CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 0.7422 0.7445 0.0023 0.3% 0.7316
High 0.7445 0.7446 0.0001 0.0% 0.7414
Low 0.7419 0.7419 0.0000 0.0% 0.7314
Close 0.7442 0.7427 -0.0015 -0.2% 0.7406
Range 0.0026 0.0027 0.0001 3.9% 0.0100
ATR 0.0031 0.0031 0.0000 -1.1% 0.0000
Volume 100,775 140,714 39,939 39.6% 492,589
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7510 0.7495 0.7441
R3 0.7483 0.7468 0.7434
R2 0.7457 0.7457 0.7431
R1 0.7442 0.7442 0.7429 0.7436
PP 0.7430 0.7430 0.7430 0.7428
S1 0.7415 0.7415 0.7424 0.7410
S2 0.7404 0.7404 0.7422
S3 0.7377 0.7389 0.7419
S4 0.7351 0.7362 0.7412
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7678 0.7642 0.7461
R3 0.7578 0.7542 0.7433
R2 0.7478 0.7478 0.7424
R1 0.7442 0.7442 0.7415 0.7460
PP 0.7378 0.7378 0.7378 0.7387
S1 0.7342 0.7342 0.7396 0.7360
S2 0.7278 0.7278 0.7387
S3 0.7178 0.7242 0.7378
S4 0.7078 0.7142 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7446 0.7349 0.0097 1.3% 0.0034 0.5% 80% True False 111,228
10 0.7446 0.7286 0.0160 2.1% 0.0031 0.4% 88% True False 98,633
20 0.7446 0.7179 0.0267 3.6% 0.0033 0.4% 93% True False 95,016
40 0.7446 0.7179 0.0267 3.6% 0.0029 0.4% 93% True False 89,051
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 93% True False 87,919
80 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 93% True False 66,325
100 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 93% True False 53,149
120 0.7464 0.7179 0.0285 3.8% 0.0031 0.4% 87% False False 44,326
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7515
1.618 0.7488
1.000 0.7472
0.618 0.7462
HIGH 0.7446
0.618 0.7435
0.500 0.7432
0.382 0.7429
LOW 0.7419
0.618 0.7403
1.000 0.7393
1.618 0.7376
2.618 0.7350
4.250 0.7306
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 0.7432 0.7426
PP 0.7430 0.7426
S1 0.7428 0.7425

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

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