CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 0.7400 0.7435 0.0035 0.5% 0.7375
High 0.7425 0.7445 0.0020 0.3% 0.7414
Low 0.7388 0.7410 0.0022 0.3% 0.7375
Close 0.7419 0.7414 -0.0006 -0.1% 0.7414
Range 0.0037 0.0035 -0.0002 -5.4% 0.0039
ATR 0.0025 0.0025 0.0001 3.0% 0.0000
Volume 52 62 10 19.2% 173
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7528 0.7506 0.7433
R3 0.7493 0.7471 0.7423
R2 0.7458 0.7458 0.7420
R1 0.7436 0.7436 0.7417 0.7429
PP 0.7423 0.7423 0.7423 0.7419
S1 0.7401 0.7401 0.7410 0.7394
S2 0.7388 0.7388 0.7407
S3 0.7353 0.7366 0.7404
S4 0.7318 0.7331 0.7394
Weekly Pivots for week ending 29-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 0.7445 0.7376 0.0069 0.9% 0.0025 0.3% 55% True False 47
10 0.7445 0.7375 0.0070 0.9% 0.0023 0.3% 55% True False 41
20 0.7471 0.7375 0.0096 1.3% 0.0022 0.3% 40% False False 36
40 0.7471 0.7375 0.0096 1.3% 0.0017 0.2% 40% False False 29
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7536
1.618 0.7501
1.000 0.7480
0.618 0.7466
HIGH 0.7445
0.618 0.7431
0.500 0.7427
0.382 0.7423
LOW 0.7410
0.618 0.7388
1.000 0.7375
1.618 0.7353
2.618 0.7318
4.250 0.7261
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 0.7427 0.7416
PP 0.7423 0.7415
S1 0.7418 0.7414

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

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