CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 18-Apr-2024
Day Change Summary
Previous Current
17-Apr-2024 18-Apr-2024 Change Change % Previous Week
Open 0.7259 0.7282 0.0023 0.3% 0.7368
High 0.7287 0.7296 0.0009 0.1% 0.7398
Low 0.7251 0.7277 0.0026 0.4% 0.7272
Close 0.7281 0.7279 -0.0002 0.0% 0.7274
Range 0.0037 0.0019 -0.0018 -47.9% 0.0126
ATR 0.0035 0.0034 -0.0001 -3.2% 0.0000
Volume 362 261 -101 -27.9% 3,211
Daily Pivots for day following 18-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7341 0.7329 0.7289
R3 0.7322 0.7310 0.7284
R2 0.7303 0.7303 0.7282
R1 0.7291 0.7291 0.7281 0.7287
PP 0.7284 0.7284 0.7284 0.7282
S1 0.7272 0.7272 0.7277 0.7268
S2 0.7265 0.7265 0.7276
S3 0.7246 0.7253 0.7274
S4 0.7227 0.7234 0.7269
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 0.7327 0.7243 0.0084 1.2% 0.0036 0.5% 43% False False 557
10 0.7403 0.7243 0.0160 2.2% 0.0039 0.5% 23% False False 555
20 0.7446 0.7243 0.0203 2.8% 0.0035 0.5% 18% False False 362
40 0.7464 0.7243 0.0221 3.0% 0.0026 0.4% 16% False False 239
60 0.7495 0.7243 0.0252 3.5% 0.0023 0.3% 14% False False 171
80 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 10% False False 133
100 0.7602 0.7243 0.0359 4.9% 0.0020 0.3% 10% False False 111
120 0.7602 0.7237 0.0366 5.0% 0.0019 0.3% 12% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7345
1.618 0.7326
1.000 0.7315
0.618 0.7307
HIGH 0.7296
0.618 0.7288
0.500 0.7286
0.382 0.7284
LOW 0.7277
0.618 0.7265
1.000 0.7258
1.618 0.7246
2.618 0.7227
4.250 0.7196
Fisher Pivots for day following 18-Apr-2024
Pivot 1 day 3 day
R1 0.7286 0.7276
PP 0.7284 0.7273
S1 0.7281 0.7269

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

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