CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 0.7465 0.7434 -0.0031 -0.4% 0.7398
High 0.7471 0.7445 -0.0026 -0.3% 0.7471
Low 0.7438 0.7431 -0.0007 -0.1% 0.7387
Close 0.7444 0.7444 0.0000 0.0% 0.7444
Range 0.0033 0.0014 -0.0019 -58.5% 0.0084
ATR 0.0022 0.0021 -0.0001 -2.7% 0.0000
Volume 49 33 -16 -32.7% 151
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7480 0.7475 0.7451
R3 0.7467 0.7462 0.7447
R2 0.7453 0.7453 0.7446
R1 0.7448 0.7448 0.7445 0.7451
PP 0.7440 0.7440 0.7440 0.7441
S1 0.7435 0.7435 0.7442 0.7437
S2 0.7426 0.7426 0.7441
S3 0.7413 0.7421 0.7440
S4 0.7399 0.7408 0.7436
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7684 0.7647 0.7489
R3 0.7601 0.7564 0.7466
R2 0.7517 0.7517 0.7459
R1 0.7480 0.7480 0.7451 0.7499
PP 0.7434 0.7434 0.7434 0.7443
S1 0.7397 0.7397 0.7436 0.7415
S2 0.7350 0.7350 0.7428
S3 0.7267 0.7313 0.7421
S4 0.7183 0.7230 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7471 0.7387 0.0084 1.1% 0.0015 0.2% 68% False False 29
10 0.7471 0.7380 0.0091 1.2% 0.0013 0.2% 70% False False 27
20 0.7471 0.7380 0.0091 1.2% 0.0012 0.2% 70% False False 26
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7502
2.618 0.7480
1.618 0.7466
1.000 0.7458
0.618 0.7453
HIGH 0.7445
0.618 0.7439
0.500 0.7438
0.382 0.7436
LOW 0.7431
0.618 0.7423
1.000 0.7418
1.618 0.7409
2.618 0.7396
4.250 0.7374
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 0.7442 0.7451
PP 0.7440 0.7448
S1 0.7438 0.7446

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

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