CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 0.7437 0.7457 0.0021 0.3% 0.7430
High 0.7447 0.7457 0.0010 0.1% 0.7455
Low 0.7437 0.7438 0.0002 0.0% 0.7407
Close 0.7461 0.7438 -0.0023 -0.3% 0.7461
Range 0.0011 0.0019 0.0009 81.0% 0.0048
ATR 0.0026 0.0026 0.0000 -1.1% 0.0000
Volume 19 182 163 857.9% 77
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7501 0.7489 0.7448
R3 0.7482 0.7470 0.7443
R2 0.7463 0.7463 0.7441
R1 0.7451 0.7451 0.7440 0.7448
PP 0.7444 0.7444 0.7444 0.7443
S1 0.7432 0.7432 0.7436 0.7429
S2 0.7425 0.7425 0.7435
S3 0.7406 0.7413 0.7433
S4 0.7387 0.7394 0.7428
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 0.7457 0.7407 0.0050 0.7% 0.0014 0.2% 62% True False 51
10 0.7512 0.7407 0.0105 1.4% 0.0017 0.2% 30% False False 31
20 0.7602 0.7407 0.0195 2.6% 0.0018 0.2% 16% False False 18
40 0.7602 0.7328 0.0274 3.7% 0.0017 0.2% 40% False False 21
60 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 55% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7538
2.618 0.7507
1.618 0.7488
1.000 0.7476
0.618 0.7469
HIGH 0.7457
0.618 0.7450
0.500 0.7448
0.382 0.7445
LOW 0.7438
0.618 0.7426
1.000 0.7419
1.618 0.7407
2.618 0.7388
4.250 0.7357
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 0.7448 0.7439
PP 0.7444 0.7439
S1 0.7441 0.7438

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

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