CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 0.7379 0.7383 0.0005 0.1% 0.7407
High 0.7383 0.7397 0.0014 0.2% 0.7446
Low 0.7378 0.7379 0.0001 0.0% 0.7365
Close 0.7381 0.7384 0.0003 0.0% 0.7366
Range 0.0006 0.0018 0.0013 227.3% 0.0082
ATR 0.0028 0.0027 -0.0001 -2.5% 0.0000
Volume 36 45 9 25.0% 833
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7440 0.7430 0.7393
R3 0.7422 0.7412 0.7388
R2 0.7404 0.7404 0.7387
R1 0.7394 0.7394 0.7385 0.7399
PP 0.7386 0.7386 0.7386 0.7389
S1 0.7376 0.7376 0.7382 0.7381
S2 0.7368 0.7368 0.7380
S3 0.7350 0.7358 0.7379
S4 0.7332 0.7340 0.7374
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% 0.0036 0.5% 23% False False 148
10 0.7446 0.7365 0.0082 1.1% 0.0027 0.4% 23% False False 155
20 0.7464 0.7365 0.0100 1.3% 0.0022 0.3% 19% False False 135
40 0.7495 0.7365 0.0130 1.8% 0.0019 0.3% 15% False False 88
60 0.7582 0.7365 0.0218 2.9% 0.0017 0.2% 9% False False 65
80 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 8% False False 55
100 0.7602 0.7237 0.0366 5.0% 0.0016 0.2% 40% 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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7444
1.618 0.7426
1.000 0.7415
0.618 0.7408
HIGH 0.7397
0.618 0.7390
0.500 0.7388
0.382 0.7385
LOW 0.7379
0.618 0.7367
1.000 0.7361
1.618 0.7349
2.618 0.7331
4.250 0.7302
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 0.7388 0.7390
PP 0.7386 0.7388
S1 0.7385 0.7386

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

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