CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 0.7378 0.7383 0.0005 0.1% 0.7379
High 0.7390 0.7411 0.0021 0.3% 0.7411
Low 0.7369 0.7364 -0.0005 -0.1% 0.7364
Close 0.7385 0.7404 0.0019 0.3% 0.7404
Range 0.0022 0.0047 0.0026 118.6% 0.0047
ATR 0.0027 0.0028 0.0001 5.4% 0.0000
Volume 158 197 39 24.7% 436
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7534 0.7516 0.7429
R3 0.7487 0.7469 0.7416
R2 0.7440 0.7440 0.7412
R1 0.7422 0.7422 0.7408 0.7431
PP 0.7393 0.7393 0.7393 0.7397
S1 0.7375 0.7375 0.7399 0.7384
S2 0.7346 0.7346 0.7395
S3 0.7299 0.7328 0.7391
S4 0.7252 0.7281 0.7378
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7534 0.7516 0.7429
R3 0.7487 0.7469 0.7416
R2 0.7440 0.7440 0.7412
R1 0.7422 0.7422 0.7408 0.7431
PP 0.7393 0.7393 0.7393 0.7397
S1 0.7375 0.7375 0.7399 0.7384
S2 0.7346 0.7346 0.7395
S3 0.7299 0.7328 0.7391
S4 0.7252 0.7281 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7415 0.7364 0.0051 0.7% 0.0029 0.4% 77% False True 118
10 0.7446 0.7364 0.0082 1.1% 0.0031 0.4% 48% False True 149
20 0.7464 0.7364 0.0100 1.4% 0.0024 0.3% 40% False True 149
40 0.7495 0.7364 0.0131 1.8% 0.0020 0.3% 30% False True 95
60 0.7537 0.7364 0.0173 2.3% 0.0018 0.2% 23% False True 71
80 0.7602 0.7364 0.0238 3.2% 0.0018 0.2% 17% False True 60
100 0.7602 0.7254 0.0348 4.7% 0.0017 0.2% 43% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7534
1.618 0.7487
1.000 0.7458
0.618 0.7440
HIGH 0.7411
0.618 0.7393
0.500 0.7388
0.382 0.7382
LOW 0.7364
0.618 0.7335
1.000 0.7317
1.618 0.7288
2.618 0.7241
4.250 0.7164
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 0.7398 0.7398
PP 0.7393 0.7393
S1 0.7388 0.7388

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

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