CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 0.7383 0.7412 0.0029 0.4% 0.7379
High 0.7411 0.7412 0.0001 0.0% 0.7411
Low 0.7364 0.7380 0.0016 0.2% 0.7364
Close 0.7404 0.7380 -0.0024 -0.3% 0.7404
Range 0.0047 0.0033 -0.0015 -30.9% 0.0047
ATR 0.0028 0.0028 0.0000 1.1% 0.0000
Volume 197 198 1 0.5% 436
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7488 0.7466 0.7397
R3 0.7455 0.7434 0.7388
R2 0.7423 0.7423 0.7385
R1 0.7401 0.7401 0.7382 0.7396
PP 0.7390 0.7390 0.7390 0.7388
S1 0.7369 0.7369 0.7377 0.7363
S2 0.7358 0.7358 0.7374
S3 0.7325 0.7336 0.7371
S4 0.7293 0.7304 0.7362
Weekly Pivots for week ending 29-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 0.7412 0.7364 0.0048 0.7% 0.0025 0.3% 32% True False 126
10 0.7446 0.7364 0.0082 1.1% 0.0033 0.4% 19% False False 146
20 0.7464 0.7364 0.0100 1.4% 0.0024 0.3% 16% False False 153
40 0.7495 0.7364 0.0131 1.8% 0.0020 0.3% 12% False False 100
60 0.7537 0.7364 0.0173 2.3% 0.0019 0.3% 9% False False 74
80 0.7602 0.7364 0.0238 3.2% 0.0018 0.2% 7% False False 62
100 0.7602 0.7254 0.0348 4.7% 0.0017 0.2% 36% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7550
2.618 0.7497
1.618 0.7465
1.000 0.7445
0.618 0.7432
HIGH 0.7412
0.618 0.7400
0.500 0.7396
0.382 0.7392
LOW 0.7380
0.618 0.7359
1.000 0.7347
1.618 0.7327
2.618 0.7294
4.250 0.7241
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 0.7396 0.7388
PP 0.7390 0.7385
S1 0.7385 0.7382

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

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