CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 0.7454 0.7422 -0.0032 -0.4% 0.7434
High 0.7454 0.7425 -0.0030 -0.4% 0.7457
Low 0.7417 0.7409 -0.0009 -0.1% 0.7409
Close 0.7417 0.7413 -0.0005 -0.1% 0.7413
Range 0.0037 0.0016 -0.0021 -56.8% 0.0048
ATR 0.0022 0.0021 0.0000 -1.9% 0.0000
Volume 12 50 38 316.7% 171
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7463 0.7454 0.7421
R3 0.7447 0.7438 0.7417
R2 0.7431 0.7431 0.7415
R1 0.7422 0.7422 0.7414 0.7419
PP 0.7415 0.7415 0.7415 0.7414
S1 0.7406 0.7406 0.7411 0.7403
S2 0.7399 0.7399 0.7410
S3 0.7383 0.7390 0.7408
S4 0.7367 0.7374 0.7404
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7570 0.7539 0.7439
R3 0.7522 0.7491 0.7426
R2 0.7474 0.7474 0.7421
R1 0.7443 0.7443 0.7417 0.7435
PP 0.7426 0.7426 0.7426 0.7422
S1 0.7395 0.7395 0.7408 0.7387
S2 0.7378 0.7378 0.7404
S3 0.7330 0.7347 0.7399
S4 0.7282 0.7299 0.7386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7457 0.7409 0.0048 0.6% 0.0017 0.2% 8% False True 34
10 0.7471 0.7387 0.0084 1.1% 0.0016 0.2% 31% False False 32
20 0.7471 0.7380 0.0091 1.2% 0.0013 0.2% 36% False False 29
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 0.7493
2.618 0.7466
1.618 0.7450
1.000 0.7441
0.618 0.7434
HIGH 0.7425
0.618 0.7418
0.500 0.7417
0.382 0.7415
LOW 0.7409
0.618 0.7399
1.000 0.7393
1.618 0.7383
2.618 0.7367
4.250 0.7341
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 0.7417 0.7433
PP 0.7415 0.7426
S1 0.7414 0.7419

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

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