CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 0.7562 0.7590 0.0028 0.4% 0.7499
High 0.7599 0.7592 -0.0007 -0.1% 0.7582
Low 0.7562 0.7590 0.0028 0.4% 0.7490
Close 0.7599 0.7592 -0.0007 -0.1% 0.7564
Range 0.0037 0.0002 -0.0035 -95.9% 0.0092
ATR 0.0027 0.0026 -0.0001 -4.9% 0.0000
Volume 1 1 0 0.0% 114
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7596 0.7595 0.7592
R3 0.7594 0.7594 0.7592
R2 0.7593 0.7593 0.7592
R1 0.7592 0.7592 0.7592 0.7592
PP 0.7591 0.7591 0.7591 0.7591
S1 0.7591 0.7591 0.7591 0.7591
S2 0.7590 0.7590 0.7591
S3 0.7588 0.7589 0.7591
S4 0.7587 0.7588 0.7591
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% 0.0024 0.3% 93% False False 21
10 0.7599 0.7393 0.0206 2.7% 0.0024 0.3% 97% False False 44
20 0.7599 0.7377 0.0222 2.9% 0.0016 0.2% 97% False False 24
40 0.7599 0.7237 0.0362 4.8% 0.0015 0.2% 98% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7595
1.618 0.7594
1.000 0.7593
0.618 0.7592
HIGH 0.7592
0.618 0.7591
0.500 0.7591
0.382 0.7591
LOW 0.7590
0.618 0.7589
1.000 0.7589
1.618 0.7588
2.618 0.7586
4.250 0.7584
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 0.7591 0.7586
PP 0.7591 0.7580
S1 0.7591 0.7574

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

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