CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 0.7231 0.7254 0.0023 0.3% 0.7297
High 0.7264 0.7265 0.0001 0.0% 0.7308
Low 0.7226 0.7210 -0.0016 -0.2% 0.7231
Close 0.7259 0.7212 -0.0047 -0.6% 0.7238
Range 0.0038 0.0055 0.0017 44.7% 0.0077
ATR 0.0027 0.0029 0.0002 7.2% 0.0000
Volume 112,062 107,853 -4,209 -3.8% 429,421
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7394 0.7358 0.7242
R3 0.7339 0.7303 0.7227
R2 0.7284 0.7284 0.7222
R1 0.7248 0.7248 0.7217 0.7238
PP 0.7229 0.7229 0.7229 0.7224
S1 0.7193 0.7193 0.7207 0.7183
S2 0.7174 0.7174 0.7202
S3 0.7119 0.7138 0.7197
S4 0.7064 0.7083 0.7182
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 0.7265 0.7210 0.0055 0.8% 0.0031 0.4% 5% True True 87,424
10 0.7310 0.7210 0.0100 1.4% 0.0028 0.4% 3% False True 86,323
20 0.7392 0.7210 0.0183 2.5% 0.0027 0.4% 1% False True 83,380
40 0.7392 0.7210 0.0183 2.5% 0.0029 0.4% 1% False True 86,907
60 0.7392 0.7210 0.0183 2.5% 0.0030 0.4% 1% False True 58,556
80 0.7398 0.7210 0.0188 2.6% 0.0032 0.4% 1% False True 44,027
100 0.7446 0.7210 0.0237 3.3% 0.0031 0.4% 1% False True 35,266
120 0.7464 0.7210 0.0255 3.5% 0.0028 0.4% 1% False True 29,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.7498
2.618 0.7408
1.618 0.7353
1.000 0.7320
0.618 0.7298
HIGH 0.7265
0.618 0.7243
0.500 0.7237
0.382 0.7231
LOW 0.7210
0.618 0.7176
1.000 0.7155
1.618 0.7121
2.618 0.7066
4.250 0.6976
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 0.7237 0.7237
PP 0.7229 0.7229
S1 0.7220 0.7220

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

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