CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 0.7383 0.7378 -0.0005 -0.1% 0.7407
High 0.7397 0.7390 -0.0007 -0.1% 0.7446
Low 0.7379 0.7369 -0.0010 -0.1% 0.7365
Close 0.7384 0.7385 0.0001 0.0% 0.7366
Range 0.0018 0.0022 0.0004 19.4% 0.0082
ATR 0.0027 0.0027 0.0000 -1.5% 0.0000
Volume 45 158 113 251.1% 833
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7446 0.7437 0.7396
R3 0.7424 0.7415 0.7390
R2 0.7403 0.7403 0.7388
R1 0.7394 0.7394 0.7386 0.7398
PP 0.7381 0.7381 0.7381 0.7383
S1 0.7372 0.7372 0.7383 0.7377
S2 0.7360 0.7360 0.7381
S3 0.7338 0.7351 0.7379
S4 0.7317 0.7329 0.7373
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% 0.0027 0.4% 25% False False 144
10 0.7446 0.7365 0.0082 1.1% 0.0028 0.4% 25% False False 139
20 0.7464 0.7365 0.0100 1.3% 0.0022 0.3% 20% False False 140
40 0.7495 0.7365 0.0130 1.8% 0.0019 0.3% 15% False False 90
60 0.7537 0.7365 0.0172 2.3% 0.0017 0.2% 12% False False 68
80 0.7602 0.7365 0.0238 3.2% 0.0017 0.2% 8% False False 57
100 0.7602 0.7254 0.0348 4.7% 0.0016 0.2% 38% False False 47
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7446
1.618 0.7425
1.000 0.7412
0.618 0.7403
HIGH 0.7390
0.618 0.7382
0.500 0.7379
0.382 0.7377
LOW 0.7369
0.618 0.7355
1.000 0.7347
1.618 0.7334
2.618 0.7312
4.250 0.7277
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 0.7383 0.7384
PP 0.7381 0.7383
S1 0.7379 0.7383

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

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