CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 0.7365 0.7356 -0.0009 -0.1% 0.7331
High 0.7371 0.7360 -0.0011 -0.1% 0.7374
Low 0.7352 0.7330 -0.0022 -0.3% 0.7320
Close 0.7358 0.7341 -0.0017 -0.2% 0.7364
Range 0.0019 0.0030 0.0011 57.9% 0.0054
ATR 0.0030 0.0030 0.0000 -0.1% 0.0000
Volume 429 1,999 1,570 366.0% 4,116
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 0.7434 0.7417 0.7358
R3 0.7404 0.7387 0.7349
R2 0.7374 0.7374 0.7347
R1 0.7357 0.7357 0.7344 0.7351
PP 0.7344 0.7344 0.7344 0.7340
S1 0.7327 0.7327 0.7338 0.7321
S2 0.7314 0.7314 0.7336
S3 0.7284 0.7297 0.7333
S4 0.7254 0.7267 0.7325
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 0.7330 0.0044 0.6% 0.0026 0.4% 25% False True 1,038
10 0.7374 0.7286 0.0089 1.2% 0.0026 0.4% 63% False False 785
20 0.7374 0.7274 0.0100 1.4% 0.0031 0.4% 67% False False 562
40 0.7437 0.7243 0.0194 2.6% 0.0033 0.4% 51% False False 478
60 0.7464 0.7243 0.0221 3.0% 0.0029 0.4% 44% False False 363
80 0.7495 0.7243 0.0252 3.4% 0.0026 0.3% 39% False False 283
100 0.7602 0.7243 0.0359 4.9% 0.0024 0.3% 27% False False 230
120 0.7602 0.7243 0.0359 4.9% 0.0022 0.3% 27% False False 196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7439
1.618 0.7409
1.000 0.7390
0.618 0.7379
HIGH 0.7360
0.618 0.7349
0.500 0.7345
0.382 0.7341
LOW 0.7330
0.618 0.7311
1.000 0.7300
1.618 0.7281
2.618 0.7251
4.250 0.7203
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 0.7345 0.7350
PP 0.7344 0.7347
S1 0.7342 0.7344

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

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