CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 0.7281 0.7273 -0.0008 -0.1% 0.7368
High 0.7303 0.7278 -0.0025 -0.3% 0.7398
Low 0.7269 0.7243 -0.0026 -0.4% 0.7272
Close 0.7270 0.7261 -0.0009 -0.1% 0.7274
Range 0.0034 0.0035 0.0001 1.5% 0.0126
ATR 0.0035 0.0035 0.0000 0.0% 0.0000
Volume 469 622 153 32.6% 3,211
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7364 0.7347 0.7280
R3 0.7330 0.7313 0.7270
R2 0.7295 0.7295 0.7267
R1 0.7278 0.7278 0.7264 0.7269
PP 0.7261 0.7261 0.7261 0.7256
S1 0.7244 0.7244 0.7258 0.7235
S2 0.7226 0.7226 0.7255
S3 0.7192 0.7209 0.7252
S4 0.7157 0.7175 0.7242
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7691 0.7608 0.7343
R3 0.7565 0.7482 0.7308
R2 0.7440 0.7440 0.7297
R1 0.7357 0.7357 0.7285 0.7336
PP 0.7314 0.7314 0.7314 0.7304
S1 0.7231 0.7231 0.7262 0.7210
S2 0.7189 0.7189 0.7250
S3 0.7063 0.7106 0.7239
S4 0.6938 0.6980 0.7204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7396 0.7243 0.0153 2.1% 0.0047 0.6% 12% False True 753
10 0.7437 0.7243 0.0194 2.7% 0.0041 0.6% 9% False True 540
20 0.7446 0.7243 0.0203 2.8% 0.0037 0.5% 9% False True 346
40 0.7464 0.7243 0.0221 3.0% 0.0025 0.3% 8% False True 226
60 0.7495 0.7243 0.0252 3.5% 0.0022 0.3% 7% False True 164
80 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 5% False True 126
100 0.7602 0.7243 0.0359 4.9% 0.0020 0.3% 5% False True 105
120 0.7602 0.7237 0.0366 5.0% 0.0019 0.3% 7% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7368
1.618 0.7333
1.000 0.7312
0.618 0.7299
HIGH 0.7278
0.618 0.7264
0.500 0.7260
0.382 0.7256
LOW 0.7243
0.618 0.7222
1.000 0.7209
1.618 0.7187
2.618 0.7153
4.250 0.7096
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 0.7261 0.7285
PP 0.7261 0.7277
S1 0.7260 0.7269

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

View Archives - Comment on this page... - Back to Index of Symbols