CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 0.7400 0.7385 -0.0016 -0.2% 0.7420
High 0.7406 0.7402 -0.0004 0.0% 0.7423
Low 0.7386 0.7374 -0.0012 -0.2% 0.7374
Close 0.7386 0.7396 0.0010 0.1% 0.7396
Range 0.0020 0.0028 0.0009 43.6% 0.0049
ATR 0.0022 0.0022 0.0000 2.1% 0.0000
Volume 30 119 89 296.7% 249
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7475 0.7463 0.7411
R3 0.7447 0.7435 0.7403
R2 0.7419 0.7419 0.7401
R1 0.7407 0.7407 0.7398 0.7413
PP 0.7391 0.7391 0.7391 0.7393
S1 0.7379 0.7379 0.7393 0.7385
S2 0.7363 0.7363 0.7390
S3 0.7335 0.7351 0.7388
S4 0.7307 0.7323 0.7380
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7545 0.7519 0.7422
R3 0.7496 0.7470 0.7409
R2 0.7447 0.7447 0.7404
R1 0.7421 0.7421 0.7400 0.7409
PP 0.7398 0.7398 0.7398 0.7392
S1 0.7372 0.7372 0.7391 0.7360
S2 0.7349 0.7349 0.7387
S3 0.7300 0.7323 0.7382
S4 0.7251 0.7274 0.7369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7423 0.7374 0.0049 0.7% 0.0015 0.2% 44% False True 49
10 0.7446 0.7374 0.0072 1.0% 0.0012 0.2% 30% False True 49
20 0.7495 0.7374 0.0121 1.6% 0.0015 0.2% 18% False True 47
40 0.7537 0.7374 0.0163 2.2% 0.0016 0.2% 13% False True 35
60 0.7602 0.7374 0.0228 3.1% 0.0016 0.2% 9% False True 32
80 0.7602 0.7254 0.0348 4.7% 0.0015 0.2% 41% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7521
2.618 0.7475
1.618 0.7447
1.000 0.7430
0.618 0.7419
HIGH 0.7402
0.618 0.7391
0.500 0.7388
0.382 0.7385
LOW 0.7374
0.618 0.7357
1.000 0.7346
1.618 0.7329
2.618 0.7301
4.250 0.7255
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 0.7393 0.7394
PP 0.7391 0.7392
S1 0.7388 0.7390

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

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