CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 25-Mar-2024
Day Change Summary
Previous Current
22-Mar-2024 25-Mar-2024 Change Change % Previous Week
Open 0.7414 0.7379 -0.0036 -0.5% 0.7407
High 0.7415 0.7383 -0.0032 -0.4% 0.7446
Low 0.7365 0.7378 0.0013 0.2% 0.7365
Close 0.7366 0.7381 0.0015 0.2% 0.7366
Range 0.0051 0.0006 -0.0045 -89.1% 0.0082
ATR 0.0029 0.0028 -0.0001 -2.9% 0.0000
Volume 154 36 -118 -76.6% 833
Daily Pivots for day following 25-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7397 0.7395 0.7384
R3 0.7392 0.7389 0.7383
R2 0.7386 0.7386 0.7382
R1 0.7384 0.7384 0.7382 0.7385
PP 0.7381 0.7381 0.7381 0.7381
S1 0.7378 0.7378 0.7380 0.7379
S2 0.7375 0.7375 0.7380
S3 0.7370 0.7373 0.7379
S4 0.7364 0.7367 0.7378
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% 20% False False 165
10 0.7446 0.7365 0.0082 1.1% 0.0027 0.4% 20% False False 167
20 0.7464 0.7365 0.0100 1.3% 0.0021 0.3% 17% False False 133
40 0.7495 0.7365 0.0130 1.8% 0.0018 0.2% 13% False False 88
60 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 7% False False 65
80 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 7% False False 55
100 0.7602 0.7237 0.0366 5.0% 0.0016 0.2% 40% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7397
1.618 0.7392
1.000 0.7389
0.618 0.7386
HIGH 0.7383
0.618 0.7381
0.500 0.7380
0.382 0.7380
LOW 0.7378
0.618 0.7374
1.000 0.7372
1.618 0.7369
2.618 0.7363
4.250 0.7354
Fisher Pivots for day following 25-Mar-2024
Pivot 1 day 3 day
R1 0.7381 0.7405
PP 0.7381 0.7397
S1 0.7380 0.7389

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

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