CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 0.7218 0.7218 0.0001 0.0% 0.7237
High 0.7240 0.7251 0.0011 0.2% 0.7265
Low 0.7210 0.7179 -0.0031 -0.4% 0.7210
Close 0.7220 0.7239 0.0019 0.3% 0.7220
Range 0.0031 0.0072 0.0042 136.1% 0.0055
ATR 0.0030 0.0033 0.0003 10.3% 0.0000
Volume 125,743 149,172 23,429 18.6% 484,612
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7439 0.7411 0.7278
R3 0.7367 0.7339 0.7258
R2 0.7295 0.7295 0.7252
R1 0.7267 0.7267 0.7245 0.7281
PP 0.7223 0.7223 0.7223 0.7230
S1 0.7195 0.7195 0.7232 0.7209
S2 0.7151 0.7151 0.7225
S3 0.7079 0.7123 0.7219
S4 0.7007 0.7051 0.7199
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7396 0.7363 0.7250
R3 0.7341 0.7308 0.7235
R2 0.7286 0.7286 0.7230
R1 0.7253 0.7253 0.7225 0.7242
PP 0.7231 0.7231 0.7231 0.7226
S1 0.7198 0.7198 0.7215 0.7187
S2 0.7176 0.7176 0.7210
S3 0.7121 0.7143 0.7205
S4 0.7066 0.7088 0.7190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7265 0.7179 0.0086 1.2% 0.0042 0.6% 70% False True 113,251
10 0.7282 0.7179 0.0103 1.4% 0.0032 0.4% 58% False True 97,904
20 0.7392 0.7179 0.0213 2.9% 0.0030 0.4% 28% False True 88,905
40 0.7392 0.7179 0.0213 2.9% 0.0030 0.4% 28% False True 92,942
60 0.7392 0.7179 0.0213 2.9% 0.0031 0.4% 28% False True 63,128
80 0.7392 0.7179 0.0213 2.9% 0.0032 0.4% 28% False True 47,448
100 0.7446 0.7179 0.0267 3.7% 0.0032 0.4% 22% False True 38,007
120 0.7464 0.7179 0.0285 3.9% 0.0029 0.4% 21% False True 31,687
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 0.0010
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 0.7557
2.618 0.7439
1.618 0.7367
1.000 0.7323
0.618 0.7295
HIGH 0.7251
0.618 0.7223
0.500 0.7215
0.382 0.7207
LOW 0.7179
0.618 0.7135
1.000 0.7107
1.618 0.7063
2.618 0.6991
4.250 0.6873
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 0.7231 0.7233
PP 0.7223 0.7227
S1 0.7215 0.7222

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

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