CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 22-Apr-2024
Day Change Summary
Previous Current
19-Apr-2024 22-Apr-2024 Change Change % Previous Week
Open 0.7281 0.7308 0.0027 0.4% 0.7281
High 0.7306 0.7323 0.0017 0.2% 0.7306
Low 0.7263 0.7292 0.0030 0.4% 0.7243
Close 0.7290 0.7321 0.0032 0.4% 0.7290
Range 0.0043 0.0031 -0.0013 -29.1% 0.0063
ATR 0.0034 0.0034 0.0000 -0.3% 0.0000
Volume 272 554 282 103.7% 1,986
Daily Pivots for day following 22-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7403 0.7393 0.7338
R3 0.7373 0.7362 0.7329
R2 0.7342 0.7342 0.7327
R1 0.7332 0.7332 0.7324 0.7337
PP 0.7312 0.7312 0.7312 0.7315
S1 0.7301 0.7301 0.7318 0.7307
S2 0.7281 0.7281 0.7315
S3 0.7251 0.7271 0.7313
S4 0.7220 0.7240 0.7304
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7467 0.7441 0.7324
R3 0.7404 0.7378 0.7307
R2 0.7342 0.7342 0.7301
R1 0.7316 0.7316 0.7295 0.7329
PP 0.7279 0.7279 0.7279 0.7286
S1 0.7253 0.7253 0.7284 0.7266
S2 0.7217 0.7217 0.7278
S3 0.7154 0.7191 0.7272
S4 0.7092 0.7128 0.7255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7323 0.7243 0.0080 1.1% 0.0033 0.4% 98% True False 414
10 0.7398 0.7243 0.0155 2.1% 0.0039 0.5% 50% False False 543
20 0.7437 0.7243 0.0194 2.6% 0.0034 0.5% 40% False False 379
40 0.7464 0.7243 0.0221 3.0% 0.0028 0.4% 35% False False 256
60 0.7495 0.7243 0.0252 3.4% 0.0024 0.3% 31% False False 184
80 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 22% False False 143
100 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 22% False False 119
120 0.7602 0.7237 0.0366 5.0% 0.0019 0.3% 23% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7452
2.618 0.7402
1.618 0.7372
1.000 0.7353
0.618 0.7341
HIGH 0.7323
0.618 0.7311
0.500 0.7307
0.382 0.7304
LOW 0.7292
0.618 0.7273
1.000 0.7262
1.618 0.7243
2.618 0.7212
4.250 0.7162
Fisher Pivots for day following 22-Apr-2024
Pivot 1 day 3 day
R1 0.7316 0.7312
PP 0.7312 0.7302
S1 0.7307 0.7293

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

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