CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 0.7451 0.7426 -0.0025 -0.3% 0.7389
High 0.7464 0.7438 -0.0027 -0.4% 0.7464
Low 0.7430 0.7426 -0.0004 -0.1% 0.7373
Close 0.7436 0.7435 -0.0001 0.0% 0.7436
Range 0.0034 0.0012 -0.0023 -66.2% 0.0092
ATR 0.0024 0.0023 -0.0001 -3.8% 0.0000
Volume 51 632 581 1,139.2% 156
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7467 0.7463 0.7441
R3 0.7456 0.7451 0.7438
R2 0.7444 0.7444 0.7437
R1 0.7440 0.7440 0.7436 0.7442
PP 0.7433 0.7433 0.7433 0.7434
S1 0.7428 0.7428 0.7434 0.7431
S2 0.7421 0.7421 0.7433
S3 0.7410 0.7417 0.7432
S4 0.7398 0.7405 0.7429
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7699 0.7659 0.7486
R3 0.7607 0.7567 0.7461
R2 0.7516 0.7516 0.7452
R1 0.7476 0.7476 0.7444 0.7496
PP 0.7424 0.7424 0.7424 0.7434
S1 0.7384 0.7384 0.7427 0.7404
S2 0.7333 0.7333 0.7419
S3 0.7241 0.7293 0.7410
S4 0.7150 0.7201 0.7385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7373 0.0092 1.2% 0.0016 0.2% 68% False False 151
10 0.7464 0.7373 0.0092 1.2% 0.0016 0.2% 68% False False 99
20 0.7464 0.7373 0.0092 1.2% 0.0014 0.2% 68% False False 78
40 0.7510 0.7373 0.0137 1.8% 0.0015 0.2% 46% False False 53
60 0.7602 0.7373 0.0230 3.1% 0.0017 0.2% 27% False False 44
80 0.7602 0.7296 0.0306 4.1% 0.0015 0.2% 45% False False 34
100 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 54% False False 29
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7486
2.618 0.7468
1.618 0.7456
1.000 0.7449
0.618 0.7445
HIGH 0.7438
0.618 0.7433
0.500 0.7432
0.382 0.7430
LOW 0.7426
0.618 0.7419
1.000 0.7415
1.618 0.7407
2.618 0.7396
4.250 0.7377
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 0.7434 0.7445
PP 0.7433 0.7442
S1 0.7432 0.7438

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

View Archives - Comment on this page... - Back to Index of Symbols