 114
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7696 0.7684 0.7619
R3 0.7659 0.7647 0.7609
R2 0.7623 0.7623 0.7605
R1 0.7611 0.7611 0.7602 0.7617
PP 0.7586 0.7586 0.7586 0.7589
S1 0.7574 0.7574 0.7595 0.7580
S2 0.7550 0.7550 0.7592
S3 0.7513 0.7538 0.7588
S4 0.7477 0.7501 0.7578
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7821 0.7785 0.7615
R3 0.7729 0.7693 0.7589
R2 0.7637 0.7637 0.7581
R1 0.7601 0.7601 0.7572 0.7619
PP 0.7545 0.7545 0.7545 0.7555
S1 0.7509 0.7509 0.7556 0.7527
S2 0.7453 0.7453 0.7547
S3 0.7361 0.7417 0.7539
S4 0.7269 0.7325 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7503 0.0096 1.3% 0.0025 0.3% 100% True False 22
10 0.7599 0.7379 0.0220 2.9% 0.0024 0.3% 100% True False 44
20 0.7599 0.7377 0.0222 2.9% 0.0017 0.2% 100% True False 24
40 0.7599 0.7237 0.0362 4.8% 0.0015 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 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7694
1.618 0.7658
1.000 0.7635
0.618 0.7621
HIGH 0.7599
0.618 0.7585
0.500 0.7580
0.382 0.7576
LOW 0.7562
0.618 0.7539
1.000 0.7526
1.618 0.7503
2.618 0.7466
4.250 0.7407
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 0.7592 0.7588
PP 0.7586 0.7577
S1 0.7580 0.7566

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

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