CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 0.7407 0.7407 -0.0001 0.0% 0.7417
High 0.7410 0.7429 0.0019 0.3% 0.7429
Low 0.7397 0.7365 -0.0032 -0.4% 0.7365
Close 0.7406 0.7376 -0.0031 -0.4% 0.7376
Range 0.0013 0.0064 0.0051 392.3% 0.0064
ATR 0.0030 0.0032 0.0002 8.2% 0.0000
Volume 64,354 125,388 61,034 94.8% 397,533
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7582 0.7543 0.7411
R3 0.7518 0.7479 0.7393
R2 0.7454 0.7454 0.7387
R1 0.7415 0.7415 0.7381 0.7402
PP 0.7390 0.7390 0.7390 0.7383
S1 0.7351 0.7351 0.7370 0.7338
S2 0.7326 0.7326 0.7364
S3 0.7262 0.7287 0.7358
S4 0.7198 0.7223 0.7340
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7582 0.7543 0.7411
R3 0.7518 0.7479 0.7393
R2 0.7454 0.7454 0.7387
R1 0.7415 0.7415 0.7381 0.7402
PP 0.7390 0.7390 0.7390 0.7383
S1 0.7351 0.7351 0.7370 0.7338
S2 0.7326 0.7326 0.7364
S3 0.7262 0.7287 0.7358
S4 0.7198 0.7223 0.7340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7431 0.7365 0.0066 0.9% 0.0036 0.5% 17% False True 101,226
10 0.7446 0.7351 0.0095 1.3% 0.0035 0.5% 26% False False 106,377
20 0.7446 0.7270 0.0176 2.4% 0.0030 0.4% 60% False False 91,778
40 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 91,746
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 74% False False 95,268
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 73,876
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 59,174
120 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 74% False False 49,365
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 0.0006
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7596
1.618 0.7532
1.000 0.7493
0.618 0.7468
HIGH 0.7429
0.618 0.7404
0.500 0.7397
0.382 0.7389
LOW 0.7365
0.618 0.7325
1.000 0.7301
1.618 0.7261
2.618 0.7197
4.250 0.7093
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 0.7397 0.7397
PP 0.7390 0.7390
S1 0.7383 0.7383

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

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