CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 0.7332 0.7340 0.0008 0.1% 0.7365
High 0.7361 0.7341 -0.0020 -0.3% 0.7371
Low 0.7332 0.7307 -0.0026 -0.3% 0.7294
Close 0.7344 0.7309 -0.0035 -0.5% 0.7336
Range 0.0029 0.0035 0.0006 19.0% 0.0077
ATR 0.0032 0.0033 0.0000 1.1% 0.0000
Volume 3,047 3,344 297 9.7% 8,733
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 0.7422 0.7400 0.7328
R3 0.7388 0.7366 0.7318
R2 0.7353 0.7353 0.7315
R1 0.7331 0.7331 0.7312 0.7325
PP 0.7319 0.7319 0.7319 0.7316
S1 0.7297 0.7297 0.7306 0.7291
S2 0.7284 0.7284 0.7303
S3 0.7250 0.7262 0.7300
S4 0.7215 0.7228 0.7290
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% 0.0038 0.5% 23% False False 2,539
10 0.7374 0.7294 0.0081 1.1% 0.0032 0.4% 19% False False 1,788
20 0.7374 0.7275 0.0100 1.4% 0.0031 0.4% 35% False False 1,124
40 0.7437 0.7243 0.0194 2.7% 0.0034 0.5% 34% False False 778
60 0.7464 0.7243 0.0221 3.0% 0.0031 0.4% 30% False False 570
80 0.7464 0.7243 0.0221 3.0% 0.0026 0.4% 30% False False 439
100 0.7537 0.7243 0.0294 4.0% 0.0025 0.3% 22% False False 357
120 0.7602 0.7243 0.0359 4.9% 0.0023 0.3% 18% False False 301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7431
1.618 0.7397
1.000 0.7376
0.618 0.7362
HIGH 0.7341
0.618 0.7328
0.500 0.7324
0.382 0.7320
LOW 0.7307
0.618 0.7285
1.000 0.7272
1.618 0.7251
2.618 0.7216
4.250 0.7160
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 0.7324 0.7328
PP 0.7319 0.7322
S1 0.7314 0.7315

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

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