CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Feb-2024
Day Change Summary
Previous Current
31-Jan-2024 01-Feb-2024 Change Change % Previous Week
Open 0.7490 0.7466 -0.0024 -0.3% 0.7457
High 0.7490 0.7493 0.0003 0.0% 0.7467
Low 0.7476 0.7466 -0.0010 -0.1% 0.7410
Close 0.7476 0.7484 0.0008 0.1% 0.7452
Range 0.0014 0.0027 0.0013 92.9% 0.0057
ATR 0.0023 0.0023 0.0000 1.3% 0.0000
Volume 7 7 0 0.0% 218
Daily Pivots for day following 01-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7562 0.7550 0.7499
R3 0.7535 0.7523 0.7491
R2 0.7508 0.7508 0.7489
R1 0.7496 0.7496 0.7486 0.7502
PP 0.7481 0.7481 0.7481 0.7484
S1 0.7469 0.7469 0.7482 0.7475
S2 0.7454 0.7454 0.7479
S3 0.7427 0.7442 0.7477
S4 0.7400 0.7415 0.7469
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 0.7612 0.7589 0.7483
R3 0.7556 0.7532 0.7468
R2 0.7499 0.7499 0.7462
R1 0.7476 0.7476 0.7457 0.7459
PP 0.7443 0.7443 0.7443 0.7435
S1 0.7419 0.7419 0.7447 0.7403
S2 0.7386 0.7386 0.7442
S3 0.7330 0.7363 0.7436
S4 0.7273 0.7306 0.7421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7493 0.7435 0.0059 0.8% 0.0019 0.3% 85% True False 24
10 0.7493 0.7410 0.0083 1.1% 0.0014 0.2% 89% True False 35
20 0.7537 0.7407 0.0130 1.7% 0.0016 0.2% 59% False False 23
40 0.7602 0.7379 0.0224 3.0% 0.0017 0.2% 47% False False 24
60 0.7602 0.7254 0.0348 4.6% 0.0015 0.2% 66% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7564
1.618 0.7537
1.000 0.7520
0.618 0.7510
HIGH 0.7493
0.618 0.7483
0.500 0.7480
0.382 0.7476
LOW 0.7466
0.618 0.7449
1.000 0.7439
1.618 0.7422
2.618 0.7395
4.250 0.7351
Fisher Pivots for day following 01-Feb-2024
Pivot 1 day 3 day
R1 0.7483 0.7482
PP 0.7481 0.7479
S1 0.7480 0.7477

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

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