CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 0.7359 0.7360 0.0001 0.0% 0.7375
High 0.7371 0.7364 -0.0007 -0.1% 0.7384
Low 0.7350 0.7345 -0.0005 -0.1% 0.7342
Close 0.7357 0.7359 0.0002 0.0% 0.7356
Range 0.0021 0.0019 -0.0002 -9.5% 0.0042
ATR 0.0029 0.0028 -0.0001 -2.5% 0.0000
Volume 7,841 579 -7,262 -92.6% 528,200
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7413 0.7405 0.7369
R3 0.7394 0.7386 0.7364
R2 0.7375 0.7375 0.7362
R1 0.7367 0.7367 0.7360 0.7361
PP 0.7356 0.7356 0.7356 0.7353
S1 0.7348 0.7348 0.7357 0.7342
S2 0.7337 0.7337 0.7355
S3 0.7318 0.7329 0.7353
S4 0.7299 0.7310 0.7348
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 0.7374 0.7342 0.0032 0.4% 0.0022 0.3% 52% False False 72,619
10 0.7429 0.7342 0.0087 1.2% 0.0027 0.4% 19% False False 81,809
20 0.7446 0.7337 0.0109 1.5% 0.0029 0.4% 20% False False 94,307
40 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 67% False False 90,984
60 0.7446 0.7179 0.0267 3.6% 0.0030 0.4% 67% False False 90,738
80 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 80,480
100 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 64,515
120 0.7446 0.7179 0.0267 3.6% 0.0031 0.4% 67% False False 53,829
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7413
1.618 0.7394
1.000 0.7383
0.618 0.7375
HIGH 0.7364
0.618 0.7356
0.500 0.7354
0.382 0.7352
LOW 0.7345
0.618 0.7333
1.000 0.7326
1.618 0.7314
2.618 0.7295
4.250 0.7264
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 0.7357 0.7358
PP 0.7356 0.7358
S1 0.7354 0.7358

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

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