CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 07-Mar-2024
Day Change Summary
Previous Current
06-Mar-2024 07-Mar-2024 Change Change % Previous Week
Open 0.7415 0.7444 0.0029 0.4% 0.7420
High 0.7420 0.7451 0.0031 0.4% 0.7423
Low 0.7415 0.7444 0.0029 0.4% 0.7374
Close 0.7418 0.7451 0.0033 0.4% 0.7396
Range 0.0006 0.0007 0.0002 27.3% 0.0049
ATR 0.0023 0.0024 0.0001 3.2% 0.0000
Volume 10 2 -8 -80.0% 249
Daily Pivots for day following 07-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7469 0.7467 0.7454
R3 0.7462 0.7460 0.7452
R2 0.7455 0.7455 0.7452
R1 0.7453 0.7453 0.7451 0.7454
PP 0.7448 0.7448 0.7448 0.7449
S1 0.7446 0.7446 0.7450 0.7447
S2 0.7441 0.7441 0.7449
S3 0.7434 0.7439 0.7449
S4 0.7427 0.7432 0.7447
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 0.7451 0.7373 0.0078 1.0% 0.0015 0.2% 100% True False 44
10 0.7451 0.7373 0.0078 1.0% 0.0013 0.2% 100% True False 42
20 0.7451 0.7373 0.0078 1.0% 0.0013 0.2% 100% True False 45
40 0.7510 0.7373 0.0137 1.8% 0.0015 0.2% 57% False False 37
60 0.7602 0.7373 0.0230 3.1% 0.0016 0.2% 34% False False 33
80 0.7602 0.7254 0.0348 4.7% 0.0015 0.2% 56% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7480
2.618 0.7469
1.618 0.7462
1.000 0.7458
0.618 0.7455
HIGH 0.7451
0.618 0.7448
0.500 0.7447
0.382 0.7446
LOW 0.7444
0.618 0.7439
1.000 0.7437
1.618 0.7432
2.618 0.7425
4.250 0.7414
Fisher Pivots for day following 07-Mar-2024
Pivot 1 day 3 day
R1 0.7449 0.7438
PP 0.7448 0.7425
S1 0.7447 0.7412

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

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