CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 0.7394 0.7425 0.0032 0.4% 0.7427
High 0.7400 0.7433 0.0034 0.5% 0.7431
Low 0.7387 0.7425 0.0038 0.5% 0.7380
Close 0.7387 0.7427 0.0040 0.5% 0.7404
Range 0.0013 0.0008 -0.0005 -36.0% 0.0051
ATR 0.0018 0.0020 0.0002 11.2% 0.0000
Volume 47 19 -28 -59.6% 115
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7452 0.7447 0.7431
R3 0.7444 0.7439 0.7429
R2 0.7436 0.7436 0.7428
R1 0.7431 0.7431 0.7427 0.7434
PP 0.7428 0.7428 0.7428 0.7429
S1 0.7423 0.7423 0.7426 0.7426
S2 0.7420 0.7420 0.7425
S3 0.7412 0.7415 0.7424
S4 0.7404 0.7407 0.7422
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 0.7433 0.7387 0.0046 0.6% 0.0011 0.1% 86% True False 34
10 0.7443 0.7380 0.0063 0.8% 0.0009 0.1% 74% False False 26
20 0.7458 0.7380 0.0078 1.1% 0.0011 0.1% 60% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7454
1.618 0.7446
1.000 0.7441
0.618 0.7438
HIGH 0.7433
0.618 0.7430
0.500 0.7429
0.382 0.7428
LOW 0.7425
0.618 0.7420
1.000 0.7417
1.618 0.7412
2.618 0.7404
4.250 0.7391
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 0.7429 0.7421
PP 0.7428 0.7416
S1 0.7427 0.7410

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

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