CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-Dec-2023
Day Change Summary
Previous Current
28-Dec-2023 29-Dec-2023 Change Change % Previous Week
Open 0.7600 0.7570 -0.0030 -0.4% 0.7562
High 0.7602 0.7582 -0.0020 -0.3% 0.7602
Low 0.7581 0.7563 -0.0019 -0.2% 0.7562
Close 0.7581 0.7576 -0.0006 -0.1% 0.7576
Range 0.0021 0.0020 -0.0002 -7.1% 0.0040
ATR 0.0025 0.0025 0.0000 -1.7% 0.0000
Volume 16 15 -1 -6.3% 33
Daily Pivots for day following 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7632 0.7623 0.7586
R3 0.7612 0.7604 0.7581
R2 0.7593 0.7593 0.7579
R1 0.7584 0.7584 0.7577 0.7589
PP 0.7573 0.7573 0.7573 0.7576
S1 0.7565 0.7565 0.7574 0.7569
S2 0.7554 0.7554 0.7572
S3 0.7534 0.7545 0.7570
S4 0.7515 0.7526 0.7565
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 0.7700 0.7678 0.7598
R3 0.7660 0.7638 0.7587
R2 0.7620 0.7620 0.7583
R1 0.7598 0.7598 0.7579 0.7609
PP 0.7580 0.7580 0.7580 0.7585
S1 0.7558 0.7558 0.7572 0.7569
S2 0.7540 0.7540 0.7568
S3 0.7500 0.7518 0.7565
S4 0.7460 0.7478 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7602 0.7549 0.0054 0.7% 0.0022 0.3% 50% False False 7
10 0.7602 0.7490 0.0112 1.5% 0.0018 0.2% 76% False False 15
20 0.7602 0.7379 0.0224 3.0% 0.0017 0.2% 88% False False 25
40 0.7602 0.7254 0.0348 4.6% 0.0015 0.2% 92% False 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 0.7665
2.618 0.7633
1.618 0.7614
1.000 0.7602
0.618 0.7594
HIGH 0.7582
0.618 0.7575
0.500 0.7572
0.382 0.7570
LOW 0.7563
0.618 0.7550
1.000 0.7543
1.618 0.7531
2.618 0.7511
4.250 0.7480
Fisher Pivots for day following 29-Dec-2023
Pivot 1 day 3 day
R1 0.7574 0.7582
PP 0.7573 0.7580
S1 0.7572 0.7578

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

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