CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 0.7369 0.7365 -0.0004 0.0% 0.7375
High 0.7374 0.7372 -0.0002 0.0% 0.7384
Low 0.7352 0.7354 0.0002 0.0% 0.7342
Close 0.7360 0.7356 -0.0004 0.0% 0.7356
Range 0.0022 0.0019 -0.0003 -14.0% 0.0042
ATR 0.0030 0.0030 -0.0001 -2.8% 0.0000
Volume 126,825 42,562 -84,263 -66.4% 528,200
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7416 0.7405 0.7366
R3 0.7398 0.7386 0.7361
R2 0.7379 0.7379 0.7359
R1 0.7368 0.7368 0.7358 0.7364
PP 0.7361 0.7361 0.7361 0.7359
S1 0.7349 0.7349 0.7354 0.7346
S2 0.7342 0.7342 0.7353
S3 0.7324 0.7331 0.7351
S4 0.7305 0.7312 0.7346
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7487 0.7463 0.7379
R3 0.7445 0.7421 0.7368
R2 0.7403 0.7403 0.7364
R1 0.7379 0.7379 0.7360 0.7370
PP 0.7361 0.7361 0.7361 0.7356
S1 0.7337 0.7337 0.7352 0.7328
S2 0.7319 0.7319 0.7348
S3 0.7277 0.7295 0.7344
S4 0.7235 0.7253 0.7333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7342 0.0042 0.6% 0.0024 0.3% 33% False False 105,640
10 0.7431 0.7342 0.0089 1.2% 0.0030 0.4% 16% False False 103,433
20 0.7446 0.7286 0.0160 2.2% 0.0030 0.4% 44% False False 101,663
40 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 66% False False 94,751
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 66% False False 94,256
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 66% False False 80,425
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 66% False False 64,435
120 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 66% False False 53,759
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7451
2.618 0.7420
1.618 0.7402
1.000 0.7391
0.618 0.7383
HIGH 0.7372
0.618 0.7365
0.500 0.7363
0.382 0.7361
LOW 0.7354
0.618 0.7342
1.000 0.7335
1.618 0.7324
2.618 0.7305
4.250 0.7275
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 0.7363 0.7358
PP 0.7361 0.7357
S1 0.7358 0.7357

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

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