CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 26-Jul-2024
Day Change Summary
Previous Current
25-Jul-2024 26-Jul-2024 Change Change % Previous Week
Open 0.7253 0.7244 -0.0009 -0.1% 0.7297
High 0.7259 0.7253 -0.0006 -0.1% 0.7308
Low 0.7231 0.7231 0.0000 0.0% 0.7231
Close 0.7246 0.7238 -0.0008 -0.1% 0.7238
Range 0.0028 0.0022 -0.0006 -21.4% 0.0077
ATR 0.0028 0.0028 0.0000 -1.6% 0.0000
Volume 103,660 78,251 -25,409 -24.5% 429,421
Daily Pivots for day following 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7307 0.7294 0.7250
R3 0.7285 0.7272 0.7244
R2 0.7263 0.7263 0.7242
R1 0.7250 0.7250 0.7240 0.7245
PP 0.7241 0.7241 0.7241 0.7238
S1 0.7228 0.7228 0.7235 0.7223
S2 0.7219 0.7219 0.7233
S3 0.7197 0.7206 0.7231
S4 0.7175 0.7184 0.7225
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7490 0.7441 0.7280
R3 0.7413 0.7364 0.7259
R2 0.7336 0.7336 0.7252
R1 0.7287 0.7287 0.7245 0.7273
PP 0.7259 0.7259 0.7259 0.7252
S1 0.7210 0.7210 0.7230 0.7196
S2 0.7182 0.7182 0.7223
S3 0.7105 0.7133 0.7216
S4 0.7028 0.7056 0.7195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7308 0.7231 0.0077 1.1% 0.0025 0.3% 8% False True 85,884
10 0.7349 0.7231 0.0118 1.6% 0.0026 0.4% 6% False True 84,388
20 0.7392 0.7231 0.0161 2.2% 0.0029 0.4% 4% False True 87,893
40 0.7392 0.7231 0.0161 2.2% 0.0030 0.4% 4% False True 78,340
60 0.7392 0.7231 0.0161 2.2% 0.0030 0.4% 4% False True 52,601
80 0.7437 0.7231 0.0206 2.8% 0.0032 0.4% 3% False True 39,559
100 0.7464 0.7231 0.0233 3.2% 0.0030 0.4% 3% False True 31,678
120 0.7464 0.7231 0.0233 3.2% 0.0028 0.4% 3% False True 26,406
Crabel Price Patterns
NR True
NR4 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7347
2.618 0.7311
1.618 0.7289
1.000 0.7275
0.618 0.7267
HIGH 0.7253
0.618 0.7245
0.500 0.7242
0.382 0.7239
LOW 0.7231
0.618 0.7217
1.000 0.7209
1.618 0.7195
2.618 0.7173
4.250 0.7138
Fisher Pivots for day following 26-Jul-2024
Pivot 1 day 3 day
R1 0.7242 0.7250
PP 0.7241 0.7246
S1 0.7239 0.7242

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

View Archives - Comment on this page... - Back to Index of Symbols