CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Mar-2024
Day Change Summary
Previous Current
12-Mar-2024 13-Mar-2024 Change Change % Previous Week
Open 0.7430 0.7444 0.0014 0.2% 0.7398
High 0.7438 0.7457 0.0019 0.3% 0.7471
Low 0.7430 0.7444 0.0014 0.2% 0.7387
Close 0.7438 0.7454 0.0016 0.2% 0.7444
Range 0.0008 0.0013 0.0005 66.7% 0.0084
ATR 0.0021 0.0020 0.0000 -0.5% 0.0000
Volume 31 45 14 45.2% 151
Daily Pivots for day following 13-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7489 0.7484 0.7460
R3 0.7476 0.7471 0.7457
R2 0.7464 0.7464 0.7456
R1 0.7459 0.7459 0.7455 0.7461
PP 0.7451 0.7451 0.7451 0.7453
S1 0.7446 0.7446 0.7452 0.7449
S2 0.7439 0.7439 0.7451
S3 0.7426 0.7434 0.7450
S4 0.7414 0.7421 0.7447
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 0.7430 0.0041 0.5% 0.0015 0.2% 58% False False 31
10 0.7471 0.7387 0.0084 1.1% 0.0013 0.2% 80% False False 33
20 0.7471 0.7380 0.0091 1.2% 0.0012 0.2% 81% False False 28
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7489
1.618 0.7477
1.000 0.7469
0.618 0.7464
HIGH 0.7457
0.618 0.7452
0.500 0.7450
0.382 0.7449
LOW 0.7444
0.618 0.7436
1.000 0.7432
1.618 0.7424
2.618 0.7411
4.250 0.7391
Fisher Pivots for day following 13-Mar-2024
Pivot 1 day 3 day
R1 0.7452 0.7450
PP 0.7451 0.7447
S1 0.7450 0.7443

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

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