CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 0.7445 0.7423 -0.0022 -0.3% 0.7316
High 0.7446 0.7440 -0.0006 -0.1% 0.7414
Low 0.7419 0.7418 -0.0002 0.0% 0.7314
Close 0.7427 0.7426 -0.0001 0.0% 0.7406
Range 0.0027 0.0023 -0.0004 -15.1% 0.0100
ATR 0.0031 0.0030 -0.0001 -1.9% 0.0000
Volume 140,714 100,039 -40,675 -28.9% 492,589
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7495 0.7483 0.7438
R3 0.7473 0.7460 0.7432
R2 0.7450 0.7450 0.7430
R1 0.7438 0.7438 0.7428 0.7444
PP 0.7428 0.7428 0.7428 0.7431
S1 0.7415 0.7415 0.7423 0.7422
S2 0.7405 0.7405 0.7421
S3 0.7383 0.7393 0.7419
S4 0.7360 0.7370 0.7413
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 0.7351 0.0095 1.3% 0.0033 0.4% 79% False False 111,528
10 0.7446 0.7286 0.0160 2.1% 0.0031 0.4% 87% False False 99,894
20 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 92% False False 94,625
40 0.7446 0.7179 0.0267 3.6% 0.0029 0.4% 92% False False 89,002
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 92% False False 89,480
80 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 92% False False 67,573
100 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 92% False False 54,147
120 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 92% False False 45,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7499
1.618 0.7476
1.000 0.7463
0.618 0.7454
HIGH 0.7440
0.618 0.7431
0.500 0.7429
0.382 0.7426
LOW 0.7418
0.618 0.7404
1.000 0.7395
1.618 0.7381
2.618 0.7359
4.250 0.7322
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 0.7429 0.7432
PP 0.7428 0.7430
S1 0.7427 0.7428

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

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