CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 02-May-2024
Day Change Summary
Previous Current
01-May-2024 02-May-2024 Change Change % Previous Week
Open 0.7278 0.7301 0.0024 0.3% 0.7308
High 0.7314 0.7334 0.0020 0.3% 0.7352
Low 0.7275 0.7301 0.0027 0.4% 0.7292
Close 0.7312 0.7334 0.0022 0.3% 0.7342
Range 0.0040 0.0033 -0.0007 -17.7% 0.0060
ATR 0.0036 0.0036 0.0000 -0.6% 0.0000
Volume 419 355 -64 -15.3% 1,590
Daily Pivots for day following 02-May-2024
Classic Woodie Camarilla DeMark
R4 0.7420 0.7409 0.7351
R3 0.7388 0.7377 0.7342
R2 0.7355 0.7355 0.7339
R1 0.7344 0.7344 0.7336 0.7350
PP 0.7323 0.7323 0.7323 0.7325
S1 0.7312 0.7312 0.7331 0.7317
S2 0.7290 0.7290 0.7328
S3 0.7258 0.7279 0.7325
S4 0.7225 0.7247 0.7316
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% 76% False False 358
10 0.7352 0.7263 0.0090 1.2% 0.0035 0.5% 79% False False 338
20 0.7403 0.7243 0.0160 2.2% 0.0037 0.5% 57% False False 447
40 0.7464 0.7243 0.0221 3.0% 0.0032 0.4% 41% False False 311
60 0.7464 0.7243 0.0221 3.0% 0.0026 0.3% 41% False False 223
80 0.7510 0.7243 0.0267 3.6% 0.0023 0.3% 34% False False 174
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 25% False False 144
120 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 25% False False 121
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7419
1.618 0.7386
1.000 0.7366
0.618 0.7354
HIGH 0.7334
0.618 0.7321
0.500 0.7317
0.382 0.7313
LOW 0.7301
0.618 0.7281
1.000 0.7269
1.618 0.7248
2.618 0.7216
4.250 0.7163
Fisher Pivots for day following 02-May-2024
Pivot 1 day 3 day
R1 0.7328 0.7324
PP 0.7323 0.7314
S1 0.7317 0.7304

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

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