CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 0.7301 0.7335 0.0034 0.5% 0.7335
High 0.7334 0.7366 0.0032 0.4% 0.7366
Low 0.7301 0.7323 0.0022 0.3% 0.7274
Close 0.7334 0.7327 -0.0007 -0.1% 0.7327
Range 0.0033 0.0043 0.0011 32.3% 0.0092
ATR 0.0036 0.0036 0.0001 1.5% 0.0000
Volume 355 591 236 66.5% 2,114
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7467 0.7440 0.7351
R3 0.7424 0.7397 0.7339
R2 0.7381 0.7381 0.7335
R1 0.7354 0.7354 0.7331 0.7346
PP 0.7338 0.7338 0.7338 0.7334
S1 0.7311 0.7311 0.7323 0.7303
S2 0.7295 0.7295 0.7319
S3 0.7252 0.7268 0.7315
S4 0.7209 0.7225 0.7303
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7597 0.7553 0.7377
R3 0.7505 0.7462 0.7352
R2 0.7414 0.7414 0.7344
R1 0.7370 0.7370 0.7335 0.7346
PP 0.7322 0.7322 0.7322 0.7310
S1 0.7279 0.7279 0.7319 0.7255
S2 0.7231 0.7231 0.7310
S3 0.7139 0.7187 0.7302
S4 0.7048 0.7096 0.7277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7366 0.7274 0.0092 1.2% 0.0038 0.5% 58% True False 422
10 0.7366 0.7274 0.0092 1.2% 0.0035 0.5% 58% True False 370
20 0.7398 0.7243 0.0155 2.1% 0.0037 0.5% 54% False False 445
40 0.7464 0.7243 0.0221 3.0% 0.0033 0.4% 38% False False 326
60 0.7464 0.7243 0.0221 3.0% 0.0026 0.4% 38% False False 232
80 0.7510 0.7243 0.0267 3.6% 0.0024 0.3% 32% False False 181
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 23% False False 150
120 0.7602 0.7243 0.0359 4.9% 0.0021 0.3% 23% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7478
1.618 0.7435
1.000 0.7409
0.618 0.7392
HIGH 0.7366
0.618 0.7349
0.500 0.7344
0.382 0.7339
LOW 0.7323
0.618 0.7296
1.000 0.7280
1.618 0.7253
2.618 0.7210
4.250 0.7140
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 0.7344 0.7325
PP 0.7338 0.7322
S1 0.7333 0.7320

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

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