CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Apr-2024
Day Change Summary
Previous Current
04-Apr-2024 05-Apr-2024 Change Change % Previous Week
Open 0.7412 0.7403 -0.0009 -0.1% 0.7412
High 0.7437 0.7403 -0.0035 -0.5% 0.7437
Low 0.7397 0.7347 -0.0050 -0.7% 0.7347
Close 0.7403 0.7378 -0.0026 -0.3% 0.7378
Range 0.0041 0.0056 0.0016 38.3% 0.0091
ATR 0.0029 0.0031 0.0002 6.9% 0.0000
Volume 393 634 241 61.3% 1,404
Daily Pivots for day following 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7544 0.7517 0.7408
R3 0.7488 0.7461 0.7393
R2 0.7432 0.7432 0.7388
R1 0.7405 0.7405 0.7383 0.7390
PP 0.7376 0.7376 0.7376 0.7368
S1 0.7349 0.7349 0.7372 0.7334
S2 0.7320 0.7320 0.7367
S3 0.7264 0.7293 0.7362
S4 0.7208 0.7237 0.7347
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7659 0.7609 0.7427
R3 0.7568 0.7518 0.7402
R2 0.7478 0.7478 0.7394
R1 0.7428 0.7428 0.7386 0.7407
PP 0.7387 0.7387 0.7387 0.7377
S1 0.7337 0.7337 0.7369 0.7317
S2 0.7297 0.7297 0.7361
S3 0.7206 0.7247 0.7353
S4 0.7116 0.7156 0.7328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7437 0.7347 0.0091 1.2% 0.0035 0.5% 34% False True 280
10 0.7437 0.7347 0.0091 1.2% 0.0032 0.4% 34% False True 199
20 0.7464 0.7347 0.0118 1.6% 0.0029 0.4% 26% False True 208
40 0.7464 0.7347 0.0118 1.6% 0.0021 0.3% 26% False True 126
60 0.7510 0.7347 0.0163 2.2% 0.0020 0.3% 19% False True 94
80 0.7602 0.7347 0.0256 3.5% 0.0019 0.3% 12% False True 77
100 0.7602 0.7254 0.0348 4.7% 0.0018 0.2% 35% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7641
2.618 0.7549
1.618 0.7493
1.000 0.7459
0.618 0.7437
HIGH 0.7403
0.618 0.7381
0.500 0.7375
0.382 0.7368
LOW 0.7347
0.618 0.7312
1.000 0.7291
1.618 0.7256
2.618 0.7200
4.250 0.7109
Fisher Pivots for day following 05-Apr-2024
Pivot 1 day 3 day
R1 0.7377 0.7392
PP 0.7376 0.7387
S1 0.7375 0.7382

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

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