CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 0.7407 0.7375 -0.0032 -0.4% 0.7417
High 0.7429 0.7384 -0.0045 -0.6% 0.7429
Low 0.7365 0.7368 0.0003 0.0% 0.7365
Close 0.7376 0.7377 0.0001 0.0% 0.7376
Range 0.0064 0.0017 -0.0048 -74.2% 0.0064
ATR 0.0032 0.0031 -0.0001 -3.5% 0.0000
Volume 125,388 65,785 -59,603 -47.5% 397,533
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7426 0.7418 0.7386
R3 0.7409 0.7401 0.7381
R2 0.7393 0.7393 0.7380
R1 0.7385 0.7385 0.7378 0.7389
PP 0.7376 0.7376 0.7376 0.7378
S1 0.7368 0.7368 0.7375 0.7372
S2 0.7360 0.7360 0.7373
S3 0.7343 0.7352 0.7372
S4 0.7327 0.7335 0.7367
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 0.7429 0.7365 0.0064 0.9% 0.0034 0.5% 19% False False 92,663
10 0.7446 0.7365 0.0081 1.1% 0.0030 0.4% 15% False False 101,234
20 0.7446 0.7282 0.0164 2.2% 0.0029 0.4% 58% False False 92,007
40 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 91,679
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 74% False False 94,848
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 74,685
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 74% False False 59,826
120 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 74% False False 49,913
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7454
2.618 0.7427
1.618 0.7411
1.000 0.7401
0.618 0.7394
HIGH 0.7384
0.618 0.7378
0.500 0.7376
0.382 0.7374
LOW 0.7368
0.618 0.7357
1.000 0.7351
1.618 0.7341
2.618 0.7324
4.250 0.7297
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 0.7376 0.7397
PP 0.7376 0.7390
S1 0.7376 0.7383

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

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