CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 0.7416 0.7441 0.0025 0.3% 0.7459
High 0.7436 0.7444 0.0009 0.1% 0.7495
Low 0.7415 0.7437 0.0023 0.3% 0.7444
Close 0.7433 0.7442 0.0009 0.1% 0.7445
Range 0.0021 0.0007 -0.0014 -66.7% 0.0051
ATR 0.0027 0.0025 -0.0001 -4.1% 0.0000
Volume 53 19 -34 -64.2% 181
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7462 0.7459 0.7445
R3 0.7455 0.7452 0.7443
R2 0.7448 0.7448 0.7443
R1 0.7445 0.7445 0.7442 0.7446
PP 0.7441 0.7441 0.7441 0.7442
S1 0.7438 0.7438 0.7441 0.7439
S2 0.7434 0.7434 0.7440
S3 0.7427 0.7431 0.7440
S4 0.7420 0.7424 0.7438
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 0.7405 0.0090 1.2% 0.0025 0.3% 41% False False 32
10 0.7495 0.7405 0.0090 1.2% 0.0020 0.3% 41% False False 28
20 0.7510 0.7405 0.0105 1.4% 0.0017 0.2% 35% False False 29
40 0.7602 0.7379 0.0224 3.0% 0.0018 0.2% 28% False False 27
60 0.7602 0.7254 0.0348 4.7% 0.0016 0.2% 54% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7474
2.618 0.7462
1.618 0.7455
1.000 0.7451
0.618 0.7448
HIGH 0.7444
0.618 0.7441
0.500 0.7441
0.382 0.7440
LOW 0.7437
0.618 0.7433
1.000 0.7430
1.618 0.7426
2.618 0.7419
4.250 0.7407
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 0.7441 0.7436
PP 0.7441 0.7430
S1 0.7441 0.7424

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

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