CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 21-Mar-2024
Day Change Summary
Previous Current
20-Mar-2024 21-Mar-2024 Change Change % Previous Week
Open 0.7390 0.7428 0.0039 0.5% 0.7434
High 0.7441 0.7428 -0.0013 -0.2% 0.7457
Low 0.7390 0.7413 0.0024 0.3% 0.7409
Close 0.7441 0.7418 -0.0023 -0.3% 0.7413
Range 0.0051 0.0015 -0.0036 -70.6% 0.0048
ATR 0.0024 0.0024 0.0000 1.1% 0.0000
Volume 29 8 -21 -72.4% 171
Daily Pivots for day following 21-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7465 0.7456 0.7426
R3 0.7450 0.7441 0.7422
R2 0.7435 0.7435 0.7421
R1 0.7426 0.7426 0.7419 0.7423
PP 0.7420 0.7420 0.7420 0.7418
S1 0.7411 0.7411 0.7417 0.7408
S2 0.7405 0.7405 0.7415
S3 0.7390 0.7396 0.7414
S4 0.7375 0.7381 0.7410
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 0.7441 0.7380 0.0061 0.8% 0.0023 0.3% 63% False False 29
10 0.7471 0.7380 0.0091 1.2% 0.0022 0.3% 42% False False 31
20 0.7471 0.7380 0.0091 1.2% 0.0016 0.2% 42% False False 28
40 0.7497 0.7380 0.0117 1.6% 0.0014 0.2% 33% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7467
1.618 0.7452
1.000 0.7443
0.618 0.7437
HIGH 0.7428
0.618 0.7422
0.500 0.7421
0.382 0.7419
LOW 0.7413
0.618 0.7404
1.000 0.7398
1.618 0.7389
2.618 0.7374
4.250 0.7349
Fisher Pivots for day following 21-Mar-2024
Pivot 1 day 3 day
R1 0.7421 0.7415
PP 0.7420 0.7413
S1 0.7419 0.7410

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

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