CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 0.7390 0.7389 -0.0002 0.0% 0.7427
High 0.7402 0.7402 0.0000 0.0% 0.7431
Low 0.7390 0.7388 -0.0003 0.0% 0.7380
Close 0.7395 0.7404 0.0009 0.1% 0.7404
Range 0.0012 0.0014 0.0003 21.7% 0.0051
ATR 0.0019 0.0019 0.0000 -2.0% 0.0000
Volume 52 21 -31 -59.6% 115
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7440 0.7436 0.7412
R3 0.7426 0.7422 0.7408
R2 0.7412 0.7412 0.7407
R1 0.7408 0.7408 0.7405 0.7410
PP 0.7398 0.7398 0.7398 0.7399
S1 0.7394 0.7394 0.7403 0.7396
S2 0.7384 0.7384 0.7401
S3 0.7370 0.7380 0.7400
S4 0.7356 0.7366 0.7396
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7556 0.7531 0.7432
R3 0.7506 0.7480 0.7418
R2 0.7455 0.7455 0.7413
R1 0.7430 0.7430 0.7409 0.7417
PP 0.7405 0.7405 0.7405 0.7399
S1 0.7379 0.7379 0.7399 0.7367
S2 0.7354 0.7354 0.7395
S3 0.7304 0.7329 0.7390
S4 0.7253 0.7278 0.7376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7431 0.7380 0.0051 0.7% 0.0010 0.1% 48% False False 23
10 0.7450 0.7380 0.0070 0.9% 0.0011 0.1% 34% False False 27
20 0.7497 0.7380 0.0117 1.6% 0.0013 0.2% 21% False False 20
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 0.7461
2.618 0.7438
1.618 0.7424
1.000 0.7416
0.618 0.7410
HIGH 0.7402
0.618 0.7396
0.500 0.7395
0.382 0.7393
LOW 0.7388
0.618 0.7379
1.000 0.7374
1.618 0.7365
2.618 0.7351
4.250 0.7328
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 0.7401 0.7400
PP 0.7398 0.7395
S1 0.7395 0.7391

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

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