CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 0.7528 0.7510 -0.0018 -0.2% 0.7562
High 0.7534 0.7510 -0.0024 -0.3% 0.7602
Low 0.7523 0.7510 -0.0014 -0.2% 0.7562
Close 0.7525 0.7510 -0.0015 -0.2% 0.7576
Range 0.0011 0.0001 -0.0010 -95.2% 0.0040
ATR 0.0027 0.0026 -0.0001 -3.0% 0.0000
Volume 3 1 -2 -66.7% 33
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7511 0.7511 0.7510
R3 0.7511 0.7511 0.7510
R2 0.7510 0.7510 0.7510
R1 0.7510 0.7510 0.7510 0.7510
PP 0.7510 0.7510 0.7510 0.7510
S1 0.7510 0.7510 0.7510 0.7510
S2 0.7509 0.7509 0.7510
S3 0.7509 0.7509 0.7510
S4 0.7508 0.7509 0.7510
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 0.7510 0.0093 1.2% 0.0011 0.1% 1% False True 7
10 0.7602 0.7503 0.0100 1.3% 0.0018 0.2% 8% False False 14
20 0.7602 0.7379 0.0224 3.0% 0.0017 0.2% 59% False False 25
40 0.7602 0.7254 0.0348 4.6% 0.0014 0.2% 74% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7512
2.618 0.7511
1.618 0.7511
1.000 0.7511
0.618 0.7510
HIGH 0.7510
0.618 0.7510
0.500 0.7510
0.382 0.7510
LOW 0.7510
0.618 0.7509
1.000 0.7509
1.618 0.7509
2.618 0.7508
4.250 0.7507
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 0.7510 0.7546
PP 0.7510 0.7534
S1 0.7510 0.7522

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

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