CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 0.7428 0.7398 -0.0031 -0.4% 0.7409
High 0.7428 0.7424 -0.0005 -0.1% 0.7441
Low 0.7413 0.7376 -0.0038 -0.5% 0.7376
Close 0.7418 0.7376 -0.0043 -0.6% 0.7376
Range 0.0015 0.0048 0.0033 220.0% 0.0065
ATR 0.0024 0.0026 0.0002 7.1% 0.0000
Volume 8 18 10 125.0% 115
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7536 0.7504 0.7402
R3 0.7488 0.7456 0.7389
R2 0.7440 0.7440 0.7384
R1 0.7408 0.7408 0.7380 0.7400
PP 0.7392 0.7392 0.7392 0.7388
S1 0.7360 0.7360 0.7371 0.7352
S2 0.7344 0.7344 0.7367
S3 0.7296 0.7312 0.7362
S4 0.7248 0.7264 0.7349
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7592 0.7549 0.7411
R3 0.7527 0.7484 0.7393
R2 0.7462 0.7462 0.7387
R1 0.7419 0.7419 0.7381 0.7408
PP 0.7397 0.7397 0.7397 0.7392
S1 0.7354 0.7354 0.7370 0.7343
S2 0.7332 0.7332 0.7364
S3 0.7267 0.7289 0.7358
S4 0.7202 0.7224 0.7340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7441 0.7376 0.0065 0.9% 0.0030 0.4% 0% False True 23
10 0.7457 0.7376 0.0081 1.1% 0.0024 0.3% 0% False True 28
20 0.7471 0.7376 0.0095 1.3% 0.0018 0.2% 0% False True 27
40 0.7497 0.7376 0.0121 1.6% 0.0015 0.2% 0% False True 21
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7628
2.618 0.7549
1.618 0.7501
1.000 0.7472
0.618 0.7453
HIGH 0.7424
0.618 0.7405
0.500 0.7400
0.382 0.7394
LOW 0.7376
0.618 0.7346
1.000 0.7328
1.618 0.7298
2.618 0.7250
4.250 0.7172
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 0.7400 0.7408
PP 0.7392 0.7397
S1 0.7384 0.7386

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

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