CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 0.7386 0.7415 0.0029 0.4% 0.7420
High 0.7392 0.7420 0.0028 0.4% 0.7423
Low 0.7373 0.7415 0.0042 0.6% 0.7374
Close 0.7378 0.7418 0.0040 0.5% 0.7396
Range 0.0020 0.0006 -0.0014 -71.8% 0.0049
ATR 0.0021 0.0023 0.0002 7.1% 0.0000
Volume 61 10 -51 -83.6% 249
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7434 0.7431 0.7421
R3 0.7428 0.7426 0.7419
R2 0.7423 0.7423 0.7419
R1 0.7420 0.7420 0.7418 0.7422
PP 0.7417 0.7417 0.7417 0.7418
S1 0.7415 0.7415 0.7417 0.7416
S2 0.7412 0.7412 0.7416
S3 0.7406 0.7409 0.7416
S4 0.7401 0.7404 0.7414
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 0.7420 0.7373 0.0048 0.6% 0.0017 0.2% 95% True False 50
10 0.7443 0.7373 0.0070 0.9% 0.0013 0.2% 64% False False 49
20 0.7449 0.7373 0.0076 1.0% 0.0013 0.2% 59% False False 46
40 0.7510 0.7373 0.0137 1.8% 0.0015 0.2% 33% False False 37
60 0.7602 0.7373 0.0230 3.1% 0.0017 0.2% 20% False False 33
80 0.7602 0.7254 0.0348 4.7% 0.0015 0.2% 47% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7443
2.618 0.7434
1.618 0.7429
1.000 0.7426
0.618 0.7423
HIGH 0.7420
0.618 0.7418
0.500 0.7417
0.382 0.7417
LOW 0.7415
0.618 0.7411
1.000 0.7409
1.618 0.7406
2.618 0.7400
4.250 0.7391
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 0.7417 0.7410
PP 0.7417 0.7403
S1 0.7417 0.7396

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

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