CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 0.7442 0.7437 -0.0005 -0.1% 0.7451
High 0.7450 0.7437 -0.0013 -0.2% 0.7451
Low 0.7436 0.7422 -0.0014 -0.2% 0.7383
Close 0.7436 0.7422 -0.0014 -0.2% 0.7436
Range 0.0014 0.0015 0.0001 7.1% 0.0068
ATR 0.0022 0.0022 -0.0001 -2.3% 0.0000
Volume 9 59 50 555.6% 79
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7472 0.7462 0.7430
R3 0.7457 0.7447 0.7426
R2 0.7442 0.7442 0.7425
R1 0.7432 0.7432 0.7423 0.7430
PP 0.7427 0.7427 0.7427 0.7426
S1 0.7417 0.7417 0.7421 0.7415
S2 0.7412 0.7412 0.7419
S3 0.7397 0.7402 0.7418
S4 0.7382 0.7387 0.7414
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 0.7450 0.7383 0.0068 0.9% 0.0017 0.2% 59% False False 27
10 0.7458 0.7383 0.0076 1.0% 0.0012 0.2% 52% False False 15
20 0.7497 0.7383 0.0114 1.5% 0.0011 0.2% 35% False False 12
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7501
2.618 0.7476
1.618 0.7461
1.000 0.7452
0.618 0.7446
HIGH 0.7437
0.618 0.7431
0.500 0.7430
0.382 0.7428
LOW 0.7422
0.618 0.7413
1.000 0.7407
1.618 0.7398
2.618 0.7383
4.250 0.7358
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 0.7430 0.7436
PP 0.7427 0.7431
S1 0.7425 0.7427

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

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