CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 10-May-2024
Day Change Summary
Previous Current
09-May-2024 10-May-2024 Change Change % Previous Week
Open 0.7301 0.7331 0.0030 0.4% 0.7327
High 0.7331 0.7351 0.0021 0.3% 0.7351
Low 0.7298 0.7323 0.0025 0.3% 0.7286
Close 0.7330 0.7331 0.0001 0.0% 0.7331
Range 0.0033 0.0029 -0.0004 -12.3% 0.0066
ATR 0.0034 0.0034 0.0000 -1.2% 0.0000
Volume 242 829 587 242.6% 1,878
Daily Pivots for day following 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.7420 0.7404 0.7347
R3 0.7392 0.7376 0.7339
R2 0.7363 0.7363 0.7336
R1 0.7347 0.7347 0.7334 0.7345
PP 0.7335 0.7335 0.7335 0.7334
S1 0.7319 0.7319 0.7328 0.7317
S2 0.7306 0.7306 0.7326
S3 0.7278 0.7290 0.7323
S4 0.7249 0.7262 0.7315
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.7519 0.7491 0.7367
R3 0.7454 0.7425 0.7349
R2 0.7388 0.7388 0.7343
R1 0.7360 0.7360 0.7337 0.7374
PP 0.7323 0.7323 0.7323 0.7330
S1 0.7294 0.7294 0.7325 0.7308
S2 0.7257 0.7257 0.7319
S3 0.7192 0.7229 0.7313
S4 0.7126 0.7163 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7351 0.7286 0.0066 0.9% 0.0029 0.4% 69% True False 375
10 0.7366 0.7274 0.0092 1.2% 0.0033 0.5% 62% False False 399
20 0.7366 0.7243 0.0123 1.7% 0.0033 0.5% 72% False False 378
40 0.7446 0.7243 0.0203 2.8% 0.0034 0.5% 43% False False 341
60 0.7464 0.7243 0.0221 3.0% 0.0028 0.4% 40% False False 260
80 0.7495 0.7243 0.0252 3.4% 0.0024 0.3% 35% False False 204
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 25% False False 166
120 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 25% False False 141
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7472
2.618 0.7426
1.618 0.7397
1.000 0.7380
0.618 0.7369
HIGH 0.7351
0.618 0.7340
0.500 0.7337
0.382 0.7333
LOW 0.7323
0.618 0.7305
1.000 0.7294
1.618 0.7276
2.618 0.7248
4.250 0.7201
Fisher Pivots for day following 10-May-2024
Pivot 1 day 3 day
R1 0.7337 0.7327
PP 0.7335 0.7323
S1 0.7333 0.7318

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

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