CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 0.7466 0.7445 -0.0022 -0.3% 0.7459
High 0.7493 0.7495 0.0002 0.0% 0.7495
Low 0.7466 0.7444 -0.0022 -0.3% 0.7444
Close 0.7484 0.7445 -0.0039 -0.5% 0.7445
Range 0.0027 0.0051 0.0024 87.0% 0.0051
ATR 0.0023 0.0025 0.0002 8.4% 0.0000
Volume 7 66 59 842.9% 181
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7613 0.7579 0.7473
R3 0.7562 0.7529 0.7459
R2 0.7512 0.7512 0.7454
R1 0.7478 0.7478 0.7450 0.7495
PP 0.7461 0.7461 0.7461 0.7470
S1 0.7428 0.7428 0.7440 0.7445
S2 0.7411 0.7411 0.7436
S3 0.7360 0.7377 0.7431
S4 0.7310 0.7327 0.7417
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7613 0.7579 0.7473
R3 0.7562 0.7529 0.7459
R2 0.7512 0.7512 0.7454
R1 0.7478 0.7478 0.7450 0.7470
PP 0.7461 0.7461 0.7461 0.7457
S1 0.7428 0.7428 0.7440 0.7419
S2 0.7411 0.7411 0.7436
S3 0.7360 0.7377 0.7431
S4 0.7310 0.7327 0.7417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7495 0.7444 0.0051 0.7% 0.0023 0.3% 2% True True 36
10 0.7495 0.7410 0.0085 1.1% 0.0018 0.2% 41% True False 39
20 0.7537 0.7407 0.0130 1.7% 0.0019 0.3% 29% False False 26
40 0.7602 0.7379 0.0224 3.0% 0.0017 0.2% 30% False False 25
60 0.7602 0.7254 0.0348 4.7% 0.0016 0.2% 55% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7709
2.618 0.7627
1.618 0.7576
1.000 0.7545
0.618 0.7526
HIGH 0.7495
0.618 0.7475
0.500 0.7469
0.382 0.7463
LOW 0.7444
0.618 0.7413
1.000 0.7394
1.618 0.7362
2.618 0.7312
4.250 0.7229
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 0.7469 0.7469
PP 0.7461 0.7461
S1 0.7453 0.7453

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

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