CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 0.7374 0.7355 -0.0020 -0.3% 0.7331
High 0.7374 0.7368 -0.0006 -0.1% 0.7374
Low 0.7347 0.7346 -0.0002 0.0% 0.7320
Close 0.7362 0.7364 0.0002 0.0% 0.7364
Range 0.0027 0.0023 -0.0005 -16.7% 0.0054
ATR 0.0032 0.0031 -0.0001 -2.1% 0.0000
Volume 539 825 286 53.1% 4,116
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7427 0.7418 0.7376
R3 0.7404 0.7395 0.7370
R2 0.7382 0.7382 0.7368
R1 0.7373 0.7373 0.7366 0.7377
PP 0.7359 0.7359 0.7359 0.7361
S1 0.7350 0.7350 0.7362 0.7355
S2 0.7337 0.7337 0.7360
S3 0.7314 0.7328 0.7358
S4 0.7292 0.7305 0.7352
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7515 0.7493 0.7394
R3 0.7461 0.7439 0.7379
R2 0.7407 0.7407 0.7374
R1 0.7385 0.7385 0.7369 0.7396
PP 0.7353 0.7353 0.7353 0.7358
S1 0.7331 0.7331 0.7359 0.7342
S2 0.7299 0.7299 0.7354
S3 0.7245 0.7277 0.7349
S4 0.7191 0.7223 0.7334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7374 0.7320 0.0054 0.7% 0.0025 0.3% 81% False False 823
10 0.7374 0.7286 0.0089 1.2% 0.0027 0.4% 89% False False 599
20 0.7374 0.7274 0.0100 1.4% 0.0031 0.4% 90% False False 484
40 0.7437 0.7243 0.0194 2.6% 0.0033 0.4% 62% False False 422
60 0.7464 0.7243 0.0221 3.0% 0.0029 0.4% 55% False False 324
80 0.7495 0.7243 0.0252 3.4% 0.0025 0.3% 48% False False 253
100 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 34% False False 206
120 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 34% False False 175
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7427
1.618 0.7404
1.000 0.7391
0.618 0.7382
HIGH 0.7368
0.618 0.7359
0.500 0.7357
0.382 0.7354
LOW 0.7346
0.618 0.7332
1.000 0.7323
1.618 0.7309
2.618 0.7287
4.250 0.7250
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 0.7362 0.7362
PP 0.7359 0.7359
S1 0.7357 0.7357

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

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