CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 0.7505 0.7430 -0.0075 -1.0% 0.7485
High 0.7510 0.7455 -0.0055 -0.7% 0.7512
Low 0.7479 0.7427 -0.0052 -0.7% 0.7465
Close 0.7479 0.7430 -0.0049 -0.7% 0.7479
Range 0.0031 0.0029 -0.0003 -8.1% 0.0047
ATR 0.0026 0.0028 0.0002 7.1% 0.0000
Volume 3 8 5 166.7% 53
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7523 0.7505 0.7445
R3 0.7494 0.7476 0.7437
R2 0.7466 0.7466 0.7435
R1 0.7448 0.7448 0.7432 0.7442
PP 0.7437 0.7437 0.7437 0.7434
S1 0.7419 0.7419 0.7427 0.7414
S2 0.7409 0.7409 0.7424
S3 0.7380 0.7391 0.7422
S4 0.7352 0.7362 0.7414
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7625 0.7598 0.7504
R3 0.7578 0.7552 0.7491
R2 0.7532 0.7532 0.7487
R1 0.7505 0.7505 0.7483 0.7495
PP 0.7485 0.7485 0.7485 0.7480
S1 0.7459 0.7459 0.7474 0.7449
S2 0.7439 0.7439 0.7470
S3 0.7392 0.7412 0.7466
S4 0.7346 0.7366 0.7453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7510 0.7427 0.0083 1.1% 0.0021 0.3% 4% False True 7
10 0.7537 0.7427 0.0110 1.5% 0.0018 0.2% 3% False True 7
20 0.7602 0.7427 0.0176 2.4% 0.0018 0.2% 2% False True 11
40 0.7602 0.7296 0.0306 4.1% 0.0017 0.2% 44% False False 15
60 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 53% False False 13
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7530
1.618 0.7501
1.000 0.7484
0.618 0.7473
HIGH 0.7455
0.618 0.7444
0.500 0.7441
0.382 0.7437
LOW 0.7427
0.618 0.7409
1.000 0.7398
1.618 0.7380
2.618 0.7352
4.250 0.7305
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 0.7441 0.7468
PP 0.7437 0.7455
S1 0.7433 0.7442

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

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