CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 23-Apr-2024
Day Change Summary
Previous Current
22-Apr-2024 23-Apr-2024 Change Change % Previous Week
Open 0.7308 0.7318 0.0011 0.1% 0.7281
High 0.7323 0.7341 0.0019 0.3% 0.7306
Low 0.7292 0.7312 0.0020 0.3% 0.7243
Close 0.7321 0.7339 0.0018 0.2% 0.7290
Range 0.0031 0.0029 -0.0002 -4.9% 0.0063
ATR 0.0034 0.0034 0.0000 -1.1% 0.0000
Volume 554 325 -229 -41.3% 1,986
Daily Pivots for day following 23-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7418 0.7407 0.7354
R3 0.7389 0.7378 0.7346
R2 0.7360 0.7360 0.7344
R1 0.7349 0.7349 0.7341 0.7354
PP 0.7331 0.7331 0.7331 0.7333
S1 0.7320 0.7320 0.7336 0.7325
S2 0.7302 0.7302 0.7333
S3 0.7273 0.7291 0.7331
S4 0.7244 0.7262 0.7323
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 0.7341 0.7251 0.0091 1.2% 0.0032 0.4% 97% True False 354
10 0.7396 0.7243 0.0153 2.1% 0.0039 0.5% 63% False False 554
20 0.7437 0.7243 0.0194 2.6% 0.0035 0.5% 49% False False 394
40 0.7464 0.7243 0.0221 3.0% 0.0028 0.4% 43% False False 263
60 0.7495 0.7243 0.0252 3.4% 0.0024 0.3% 38% False False 190
80 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 27% False False 147
100 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 27% False False 122
120 0.7602 0.7237 0.0366 5.0% 0.0019 0.3% 28% False False 103
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7417
1.618 0.7388
1.000 0.7370
0.618 0.7359
HIGH 0.7341
0.618 0.7330
0.500 0.7327
0.382 0.7323
LOW 0.7312
0.618 0.7294
1.000 0.7283
1.618 0.7265
2.618 0.7236
4.250 0.7189
Fisher Pivots for day following 23-Apr-2024
Pivot 1 day 3 day
R1 0.7335 0.7326
PP 0.7331 0.7314
S1 0.7327 0.7302

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

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