CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 0.7349 0.7369 0.0020 0.3% 0.7417
High 0.7373 0.7374 0.0001 0.0% 0.7429
Low 0.7342 0.7352 0.0010 0.1% 0.7365
Close 0.7367 0.7360 -0.0008 -0.1% 0.7376
Range 0.0031 0.0022 -0.0009 -29.5% 0.0064
ATR 0.0031 0.0030 -0.0001 -2.2% 0.0000
Volume 185,291 126,825 -58,466 -31.6% 397,533
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7426 0.7414 0.7371
R3 0.7405 0.7393 0.7365
R2 0.7383 0.7383 0.7363
R1 0.7371 0.7371 0.7361 0.7367
PP 0.7362 0.7362 0.7362 0.7359
S1 0.7350 0.7350 0.7358 0.7345
S2 0.7340 0.7340 0.7356
S3 0.7319 0.7328 0.7354
S4 0.7297 0.7307 0.7348
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 0.7342 0.0087 1.2% 0.0033 0.4% 20% False False 122,205
10 0.7440 0.7342 0.0098 1.3% 0.0030 0.4% 18% False False 109,181
20 0.7446 0.7286 0.0160 2.2% 0.0031 0.4% 46% False False 103,907
40 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 68% False False 95,749
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 68% False False 95,125
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 68% False False 79,898
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 68% False False 64,015
120 0.7446 0.7179 0.0267 3.6% 0.0032 0.4% 68% False False 53,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7430
1.618 0.7408
1.000 0.7395
0.618 0.7387
HIGH 0.7374
0.618 0.7365
0.500 0.7363
0.382 0.7360
LOW 0.7352
0.618 0.7339
1.000 0.7331
1.618 0.7317
2.618 0.7296
4.250 0.7261
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 0.7363 0.7361
PP 0.7362 0.7360
S1 0.7361 0.7360

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

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