CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 0.7442 0.7420 -0.0022 -0.3% 0.7416
High 0.7443 0.7423 -0.0020 -0.3% 0.7443
Low 0.7426 0.7418 -0.0008 -0.1% 0.7415
Close 0.7429 0.7422 -0.0007 -0.1% 0.7429
Range 0.0017 0.0005 -0.0012 -70.6% 0.0028
ATR 0.0022 0.0021 -0.0001 -3.8% 0.0000
Volume 66 46 -20 -30.3% 229
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7436 0.7434 0.7424
R3 0.7431 0.7429 0.7423
R2 0.7426 0.7426 0.7422
R1 0.7424 0.7424 0.7422 0.7425
PP 0.7421 0.7421 0.7421 0.7421
S1 0.7419 0.7419 0.7421 0.7420
S2 0.7416 0.7416 0.7421
S3 0.7411 0.7414 0.7420
S4 0.7406 0.7409 0.7419
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7513 0.7499 0.7444
R3 0.7485 0.7471 0.7436
R2 0.7457 0.7457 0.7434
R1 0.7443 0.7443 0.7431 0.7450
PP 0.7429 0.7429 0.7429 0.7432
S1 0.7415 0.7415 0.7426 0.7422
S2 0.7401 0.7401 0.7423
S3 0.7373 0.7387 0.7421
S4 0.7345 0.7359 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7415 0.0028 0.4% 0.0007 0.1% 25% False False 55
10 0.7447 0.7378 0.0069 0.9% 0.0013 0.2% 63% False False 58
20 0.7495 0.7378 0.0117 1.6% 0.0015 0.2% 37% False False 43
40 0.7602 0.7378 0.0224 3.0% 0.0015 0.2% 19% False False 31
60 0.7602 0.7377 0.0226 3.0% 0.0016 0.2% 20% False False 28
80 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 51% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7436
1.618 0.7431
1.000 0.7428
0.618 0.7426
HIGH 0.7423
0.618 0.7421
0.500 0.7421
0.382 0.7420
LOW 0.7418
0.618 0.7415
1.000 0.7413
1.618 0.7410
2.618 0.7405
4.250 0.7397
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 0.7421 0.7430
PP 0.7421 0.7427
S1 0.7421 0.7424

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

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