CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 0.7293 0.7324 0.0032 0.4% 0.7317
High 0.7330 0.7357 0.0027 0.4% 0.7360
Low 0.7283 0.7320 0.0037 0.5% 0.7294
Close 0.7326 0.7346 0.0020 0.3% 0.7320
Range 0.0047 0.0038 -0.0010 -20.2% 0.0066
ATR 0.0033 0.0034 0.0000 0.9% 0.0000
Volume 110,994 101,980 -9,014 -8.1% 530,104
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7453 0.7437 0.7367
R3 0.7416 0.7400 0.7356
R2 0.7378 0.7378 0.7353
R1 0.7362 0.7362 0.7349 0.7370
PP 0.7341 0.7341 0.7341 0.7345
S1 0.7325 0.7325 0.7343 0.7333
S2 0.7303 0.7303 0.7339
S3 0.7266 0.7287 0.7336
S4 0.7228 0.7250 0.7325
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7521 0.7486 0.7356
R3 0.7456 0.7421 0.7338
R2 0.7390 0.7390 0.7332
R1 0.7355 0.7355 0.7326 0.7373
PP 0.7325 0.7325 0.7325 0.7333
S1 0.7290 0.7290 0.7314 0.7307
S2 0.7259 0.7259 0.7308
S3 0.7194 0.7224 0.7302
S4 0.7128 0.7159 0.7284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7357 0.7283 0.0074 1.0% 0.0039 0.5% 85% True False 107,175
10 0.7360 0.7283 0.0077 1.0% 0.0034 0.5% 82% False False 106,094
20 0.7360 0.7268 0.0092 1.3% 0.0032 0.4% 85% False False 90,435
40 0.7374 0.7268 0.0107 1.4% 0.0032 0.4% 74% False False 46,144
60 0.7398 0.7243 0.0155 2.1% 0.0033 0.5% 67% False False 30,909
80 0.7446 0.7243 0.0203 2.8% 0.0032 0.4% 51% False False 23,237
100 0.7464 0.7243 0.0221 3.0% 0.0028 0.4% 47% False False 18,599
120 0.7510 0.7243 0.0267 3.6% 0.0027 0.4% 39% False False 15,504
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7516
2.618 0.7455
1.618 0.7418
1.000 0.7395
0.618 0.7380
HIGH 0.7357
0.618 0.7343
0.500 0.7338
0.382 0.7334
LOW 0.7320
0.618 0.7296
1.000 0.7282
1.618 0.7259
2.618 0.7221
4.250 0.7160
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 0.7343 0.7337
PP 0.7341 0.7329
S1 0.7338 0.7320

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

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