CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 0.7444 0.7454 0.0010 0.1% 0.7398
High 0.7457 0.7454 -0.0003 0.0% 0.7471
Low 0.7444 0.7417 -0.0027 -0.4% 0.7387
Close 0.7454 0.7417 -0.0037 -0.5% 0.7444
Range 0.0013 0.0037 0.0025 196.0% 0.0084
ATR 0.0020 0.0022 0.0001 5.8% 0.0000
Volume 45 12 -33 -73.3% 151
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7540 0.7516 0.7437
R3 0.7503 0.7479 0.7427
R2 0.7466 0.7466 0.7424
R1 0.7442 0.7442 0.7420 0.7436
PP 0.7429 0.7429 0.7429 0.7426
S1 0.7405 0.7405 0.7414 0.7399
S2 0.7392 0.7392 0.7410
S3 0.7355 0.7368 0.7407
S4 0.7318 0.7331 0.7397
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 0.7417 0.0054 0.7% 0.0021 0.3% 0% False True 34
10 0.7471 0.7387 0.0084 1.1% 0.0016 0.2% 36% False False 29
20 0.7471 0.7380 0.0091 1.2% 0.0013 0.2% 41% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7551
1.618 0.7514
1.000 0.7491
0.618 0.7477
HIGH 0.7454
0.618 0.7440
0.500 0.7436
0.382 0.7431
LOW 0.7417
0.618 0.7394
1.000 0.7380
1.618 0.7357
2.618 0.7320
4.250 0.7260
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 0.7436 0.7437
PP 0.7429 0.7430
S1 0.7423 0.7424

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

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