CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Apr-2024
Day Change Summary
Previous Current
29-Apr-2024 30-Apr-2024 Change Change % Previous Week
Open 0.7335 0.7328 -0.0008 -0.1% 0.7308
High 0.7351 0.7328 -0.0024 -0.3% 0.7352
Low 0.7330 0.7274 -0.0056 -0.8% 0.7292
Close 0.7340 0.7285 -0.0055 -0.7% 0.7342
Range 0.0021 0.0054 0.0033 154.8% 0.0060
ATR 0.0033 0.0035 0.0002 7.0% 0.0000
Volume 207 542 335 161.8% 1,590
Daily Pivots for day following 30-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7456 0.7424 0.7314
R3 0.7403 0.7371 0.7300
R2 0.7349 0.7349 0.7295
R1 0.7317 0.7317 0.7290 0.7306
PP 0.7296 0.7296 0.7296 0.7290
S1 0.7264 0.7264 0.7280 0.7253
S2 0.7242 0.7242 0.7275
S3 0.7189 0.7210 0.7270
S4 0.7135 0.7157 0.7256
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7509 0.7485 0.7375
R3 0.7449 0.7425 0.7358
R2 0.7389 0.7389 0.7353
R1 0.7365 0.7365 0.7347 0.7377
PP 0.7329 0.7329 0.7329 0.7334
S1 0.7305 0.7305 0.7336 0.7317
S2 0.7269 0.7269 0.7331
S3 0.7209 0.7245 0.7325
S4 0.7149 0.7185 0.7309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7352 0.7274 0.0078 1.1% 0.0036 0.5% 14% False True 292
10 0.7352 0.7251 0.0102 1.4% 0.0034 0.5% 34% False False 323
20 0.7437 0.7243 0.0194 2.7% 0.0038 0.5% 22% False False 432
40 0.7464 0.7243 0.0221 3.0% 0.0031 0.4% 19% False False 294
60 0.7464 0.7243 0.0221 3.0% 0.0025 0.3% 19% False False 211
80 0.7537 0.7243 0.0294 4.0% 0.0023 0.3% 14% False False 165
100 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 12% False False 137
120 0.7602 0.7243 0.0359 4.9% 0.0020 0.3% 12% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7555
2.618 0.7468
1.618 0.7414
1.000 0.7381
0.618 0.7361
HIGH 0.7328
0.618 0.7307
0.500 0.7301
0.382 0.7294
LOW 0.7274
0.618 0.7241
1.000 0.7221
1.618 0.7187
2.618 0.7134
4.250 0.7047
Fisher Pivots for day following 30-Apr-2024
Pivot 1 day 3 day
R1 0.7301 0.7313
PP 0.7296 0.7304
S1 0.7290 0.7294

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

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