CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 0.7420 0.7416 -0.0004 -0.1% 0.7416
High 0.7423 0.7416 -0.0007 -0.1% 0.7443
Low 0.7418 0.7413 -0.0006 -0.1% 0.7415
Close 0.7422 0.7413 -0.0009 -0.1% 0.7429
Range 0.0005 0.0004 -0.0002 -30.0% 0.0028
ATR 0.0021 0.0021 -0.0001 -4.1% 0.0000
Volume 46 11 -35 -76.1% 229
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7424 0.7422 0.7414
R3 0.7421 0.7418 0.7413
R2 0.7417 0.7417 0.7413
R1 0.7415 0.7415 0.7413 0.7414
PP 0.7414 0.7414 0.7414 0.7413
S1 0.7411 0.7411 0.7412 0.7411
S2 0.7410 0.7410 0.7412
S3 0.7407 0.7408 0.7412
S4 0.7403 0.7404 0.7411
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 0.7413 0.0030 0.4% 0.0007 0.1% 0% False True 41
10 0.7446 0.7378 0.0068 0.9% 0.0013 0.2% 51% False False 59
20 0.7495 0.7378 0.0117 1.6% 0.0015 0.2% 30% False False 42
40 0.7582 0.7378 0.0204 2.8% 0.0015 0.2% 17% False False 31
60 0.7602 0.7377 0.0226 3.0% 0.0016 0.2% 16% False False 29
80 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 48% False False 23
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7431
2.618 0.7425
1.618 0.7422
1.000 0.7420
0.618 0.7418
HIGH 0.7416
0.618 0.7415
0.500 0.7414
0.382 0.7414
LOW 0.7413
0.618 0.7410
1.000 0.7409
1.618 0.7407
2.618 0.7403
4.250 0.7398
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 0.7414 0.7428
PP 0.7414 0.7423
S1 0.7413 0.7418

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

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