CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 0.7384 0.7400 0.0016 0.2% 0.7375
High 0.7398 0.7414 0.0016 0.2% 0.7414
Low 0.7384 0.7376 -0.0008 -0.1% 0.7375
Close 0.7394 0.7414 0.0020 0.3% 0.7414
Range 0.0015 0.0038 0.0024 162.1% 0.0039
ATR 0.0024 0.0025 0.0001 4.3% 0.0000
Volume 71 19 -52 -73.2% 173
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7515 0.7502 0.7434
R3 0.7477 0.7464 0.7424
R2 0.7439 0.7439 0.7420
R1 0.7426 0.7426 0.7417 0.7433
PP 0.7401 0.7401 0.7401 0.7404
S1 0.7388 0.7388 0.7410 0.7395
S2 0.7363 0.7363 0.7407
S3 0.7325 0.7350 0.7403
S4 0.7287 0.7312 0.7393
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 0.7516 0.7503 0.7435
R3 0.7478 0.7465 0.7424
R2 0.7439 0.7439 0.7421
R1 0.7426 0.7426 0.7417 0.7433
PP 0.7401 0.7401 0.7401 0.7404
S1 0.7388 0.7388 0.7410 0.7394
S2 0.7362 0.7362 0.7406
S3 0.7324 0.7349 0.7403
S4 0.7285 0.7311 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7375 0.0049 0.7% 0.0027 0.4% 79% False False 38
10 0.7441 0.7375 0.0066 0.9% 0.0025 0.3% 59% False False 33
20 0.7471 0.7375 0.0096 1.3% 0.0020 0.3% 40% False False 31
40 0.7497 0.7375 0.0122 1.6% 0.0017 0.2% 32% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7575
2.618 0.7513
1.618 0.7475
1.000 0.7452
0.618 0.7437
HIGH 0.7414
0.618 0.7399
0.500 0.7395
0.382 0.7390
LOW 0.7376
0.618 0.7352
1.000 0.7338
1.618 0.7314
2.618 0.7276
4.250 0.7214
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 0.7407 0.7407
PP 0.7401 0.7401
S1 0.7395 0.7395

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

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