CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 0.7385 0.7436 0.0051 0.7% 0.7426
High 0.7436 0.7446 0.0010 0.1% 0.7445
Low 0.7372 0.7407 0.0035 0.5% 0.7400
Close 0.7431 0.7409 -0.0022 -0.3% 0.7405
Range 0.0065 0.0040 -0.0025 -38.8% 0.0045
ATR 0.0026 0.0027 0.0001 3.7% 0.0000
Volume 179 327 148 82.7% 1,438
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7539 0.7513 0.7430
R3 0.7499 0.7474 0.7419
R2 0.7460 0.7460 0.7416
R1 0.7434 0.7434 0.7412 0.7427
PP 0.7420 0.7420 0.7420 0.7417
S1 0.7395 0.7395 0.7405 0.7388
S2 0.7381 0.7381 0.7401
S3 0.7341 0.7355 0.7398
S4 0.7302 0.7316 0.7387
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7551 0.7523 0.7429
R3 0.7506 0.7478 0.7417
R2 0.7461 0.7461 0.7413
R1 0.7433 0.7433 0.7409 0.7425
PP 0.7416 0.7416 0.7416 0.7412
S1 0.7388 0.7388 0.7400 0.7380
S2 0.7371 0.7371 0.7396
S3 0.7326 0.7343 0.7392
S4 0.7281 0.7298 0.7380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7446 0.7368 0.0078 1.1% 0.0034 0.5% 52% True False 180
10 0.7464 0.7368 0.0096 1.3% 0.0026 0.3% 42% False False 216
20 0.7464 0.7368 0.0096 1.3% 0.0020 0.3% 42% False False 129
40 0.7495 0.7368 0.0127 1.7% 0.0018 0.2% 32% False False 83
60 0.7602 0.7368 0.0234 3.2% 0.0017 0.2% 17% False False 62
80 0.7602 0.7368 0.0234 3.2% 0.0017 0.2% 17% False False 52
100 0.7602 0.7237 0.0366 4.9% 0.0016 0.2% 47% False False 43
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7614
2.618 0.7549
1.618 0.7510
1.000 0.7486
0.618 0.7470
HIGH 0.7446
0.618 0.7431
0.500 0.7426
0.382 0.7422
LOW 0.7407
0.618 0.7382
1.000 0.7367
1.618 0.7343
2.618 0.7303
4.250 0.7239
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 0.7426 0.7408
PP 0.7420 0.7408
S1 0.7414 0.7407

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

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