CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 0.7389 0.7398 0.0009 0.1% 0.7427
High 0.7402 0.7402 0.0001 0.0% 0.7431
Low 0.7388 0.7394 0.0007 0.1% 0.7380
Close 0.7404 0.7394 -0.0010 -0.1% 0.7404
Range 0.0014 0.0008 -0.0006 -42.9% 0.0051
ATR 0.0019 0.0018 -0.0001 -3.4% 0.0000
Volume 21 35 14 66.7% 115
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7421 0.7415 0.7398
R3 0.7413 0.7407 0.7396
R2 0.7405 0.7405 0.7395
R1 0.7399 0.7399 0.7395 0.7398
PP 0.7397 0.7397 0.7397 0.7396
S1 0.7391 0.7391 0.7393 0.7390
S2 0.7389 0.7389 0.7393
S3 0.7381 0.7383 0.7392
S4 0.7373 0.7375 0.7390
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 0.7422 0.7380 0.0042 0.6% 0.0010 0.1% 34% False False 25
10 0.7443 0.7380 0.0063 0.9% 0.0010 0.1% 22% False False 29
20 0.7458 0.7380 0.0078 1.1% 0.0011 0.1% 18% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7436
2.618 0.7423
1.618 0.7415
1.000 0.7410
0.618 0.7407
HIGH 0.7402
0.618 0.7399
0.500 0.7398
0.382 0.7397
LOW 0.7394
0.618 0.7389
1.000 0.7386
1.618 0.7381
2.618 0.7373
4.250 0.7360
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 0.7398 0.7395
PP 0.7397 0.7395
S1 0.7395 0.7394

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

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