CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 0.7427 0.7422 -0.0005 -0.1% 0.7437
High 0.7431 0.7422 -0.0009 -0.1% 0.7443
Low 0.7427 0.7422 -0.0005 -0.1% 0.7421
Close 0.7431 0.7422 -0.0009 -0.1% 0.7437
Range 0.0004 0.0000 -0.0004 -100.0% 0.0022
ATR 0.0019 0.0018 -0.0001 -3.8% 0.0000
Volume 23 0 -23 -100.0% 147
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7422 0.7422 0.7422
R3 0.7422 0.7422 0.7422
R2 0.7422 0.7422 0.7422
R1 0.7422 0.7422 0.7422 0.7422
PP 0.7422 0.7422 0.7422 0.7422
S1 0.7422 0.7422 0.7422 0.7422
S2 0.7422 0.7422 0.7422
S3 0.7422 0.7422 0.7422
S4 0.7422 0.7422 0.7422
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7500 0.7490 0.7449
R3 0.7478 0.7468 0.7443
R2 0.7456 0.7456 0.7441
R1 0.7446 0.7446 0.7439 0.7448
PP 0.7434 0.7434 0.7434 0.7435
S1 0.7424 0.7424 0.7435 0.7426
S2 0.7412 0.7412 0.7433
S3 0.7390 0.7402 0.7431
S4 0.7368 0.7380 0.7425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7443 0.7421 0.0022 0.3% 0.0006 0.1% 2% False False 22
10 0.7450 0.7383 0.0068 0.9% 0.0012 0.2% 58% False False 24
20 0.7497 0.7383 0.0114 1.5% 0.0012 0.2% 34% False False 16
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7422
2.618 0.7422
1.618 0.7422
1.000 0.7422
0.618 0.7422
HIGH 0.7422
0.618 0.7422
0.500 0.7422
0.382 0.7422
LOW 0.7422
0.618 0.7422
1.000 0.7422
1.618 0.7422
2.618 0.7422
4.250 0.7422
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 0.7422 0.7430
PP 0.7422 0.7427
S1 0.7422 0.7424

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

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