CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 0.7375 0.7401 0.0026 0.3% 0.7409
High 0.7394 0.7402 0.0008 0.1% 0.7441
Low 0.7375 0.7388 0.0013 0.2% 0.7376
Close 0.7391 0.7393 0.0002 0.0% 0.7376
Range 0.0019 0.0014 -0.0005 -27.0% 0.0065
ATR 0.0025 0.0024 -0.0001 -3.3% 0.0000
Volume 30 53 23 76.7% 115
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7435 0.7427 0.7400
R3 0.7421 0.7414 0.7396
R2 0.7408 0.7408 0.7395
R1 0.7400 0.7400 0.7394 0.7397
PP 0.7394 0.7394 0.7394 0.7393
S1 0.7387 0.7387 0.7391 0.7384
S2 0.7381 0.7381 0.7390
S3 0.7367 0.7373 0.7389
S4 0.7354 0.7360 0.7385
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 0.7375 0.0066 0.9% 0.0029 0.4% 27% False False 27
10 0.7457 0.7375 0.0082 1.1% 0.0025 0.3% 21% False False 30
20 0.7471 0.7375 0.0096 1.3% 0.0019 0.3% 18% False False 30
40 0.7497 0.7375 0.0122 1.6% 0.0015 0.2% 14% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7459
2.618 0.7437
1.618 0.7423
1.000 0.7415
0.618 0.7410
HIGH 0.7402
0.618 0.7396
0.500 0.7395
0.382 0.7393
LOW 0.7388
0.618 0.7380
1.000 0.7375
1.618 0.7366
2.618 0.7353
4.250 0.7331
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 0.7395 0.7399
PP 0.7394 0.7397
S1 0.7393 0.7395

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

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