CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-Jul-2024
Day Change Summary
Previous Current
26-Jul-2024 29-Jul-2024 Change Change % Previous Week
Open 0.7244 0.7237 -0.0007 -0.1% 0.7297
High 0.7253 0.7249 -0.0005 -0.1% 0.7308
Low 0.7231 0.7223 -0.0009 -0.1% 0.7231
Close 0.7238 0.7230 -0.0008 -0.1% 0.7238
Range 0.0022 0.0026 0.0004 18.2% 0.0077
ATR 0.0028 0.0028 0.0000 -0.5% 0.0000
Volume 78,251 67,527 -10,724 -13.7% 429,421
Daily Pivots for day following 29-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7312 0.7297 0.7244
R3 0.7286 0.7271 0.7237
R2 0.7260 0.7260 0.7234
R1 0.7245 0.7245 0.7232 0.7239
PP 0.7234 0.7234 0.7234 0.7231
S1 0.7219 0.7219 0.7227 0.7213
S2 0.7208 0.7208 0.7225
S3 0.7182 0.7193 0.7222
S4 0.7156 0.7167 0.7215
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 0.7282 0.7223 0.0060 0.8% 0.0023 0.3% 12% False True 82,558
10 0.7337 0.7223 0.0115 1.6% 0.0026 0.4% 6% False True 79,965
20 0.7392 0.7223 0.0170 2.3% 0.0028 0.4% 4% False True 84,379
40 0.7392 0.7223 0.0170 2.3% 0.0029 0.4% 4% False True 79,981
60 0.7392 0.7223 0.0170 2.3% 0.0030 0.4% 4% False True 53,720
80 0.7437 0.7223 0.0215 3.0% 0.0032 0.4% 3% False True 40,402
100 0.7464 0.7223 0.0242 3.3% 0.0030 0.4% 3% False True 32,353
120 0.7464 0.7223 0.0242 3.3% 0.0028 0.4% 3% False True 26,969
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7359
2.618 0.7317
1.618 0.7291
1.000 0.7275
0.618 0.7265
HIGH 0.7249
0.618 0.7239
0.500 0.7236
0.382 0.7232
LOW 0.7223
0.618 0.7206
1.000 0.7197
1.618 0.7180
2.618 0.7154
4.250 0.7112
Fisher Pivots for day following 29-Jul-2024
Pivot 1 day 3 day
R1 0.7236 0.7241
PP 0.7234 0.7237
S1 0.7232 0.7233

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

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