CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Feb-2024
Day Change Summary
Previous Current
15-Feb-2024 16-Feb-2024 Change Change % Previous Week
Open 0.7440 0.7442 0.0002 0.0% 0.7451
High 0.7447 0.7450 0.0004 0.0% 0.7451
Low 0.7428 0.7436 0.0009 0.1% 0.7383
Close 0.7447 0.7436 -0.0011 -0.1% 0.7436
Range 0.0019 0.0014 -0.0005 -26.3% 0.0068
ATR 0.0023 0.0022 -0.0001 -2.7% 0.0000
Volume 25 9 -16 -64.0% 79
Daily Pivots for day following 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7483 0.7473 0.7444
R3 0.7469 0.7459 0.7440
R2 0.7455 0.7455 0.7439
R1 0.7445 0.7445 0.7437 0.7443
PP 0.7441 0.7441 0.7441 0.7440
S1 0.7431 0.7431 0.7435 0.7429
S2 0.7427 0.7427 0.7433
S3 0.7413 0.7417 0.7432
S4 0.7399 0.7403 0.7428
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7627 0.7600 0.7473
R3 0.7559 0.7532 0.7455
R2 0.7491 0.7491 0.7448
R1 0.7464 0.7464 0.7442 0.7443
PP 0.7423 0.7423 0.7423 0.7413
S1 0.7396 0.7396 0.7430 0.7375
S2 0.7355 0.7355 0.7424
S3 0.7287 0.7328 0.7417
S4 0.7219 0.7260 0.7399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7451 0.7383 0.0068 0.9% 0.0014 0.2% 79% False False 15
10 0.7458 0.7383 0.0076 1.0% 0.0012 0.2% 71% False False 13
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7487
1.618 0.7473
1.000 0.7464
0.618 0.7459
HIGH 0.7450
0.618 0.7445
0.500 0.7443
0.382 0.7441
LOW 0.7436
0.618 0.7427
1.000 0.7422
1.618 0.7413
2.618 0.7399
4.250 0.7377
Fisher Pivots for day following 16-Feb-2024
Pivot 1 day 3 day
R1 0.7443 0.7431
PP 0.7441 0.7427
S1 0.7438 0.7422

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

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