CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 0.7365 0.7359 -0.0006 -0.1% 0.7375
High 0.7372 0.7371 -0.0002 0.0% 0.7384
Low 0.7354 0.7350 -0.0004 -0.1% 0.7342
Close 0.7356 0.7357 0.0001 0.0% 0.7356
Range 0.0019 0.0021 0.0003 13.5% 0.0042
ATR 0.0030 0.0029 -0.0001 -2.1% 0.0000
Volume 42,562 7,841 -34,721 -81.6% 528,200
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7422 0.7411 0.7369
R3 0.7401 0.7390 0.7363
R2 0.7380 0.7380 0.7361
R1 0.7369 0.7369 0.7359 0.7364
PP 0.7359 0.7359 0.7359 0.7357
S1 0.7348 0.7348 0.7355 0.7343
S2 0.7338 0.7338 0.7353
S3 0.7317 0.7327 0.7351
S4 0.7296 0.7306 0.7345
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 0.7379 0.7342 0.0037 0.5% 0.0025 0.3% 41% False False 94,051
10 0.7429 0.7342 0.0087 1.2% 0.0030 0.4% 17% False False 93,357
20 0.7446 0.7314 0.0132 1.8% 0.0030 0.4% 33% False False 98,759
40 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 67% False False 93,074
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 67% False False 92,274
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 80,498
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 64,511
120 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 53,824
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7460
2.618 0.7425
1.618 0.7404
1.000 0.7392
0.618 0.7383
HIGH 0.7371
0.618 0.7362
0.500 0.7360
0.382 0.7358
LOW 0.7350
0.618 0.7337
1.000 0.7329
1.618 0.7316
2.618 0.7295
4.250 0.7260
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 0.7360 0.7362
PP 0.7359 0.7360
S1 0.7358 0.7359

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

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