CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-May-2024
Day Change Summary
Previous Current
30-Apr-2024 01-May-2024 Change Change % Previous Week
Open 0.7328 0.7278 -0.0050 -0.7% 0.7308
High 0.7328 0.7314 -0.0014 -0.2% 0.7352
Low 0.7274 0.7275 0.0001 0.0% 0.7292
Close 0.7285 0.7312 0.0027 0.4% 0.7342
Range 0.0054 0.0040 -0.0014 -26.2% 0.0060
ATR 0.0035 0.0036 0.0000 0.8% 0.0000
Volume 542 419 -123 -22.7% 1,590
Daily Pivots for day following 01-May-2024
Classic Woodie Camarilla DeMark
R4 0.7419 0.7405 0.7333
R3 0.7379 0.7365 0.7322
R2 0.7340 0.7340 0.7319
R1 0.7326 0.7326 0.7315 0.7333
PP 0.7300 0.7300 0.7300 0.7304
S1 0.7286 0.7286 0.7308 0.7293
S2 0.7261 0.7261 0.7304
S3 0.7221 0.7247 0.7301
S4 0.7182 0.7207 0.7290
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% 0.0037 0.5% 48% False False 337
10 0.7352 0.7263 0.0090 1.2% 0.0034 0.5% 55% False False 329
20 0.7437 0.7243 0.0194 2.7% 0.0038 0.5% 35% False False 449
40 0.7464 0.7243 0.0221 3.0% 0.0031 0.4% 31% False False 303
60 0.7464 0.7243 0.0221 3.0% 0.0025 0.3% 31% False False 218
80 0.7512 0.7243 0.0269 3.7% 0.0023 0.3% 26% False False 170
100 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 19% False False 141
120 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 19% False False 118
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7482
2.618 0.7417
1.618 0.7378
1.000 0.7354
0.618 0.7338
HIGH 0.7314
0.618 0.7299
0.500 0.7294
0.382 0.7290
LOW 0.7275
0.618 0.7250
1.000 0.7235
1.618 0.7211
2.618 0.7171
4.250 0.7107
Fisher Pivots for day following 01-May-2024
Pivot 1 day 3 day
R1 0.7306 0.7313
PP 0.7300 0.7312
S1 0.7294 0.7312

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

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