CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Jul-2024
Day Change Summary
Previous Current
29-Jul-2024 30-Jul-2024 Change Change % Previous Week
Open 0.7237 0.7229 -0.0009 -0.1% 0.7297
High 0.7249 0.7237 -0.0012 -0.2% 0.7308
Low 0.7223 0.7223 0.0001 0.0% 0.7231
Close 0.7230 0.7230 0.0001 0.0% 0.7238
Range 0.0026 0.0014 -0.0013 -48.1% 0.0077
ATR 0.0028 0.0027 -0.0001 -3.7% 0.0000
Volume 67,527 71,427 3,900 5.8% 429,421
Daily Pivots for day following 30-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7270 0.7264 0.7237
R3 0.7257 0.7250 0.7234
R2 0.7243 0.7243 0.7232
R1 0.7237 0.7237 0.7231 0.7240
PP 0.7230 0.7230 0.7230 0.7232
S1 0.7223 0.7223 0.7229 0.7227
S2 0.7216 0.7216 0.7228
S3 0.7203 0.7210 0.7226
S4 0.7189 0.7196 0.7223
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 0.7269 0.7223 0.0046 0.6% 0.0022 0.3% 16% False False 85,189
10 0.7334 0.7223 0.0112 1.5% 0.0024 0.3% 7% False False 79,328
20 0.7392 0.7223 0.0170 2.3% 0.0026 0.4% 4% False False 83,032
40 0.7392 0.7223 0.0170 2.3% 0.0029 0.4% 4% False False 81,634
60 0.7392 0.7223 0.0170 2.3% 0.0030 0.4% 4% False False 54,904
80 0.7403 0.7223 0.0180 2.5% 0.0032 0.4% 4% False False 41,290
100 0.7464 0.7223 0.0242 3.3% 0.0030 0.4% 3% False False 33,067
120 0.7464 0.7223 0.0242 3.3% 0.0028 0.4% 3% False False 27,564
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 0.0007
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7294
2.618 0.7272
1.618 0.7258
1.000 0.7250
0.618 0.7245
HIGH 0.7237
0.618 0.7231
0.500 0.7230
0.382 0.7228
LOW 0.7223
0.618 0.7215
1.000 0.7210
1.618 0.7201
2.618 0.7188
4.250 0.7166
Fisher Pivots for day following 30-Jul-2024
Pivot 1 day 3 day
R1 0.7230 0.7238
PP 0.7230 0.7235
S1 0.7230 0.7233

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

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