CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 22-Feb-2024
Day Change Summary
Previous Current
21-Feb-2024 22-Feb-2024 Change Change % Previous Week
Open 0.7421 0.7438 0.0017 0.2% 0.7451
High 0.7434 0.7443 0.0009 0.1% 0.7451
Low 0.7421 0.7438 0.0017 0.2% 0.7383
Close 0.7434 0.7443 0.0009 0.1% 0.7436
Range 0.0013 0.0006 -0.0008 -57.7% 0.0068
ATR 0.0021 0.0020 -0.0001 -4.1% 0.0000
Volume 40 9 -31 -77.5% 79
Daily Pivots for day following 22-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7458 0.7456 0.7446
R3 0.7452 0.7450 0.7445
R2 0.7447 0.7447 0.7444
R1 0.7445 0.7445 0.7444 0.7446
PP 0.7441 0.7441 0.7441 0.7442
S1 0.7439 0.7439 0.7442 0.7440
S2 0.7436 0.7436 0.7442
S3 0.7430 0.7434 0.7441
S4 0.7425 0.7428 0.7440
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 0.7421 0.0029 0.4% 0.0013 0.2% 76% False False 28
10 0.7458 0.7383 0.0076 1.0% 0.0013 0.2% 80% False False 19
20 0.7497 0.7383 0.0114 1.5% 0.0012 0.2% 53% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7457
1.618 0.7452
1.000 0.7449
0.618 0.7446
HIGH 0.7443
0.618 0.7441
0.500 0.7440
0.382 0.7440
LOW 0.7438
0.618 0.7434
1.000 0.7432
1.618 0.7429
2.618 0.7423
4.250 0.7414
Fisher Pivots for day following 22-Feb-2024
Pivot 1 day 3 day
R1 0.7442 0.7439
PP 0.7441 0.7436
S1 0.7440 0.7432

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

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