CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 0.7497 0.7500 0.0004 0.0% 0.7528
High 0.7497 0.7505 0.0009 0.1% 0.7537
Low 0.7496 0.7465 -0.0031 -0.4% 0.7496
Close 0.7496 0.7485 -0.0012 -0.2% 0.7504
Range 0.0001 0.0040 0.0040 7,900.0% 0.0041
ATR 0.0025 0.0026 0.0001 4.4% 0.0000
Volume 2 13 11 550.0% 9
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7605 0.7585 0.7507
R3 0.7565 0.7545 0.7496
R2 0.7525 0.7525 0.7492
R1 0.7505 0.7505 0.7488 0.7495
PP 0.7485 0.7485 0.7485 0.7480
S1 0.7465 0.7465 0.7481 0.7455
S2 0.7445 0.7445 0.7477
S3 0.7405 0.7425 0.7474
S4 0.7365 0.7385 0.7463
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7634 0.7609 0.7526
R3 0.7593 0.7569 0.7515
R2 0.7553 0.7553 0.7511
R1 0.7528 0.7528 0.7508 0.7520
PP 0.7512 0.7512 0.7512 0.7508
S1 0.7488 0.7488 0.7500 0.7480
S2 0.7472 0.7472 0.7497
S3 0.7431 0.7447 0.7493
S4 0.7391 0.7407 0.7482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7537 0.7465 0.0072 1.0% 0.0022 0.3% 27% False True 10
10 0.7602 0.7465 0.0137 1.8% 0.0016 0.2% 14% False True 9
20 0.7602 0.7393 0.0210 2.8% 0.0020 0.3% 44% False False 26
40 0.7602 0.7296 0.0306 4.1% 0.0015 0.2% 62% False False 15
60 0.7602 0.7237 0.0366 4.9% 0.0014 0.2% 68% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7675
2.618 0.7610
1.618 0.7570
1.000 0.7545
0.618 0.7530
HIGH 0.7505
0.618 0.7490
0.500 0.7485
0.382 0.7480
LOW 0.7465
0.618 0.7440
1.000 0.7425
1.618 0.7400
2.618 0.7360
4.250 0.7295
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 0.7485 0.7485
PP 0.7485 0.7485
S1 0.7485 0.7485

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

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