CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 0.7301 0.7332 0.0032 0.4% 0.7365
High 0.7343 0.7361 0.0018 0.2% 0.7371
Low 0.7295 0.7332 0.0037 0.5% 0.7294
Close 0.7336 0.7344 0.0009 0.1% 0.7336
Range 0.0048 0.0029 -0.0019 -39.6% 0.0077
ATR 0.0033 0.0032 0.0000 -0.8% 0.0000
Volume 1,250 3,047 1,797 143.8% 8,733
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 0.7433 0.7417 0.7360
R3 0.7404 0.7388 0.7352
R2 0.7375 0.7375 0.7349
R1 0.7359 0.7359 0.7347 0.7367
PP 0.7346 0.7346 0.7346 0.7350
S1 0.7330 0.7330 0.7341 0.7338
S2 0.7317 0.7317 0.7339
S3 0.7288 0.7301 0.7336
S4 0.7259 0.7272 0.7328
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 0.7564 0.7527 0.7378
R3 0.7487 0.7450 0.7357
R2 0.7410 0.7410 0.7350
R1 0.7373 0.7373 0.7343 0.7353
PP 0.7333 0.7333 0.7333 0.7323
S1 0.7296 0.7296 0.7328 0.7276
S2 0.7256 0.7256 0.7321
S3 0.7179 0.7219 0.7314
S4 0.7102 0.7142 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7361 0.7294 0.0068 0.9% 0.0037 0.5% 75% True False 2,270
10 0.7374 0.7294 0.0081 1.1% 0.0031 0.4% 63% False False 1,561
20 0.7374 0.7274 0.0100 1.4% 0.0032 0.4% 70% False False 984
40 0.7437 0.7243 0.0194 2.6% 0.0034 0.5% 52% False False 697
60 0.7464 0.7243 0.0221 3.0% 0.0030 0.4% 46% False False 515
80 0.7495 0.7243 0.0252 3.4% 0.0027 0.4% 40% False False 398
100 0.7537 0.7243 0.0294 4.0% 0.0025 0.3% 34% False False 323
120 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 28% False False 273
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7484
2.618 0.7437
1.618 0.7408
1.000 0.7390
0.618 0.7379
HIGH 0.7361
0.618 0.7350
0.500 0.7347
0.382 0.7343
LOW 0.7332
0.618 0.7314
1.000 0.7303
1.618 0.7285
2.618 0.7256
4.250 0.7209
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 0.7347 0.7338
PP 0.7346 0.7333
S1 0.7345 0.7327

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

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