CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 0.7436 0.7414 -0.0022 -0.3% 0.7407
High 0.7446 0.7415 -0.0031 -0.4% 0.7446
Low 0.7407 0.7365 -0.0042 -0.6% 0.7365
Close 0.7409 0.7366 -0.0043 -0.6% 0.7366
Range 0.0040 0.0051 0.0011 27.8% 0.0082
ATR 0.0027 0.0029 0.0002 6.3% 0.0000
Volume 327 154 -173 -52.9% 833
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7533 0.7500 0.7394
R3 0.7483 0.7450 0.7380
R2 0.7432 0.7432 0.7375
R1 0.7399 0.7399 0.7371 0.7391
PP 0.7382 0.7382 0.7382 0.7378
S1 0.7349 0.7349 0.7361 0.7340
S2 0.7331 0.7331 0.7357
S3 0.7281 0.7298 0.7352
S4 0.7230 0.7248 0.7338
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7637 0.7583 0.7411
R3 0.7555 0.7501 0.7388
R2 0.7474 0.7474 0.7381
R1 0.7420 0.7420 0.7373 0.7406
PP 0.7392 0.7392 0.7392 0.7385
S1 0.7338 0.7338 0.7359 0.7325
S2 0.7311 0.7311 0.7351
S3 0.7229 0.7257 0.7344
S4 0.7148 0.7175 0.7321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7446 0.7365 0.0082 1.1% 0.0040 0.5% 2% False True 166
10 0.7446 0.7365 0.0082 1.1% 0.0027 0.4% 2% False True 227
20 0.7464 0.7365 0.0100 1.4% 0.0021 0.3% 2% False True 133
40 0.7495 0.7365 0.0130 1.8% 0.0019 0.3% 1% False True 87
60 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 1% False True 64
80 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 1% False True 54
100 0.7602 0.7237 0.0366 5.0% 0.0016 0.2% 35% False False 45
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 0.7630
2.618 0.7547
1.618 0.7497
1.000 0.7466
0.618 0.7446
HIGH 0.7415
0.618 0.7396
0.500 0.7390
0.382 0.7384
LOW 0.7365
0.618 0.7333
1.000 0.7314
1.618 0.7283
2.618 0.7232
4.250 0.7150
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 0.7390 0.7405
PP 0.7382 0.7392
S1 0.7374 0.7379

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

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