CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 0.7346 0.7344 -0.0003 0.0% 0.7325
High 0.7364 0.7353 -0.0012 -0.2% 0.7364
Low 0.7337 0.7340 0.0003 0.0% 0.7283
Close 0.7351 0.7345 -0.0007 -0.1% 0.7351
Range 0.0027 0.0013 -0.0015 -53.7% 0.0081
ATR 0.0033 0.0032 -0.0001 -4.5% 0.0000
Volume 114,188 50,226 -63,962 -56.0% 425,527
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7383 0.7376 0.7351
R3 0.7371 0.7364 0.7348
R2 0.7358 0.7358 0.7347
R1 0.7351 0.7351 0.7346 0.7355
PP 0.7346 0.7346 0.7346 0.7347
S1 0.7339 0.7339 0.7343 0.7342
S2 0.7333 0.7333 0.7342
S3 0.7321 0.7326 0.7341
S4 0.7308 0.7314 0.7338
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7576 0.7544 0.7396
R3 0.7495 0.7463 0.7373
R2 0.7414 0.7414 0.7366
R1 0.7382 0.7382 0.7358 0.7398
PP 0.7333 0.7333 0.7333 0.7341
S1 0.7301 0.7301 0.7344 0.7317
S2 0.7252 0.7252 0.7336
S3 0.7171 0.7220 0.7329
S4 0.7090 0.7139 0.7306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7364 0.7283 0.0081 1.1% 0.0034 0.5% 76% False False 95,150
10 0.7364 0.7283 0.0081 1.1% 0.0033 0.4% 76% False False 100,585
20 0.7364 0.7268 0.0097 1.3% 0.0031 0.4% 80% False False 96,980
40 0.7374 0.7268 0.0107 1.5% 0.0031 0.4% 72% False False 50,240
60 0.7374 0.7243 0.0131 1.8% 0.0032 0.4% 77% False False 33,629
80 0.7446 0.7243 0.0203 2.8% 0.0032 0.4% 50% False False 25,282
100 0.7464 0.7243 0.0221 3.0% 0.0029 0.4% 46% False False 20,243
120 0.7495 0.7243 0.0252 3.4% 0.0026 0.4% 40% False False 16,874
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7385
1.618 0.7373
1.000 0.7365
0.618 0.7360
HIGH 0.7353
0.618 0.7348
0.500 0.7346
0.382 0.7345
LOW 0.7340
0.618 0.7332
1.000 0.7328
1.618 0.7320
2.618 0.7307
4.250 0.7287
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 0.7346 0.7344
PP 0.7346 0.7343
S1 0.7345 0.7342

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

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