CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 30-Aug-2024
Day Change Summary
Previous Current
29-Aug-2024 30-Aug-2024 Change Change % Previous Week
Open 0.7423 0.7421 -0.0003 0.0% 0.7408
High 0.7440 0.7431 -0.0010 -0.1% 0.7446
Low 0.7418 0.7407 -0.0011 -0.1% 0.7405
Close 0.7426 0.7419 -0.0007 -0.1% 0.7419
Range 0.0023 0.0024 0.0002 6.7% 0.0041
ATR 0.0030 0.0030 0.0000 -1.5% 0.0000
Volume 100,039 108,600 8,561 8.6% 549,022
Daily Pivots for day following 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7491 0.7479 0.7432
R3 0.7467 0.7455 0.7425
R2 0.7443 0.7443 0.7423
R1 0.7431 0.7431 0.7421 0.7425
PP 0.7419 0.7419 0.7419 0.7416
S1 0.7407 0.7407 0.7416 0.7401
S2 0.7395 0.7395 0.7414
S3 0.7371 0.7383 0.7412
S4 0.7347 0.7359 0.7405
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7546 0.7523 0.7441
R3 0.7505 0.7482 0.7430
R2 0.7464 0.7464 0.7426
R1 0.7441 0.7441 0.7422 0.7453
PP 0.7423 0.7423 0.7423 0.7429
S1 0.7400 0.7400 0.7415 0.7412
S2 0.7382 0.7382 0.7411
S3 0.7341 0.7359 0.7407
S4 0.7300 0.7318 0.7396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7446 0.7405 0.0041 0.6% 0.0026 0.3% 34% False False 109,804
10 0.7446 0.7314 0.0132 1.8% 0.0030 0.4% 79% False False 104,161
20 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 90% False False 93,768
40 0.7446 0.7179 0.0267 3.6% 0.0029 0.4% 90% False False 88,862
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 90% False False 91,038
80 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 90% False False 68,926
100 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 90% False False 55,230
120 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 90% False False 46,059
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 0.7533
2.618 0.7493
1.618 0.7469
1.000 0.7455
0.618 0.7445
HIGH 0.7431
0.618 0.7421
0.500 0.7419
0.382 0.7416
LOW 0.7407
0.618 0.7392
1.000 0.7383
1.618 0.7368
2.618 0.7344
4.250 0.7305
Fisher Pivots for day following 30-Aug-2024
Pivot 1 day 3 day
R1 0.7419 0.7426
PP 0.7419 0.7424
S1 0.7419 0.7421

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

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