CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 0.7433 0.7426 -0.0007 -0.1% 0.7389
High 0.7445 0.7426 -0.0019 -0.2% 0.7464
Low 0.7433 0.7409 -0.0024 -0.3% 0.7373
Close 0.7445 0.7409 -0.0036 -0.5% 0.7436
Range 0.0012 0.0018 0.0006 45.8% 0.0092
ATR 0.0022 0.0023 0.0001 4.5% 0.0000
Volume 315 102 -213 -67.6% 156
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7467 0.7455 0.7418
R3 0.7449 0.7438 0.7413
R2 0.7432 0.7432 0.7412
R1 0.7420 0.7420 0.7410 0.7417
PP 0.7414 0.7414 0.7414 0.7413
S1 0.7403 0.7403 0.7407 0.7400
S2 0.7397 0.7397 0.7405
S3 0.7379 0.7385 0.7404
S4 0.7362 0.7368 0.7399
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 0.7409 0.0056 0.7% 0.0018 0.2% 0% False True 252
10 0.7464 0.7373 0.0092 1.2% 0.0016 0.2% 39% False False 148
20 0.7464 0.7373 0.0092 1.2% 0.0014 0.2% 39% False False 96
40 0.7495 0.7373 0.0122 1.6% 0.0015 0.2% 30% False False 67
60 0.7602 0.7373 0.0230 3.1% 0.0016 0.2% 16% False False 49
80 0.7602 0.7296 0.0306 4.1% 0.0016 0.2% 37% False False 41
100 0.7602 0.7237 0.0366 4.9% 0.0015 0.2% 47% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7500
2.618 0.7472
1.618 0.7454
1.000 0.7444
0.618 0.7437
HIGH 0.7426
0.618 0.7419
0.500 0.7417
0.382 0.7415
LOW 0.7409
0.618 0.7398
1.000 0.7391
1.618 0.7380
2.618 0.7363
4.250 0.7334
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 0.7417 0.7427
PP 0.7414 0.7421
S1 0.7411 0.7415

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

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