CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 18-Mar-2024
Day Change Summary
Previous Current
15-Mar-2024 18-Mar-2024 Change Change % Previous Week
Open 0.7422 0.7409 -0.0014 -0.2% 0.7434
High 0.7425 0.7418 -0.0007 -0.1% 0.7457
Low 0.7409 0.7406 -0.0003 0.0% 0.7409
Close 0.7413 0.7418 0.0005 0.1% 0.7413
Range 0.0016 0.0012 -0.0005 -28.1% 0.0048
ATR 0.0021 0.0021 -0.0001 -3.3% 0.0000
Volume 50 6 -44 -88.0% 171
Daily Pivots for day following 18-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7448 0.7444 0.7424
R3 0.7437 0.7433 0.7421
R2 0.7425 0.7425 0.7420
R1 0.7421 0.7421 0.7419 0.7423
PP 0.7414 0.7414 0.7414 0.7415
S1 0.7410 0.7410 0.7416 0.7412
S2 0.7402 0.7402 0.7415
S3 0.7391 0.7398 0.7414
S4 0.7379 0.7387 0.7411
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 0.7406 0.0051 0.7% 0.0017 0.2% 23% False True 28
10 0.7471 0.7387 0.0084 1.1% 0.0016 0.2% 37% False False 29
20 0.7471 0.7380 0.0091 1.2% 0.0013 0.2% 41% False False 29
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7448
1.618 0.7436
1.000 0.7429
0.618 0.7425
HIGH 0.7418
0.618 0.7413
0.500 0.7412
0.382 0.7410
LOW 0.7406
0.618 0.7399
1.000 0.7395
1.618 0.7387
2.618 0.7376
4.250 0.7357
Fisher Pivots for day following 18-Mar-2024
Pivot 1 day 3 day
R1 0.7416 0.7430
PP 0.7414 0.7426
S1 0.7412 0.7422

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

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