CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 0.7331 0.7331 -0.0001 0.0% 0.7327
High 0.7351 0.7335 -0.0016 -0.2% 0.7351
Low 0.7323 0.7322 -0.0001 0.0% 0.7286
Close 0.7331 0.7332 0.0001 0.0% 0.7331
Range 0.0029 0.0014 -0.0015 -52.6% 0.0066
ATR 0.0034 0.0032 -0.0001 -4.3% 0.0000
Volume 829 282 -547 -66.0% 1,878
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 0.7370 0.7364 0.7339
R3 0.7356 0.7351 0.7335
R2 0.7343 0.7343 0.7334
R1 0.7337 0.7337 0.7333 0.7340
PP 0.7329 0.7329 0.7329 0.7331
S1 0.7324 0.7324 0.7330 0.7327
S2 0.7316 0.7316 0.7329
S3 0.7302 0.7310 0.7328
S4 0.7289 0.7297 0.7324
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% 0.0028 0.4% 70% False False 386
10 0.7366 0.7274 0.0092 1.2% 0.0033 0.4% 63% False False 406
20 0.7366 0.7243 0.0123 1.7% 0.0032 0.4% 72% False False 369
40 0.7446 0.7243 0.0203 2.8% 0.0034 0.5% 44% False False 343
60 0.7464 0.7243 0.0221 3.0% 0.0027 0.4% 40% False False 263
80 0.7495 0.7243 0.0252 3.4% 0.0025 0.3% 35% False False 207
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 25% False False 168
120 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 25% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7392
2.618 0.7370
1.618 0.7357
1.000 0.7349
0.618 0.7343
HIGH 0.7335
0.618 0.7330
0.500 0.7328
0.382 0.7327
LOW 0.7322
0.618 0.7313
1.000 0.7308
1.618 0.7300
2.618 0.7286
4.250 0.7264
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 0.7330 0.7329
PP 0.7329 0.7327
S1 0.7328 0.7325

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

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