CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 25-Jun-2024
Day Change Summary
Previous Current
24-Jun-2024 25-Jun-2024 Change Change % Previous Week
Open 0.7317 0.7338 0.0021 0.3% 0.7300
High 0.7341 0.7360 0.0019 0.3% 0.7328
Low 0.7310 0.7324 0.0014 0.2% 0.7281
Close 0.7340 0.7338 -0.0003 0.0% 0.7315
Range 0.0031 0.0036 0.0005 14.5% 0.0047
ATR 0.0031 0.0031 0.0000 1.1% 0.0000
Volume 89,092 111,045 21,953 24.6% 397,949
Daily Pivots for day following 25-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7447 0.7428 0.7357
R3 0.7411 0.7392 0.7347
R2 0.7376 0.7376 0.7344
R1 0.7357 0.7357 0.7341 0.7349
PP 0.7340 0.7340 0.7340 0.7336
S1 0.7321 0.7321 0.7334 0.7313
S2 0.7305 0.7305 0.7331
S3 0.7269 0.7286 0.7328
S4 0.7234 0.7250 0.7318
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7449 0.7429 0.7341
R3 0.7402 0.7382 0.7328
R2 0.7355 0.7355 0.7324
R1 0.7335 0.7335 0.7319 0.7345
PP 0.7308 0.7308 0.7308 0.7313
S1 0.7288 0.7288 0.7311 0.7298
S2 0.7261 0.7261 0.7306
S3 0.7214 0.7241 0.7302
S4 0.7167 0.7194 0.7289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7360 0.7285 0.0075 1.0% 0.0029 0.4% 71% True False 102,870
10 0.7360 0.7268 0.0092 1.3% 0.0029 0.4% 76% True False 108,891
20 0.7367 0.7268 0.0100 1.4% 0.0031 0.4% 70% False False 59,498
40 0.7374 0.7268 0.0107 1.5% 0.0032 0.4% 66% False False 30,170
60 0.7437 0.7243 0.0194 2.6% 0.0033 0.4% 49% False False 20,250
80 0.7464 0.7243 0.0221 3.0% 0.0031 0.4% 43% False False 15,224
100 0.7495 0.7243 0.0252 3.4% 0.0028 0.4% 38% False False 12,188
120 0.7537 0.7243 0.0294 4.0% 0.0025 0.3% 32% False False 10,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7452
1.618 0.7417
1.000 0.7395
0.618 0.7381
HIGH 0.7360
0.618 0.7346
0.500 0.7342
0.382 0.7338
LOW 0.7324
0.618 0.7302
1.000 0.7289
1.618 0.7267
2.618 0.7231
4.250 0.7173
Fisher Pivots for day following 25-Jun-2024
Pivot 1 day 3 day
R1 0.7342 0.7335
PP 0.7340 0.7333
S1 0.7339 0.7330

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

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