CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-Apr-2024
Day Change Summary
Previous Current
01-Apr-2024 02-Apr-2024 Change Change % Previous Week
Open 0.7412 0.7385 -0.0028 -0.4% 0.7379
High 0.7412 0.7390 -0.0022 -0.3% 0.7411
Low 0.7380 0.7379 -0.0001 0.0% 0.7364
Close 0.7380 0.7385 0.0006 0.1% 0.7404
Range 0.0033 0.0011 -0.0022 -66.2% 0.0047
ATR 0.0028 0.0027 -0.0001 -4.4% 0.0000
Volume 198 102 -96 -48.5% 436
Daily Pivots for day following 02-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7418 0.7412 0.7391
R3 0.7407 0.7401 0.7388
R2 0.7396 0.7396 0.7387
R1 0.7390 0.7390 0.7386 0.7393
PP 0.7385 0.7385 0.7385 0.7386
S1 0.7379 0.7379 0.7384 0.7382
S2 0.7374 0.7374 0.7383
S3 0.7363 0.7368 0.7382
S4 0.7352 0.7357 0.7379
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 0.6% 0.0026 0.4% 44% False False 140
10 0.7446 0.7364 0.0082 1.1% 0.0033 0.4% 26% False False 152
20 0.7464 0.7364 0.0100 1.4% 0.0024 0.3% 21% False False 156
40 0.7464 0.7364 0.0100 1.4% 0.0019 0.3% 21% False False 101
60 0.7537 0.7364 0.0173 2.3% 0.0019 0.3% 12% False False 76
80 0.7602 0.7364 0.0238 3.2% 0.0018 0.2% 9% False False 63
100 0.7602 0.7254 0.0348 4.7% 0.0017 0.2% 38% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7419
1.618 0.7408
1.000 0.7401
0.618 0.7397
HIGH 0.7390
0.618 0.7386
0.500 0.7385
0.382 0.7383
LOW 0.7379
0.618 0.7372
1.000 0.7368
1.618 0.7361
2.618 0.7350
4.250 0.7332
Fisher Pivots for day following 02-Apr-2024
Pivot 1 day 3 day
R1 0.7385 0.7388
PP 0.7385 0.7387
S1 0.7385 0.7386

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

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