CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 0.7407 0.7423 0.0016 0.2% 0.7485
High 0.7415 0.7426 0.0012 0.2% 0.7512
Low 0.7407 0.7421 0.0014 0.2% 0.7465
Close 0.7415 0.7421 0.0007 0.1% 0.7479
Range 0.0008 0.0005 -0.0003 -33.3% 0.0047
ATR 0.0028 0.0026 -0.0001 -4.2% 0.0000
Volume 7 43 36 514.3% 53
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7438 0.7434 0.7424
R3 0.7433 0.7429 0.7422
R2 0.7428 0.7428 0.7422
R1 0.7424 0.7424 0.7421 0.7424
PP 0.7423 0.7423 0.7423 0.7422
S1 0.7419 0.7419 0.7421 0.7419
S2 0.7418 0.7418 0.7420
S3 0.7413 0.7414 0.7420
S4 0.7408 0.7409 0.7418
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 0.7407 0.0103 1.4% 0.0022 0.3% 14% False False 14
10 0.7537 0.7407 0.0130 1.7% 0.0018 0.2% 11% False False 11
20 0.7602 0.7407 0.0195 2.6% 0.0018 0.2% 7% False False 13
40 0.7602 0.7311 0.0292 3.9% 0.0016 0.2% 38% False False 16
60 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 50% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7447
2.618 0.7439
1.618 0.7434
1.000 0.7431
0.618 0.7429
HIGH 0.7426
0.618 0.7424
0.500 0.7424
0.382 0.7423
LOW 0.7421
0.618 0.7418
1.000 0.7416
1.618 0.7413
2.618 0.7408
4.250 0.7400
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 0.7424 0.7431
PP 0.7423 0.7428
S1 0.7422 0.7424

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

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