CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 0.7423 0.7437 0.0014 0.2% 0.7430
High 0.7426 0.7447 0.0021 0.3% 0.7455
Low 0.7421 0.7437 0.0016 0.2% 0.7407
Close 0.7421 0.7461 0.0040 0.5% 0.7461
Range 0.0005 0.0011 0.0006 110.0% 0.0048
ATR 0.0026 0.0026 0.0000 -0.1% 0.0000
Volume 43 19 -24 -55.8% 77
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7480 0.7481 0.7466
R3 0.7469 0.7470 0.7463
R2 0.7459 0.7459 0.7462
R1 0.7460 0.7460 0.7461 0.7459
PP 0.7448 0.7448 0.7448 0.7448
S1 0.7449 0.7449 0.7460 0.7449
S2 0.7438 0.7438 0.7459
S3 0.7427 0.7439 0.7458
S4 0.7417 0.7428 0.7455
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7585 0.7571 0.7487
R3 0.7537 0.7523 0.7474
R2 0.7489 0.7489 0.7469
R1 0.7475 0.7475 0.7465 0.7482
PP 0.7441 0.7441 0.7441 0.7444
S1 0.7427 0.7427 0.7456 0.7434
S2 0.7393 0.7393 0.7452
S3 0.7345 0.7379 0.7447
S4 0.7297 0.7331 0.7434
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% 0.0017 0.2% 52% False False 16
10 0.7537 0.7407 0.0130 1.7% 0.0019 0.3% 41% False False 13
20 0.7602 0.7407 0.0195 2.6% 0.0018 0.2% 27% False False 13
40 0.7602 0.7322 0.0281 3.8% 0.0016 0.2% 50% False False 16
60 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 61% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7474
1.618 0.7464
1.000 0.7458
0.618 0.7453
HIGH 0.7447
0.618 0.7443
0.500 0.7442
0.382 0.7441
LOW 0.7437
0.618 0.7430
1.000 0.7426
1.618 0.7420
2.618 0.7409
4.250 0.7392
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 0.7454 0.7449
PP 0.7448 0.7438
S1 0.7442 0.7427

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

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