CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Apr-2024
Day Change Summary
Previous Current
05-Apr-2024 08-Apr-2024 Change Change % Previous Week
Open 0.7403 0.7368 -0.0035 -0.5% 0.7412
High 0.7403 0.7388 -0.0015 -0.2% 0.7437
Low 0.7347 0.7364 0.0018 0.2% 0.7347
Close 0.7378 0.7385 0.0007 0.1% 0.7378
Range 0.0056 0.0024 -0.0032 -57.1% 0.0091
ATR 0.0031 0.0030 0.0000 -1.6% 0.0000
Volume 634 315 -319 -50.3% 1,404
Daily Pivots for day following 08-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7451 0.7442 0.7398
R3 0.7427 0.7418 0.7391
R2 0.7403 0.7403 0.7389
R1 0.7394 0.7394 0.7387 0.7398
PP 0.7379 0.7379 0.7379 0.7381
S1 0.7370 0.7370 0.7382 0.7374
S2 0.7355 0.7355 0.7380
S3 0.7331 0.7346 0.7378
S4 0.7307 0.7322 0.7371
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% 0.0034 0.5% 42% False False 304
10 0.7437 0.7347 0.0091 1.2% 0.0029 0.4% 42% False False 215
20 0.7446 0.7347 0.0100 1.3% 0.0028 0.4% 38% False False 221
40 0.7464 0.7347 0.0118 1.6% 0.0021 0.3% 32% False False 134
60 0.7510 0.7347 0.0163 2.2% 0.0020 0.3% 23% False False 99
80 0.7602 0.7347 0.0256 3.5% 0.0020 0.3% 15% False False 81
100 0.7602 0.7280 0.0322 4.4% 0.0018 0.2% 32% False False 65
120 0.7602 0.7237 0.0366 4.9% 0.0017 0.2% 40% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7490
2.618 0.7451
1.618 0.7427
1.000 0.7412
0.618 0.7403
HIGH 0.7388
0.618 0.7379
0.500 0.7376
0.382 0.7373
LOW 0.7364
0.618 0.7349
1.000 0.7340
1.618 0.7325
2.618 0.7301
4.250 0.7262
Fisher Pivots for day following 08-Apr-2024
Pivot 1 day 3 day
R1 0.7382 0.7392
PP 0.7379 0.7389
S1 0.7376 0.7387

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

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