CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 0.7457 0.7440 -0.0018 -0.2% 0.7430
High 0.7457 0.7441 -0.0016 -0.2% 0.7455
Low 0.7438 0.7440 0.0002 0.0% 0.7407
Close 0.7438 0.7441 0.0003 0.0% 0.7461
Range 0.0019 0.0002 -0.0018 -92.1% 0.0048
ATR 0.0026 0.0024 -0.0002 -6.3% 0.0000
Volume 182 1 -181 -99.5% 77
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7445 0.7445 0.7442
R3 0.7444 0.7443 0.7441
R2 0.7442 0.7442 0.7441
R1 0.7442 0.7442 0.7441 0.7442
PP 0.7441 0.7441 0.7441 0.7441
S1 0.7440 0.7440 0.7441 0.7440
S2 0.7439 0.7439 0.7441
S3 0.7438 0.7439 0.7441
S4 0.7436 0.7437 0.7440
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% 0.0009 0.1% 68% False False 50
10 0.7510 0.7407 0.0103 1.4% 0.0015 0.2% 33% False False 28
20 0.7602 0.7407 0.0195 2.6% 0.0017 0.2% 17% False False 18
40 0.7602 0.7328 0.0274 3.7% 0.0017 0.2% 41% False False 21
60 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 56% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7447
2.618 0.7445
1.618 0.7443
1.000 0.7443
0.618 0.7442
HIGH 0.7441
0.618 0.7440
0.500 0.7440
0.382 0.7440
LOW 0.7440
0.618 0.7439
1.000 0.7438
1.618 0.7437
2.618 0.7436
4.250 0.7433
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 0.7441 0.7447
PP 0.7441 0.7445
S1 0.7440 0.7443

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

View Archives - Comment on this page... - Back to Index of Symbols