CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 0.7434 0.7430 -0.0004 -0.1% 0.7398
High 0.7445 0.7438 -0.0007 -0.1% 0.7471
Low 0.7431 0.7430 -0.0001 0.0% 0.7387
Close 0.7444 0.7438 -0.0006 -0.1% 0.7444
Range 0.0014 0.0008 -0.0006 -44.4% 0.0084
ATR 0.0021 0.0021 -0.0001 -2.6% 0.0000
Volume 33 31 -2 -6.1% 151
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7458 0.7455 0.7442
R3 0.7450 0.7448 0.7440
R2 0.7443 0.7443 0.7439
R1 0.7440 0.7440 0.7438 0.7441
PP 0.7435 0.7435 0.7435 0.7436
S1 0.7433 0.7433 0.7437 0.7434
S2 0.7428 0.7428 0.7436
S3 0.7420 0.7425 0.7435
S4 0.7413 0.7418 0.7433
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 0.7425 0.0046 0.6% 0.0014 0.2% 27% False False 26
10 0.7471 0.7380 0.0091 1.2% 0.0014 0.2% 64% False False 30
20 0.7471 0.7380 0.0091 1.2% 0.0013 0.2% 64% False False 27
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7469
2.618 0.7457
1.618 0.7450
1.000 0.7445
0.618 0.7442
HIGH 0.7438
0.618 0.7435
0.500 0.7434
0.382 0.7433
LOW 0.7430
0.618 0.7425
1.000 0.7423
1.618 0.7418
2.618 0.7410
4.250 0.7398
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 0.7436 0.7450
PP 0.7435 0.7446
S1 0.7434 0.7442

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

View Archives - Comment on this page... - Back to Index of Symbols