CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 0.7434 0.7401 -0.0034 -0.5% 0.7427
High 0.7438 0.7429 -0.0009 -0.1% 0.7464
Low 0.7396 0.7394 -0.0002 0.0% 0.7423
Close 0.7404 0.7419 0.0015 0.2% 0.7438
Range 0.0042 0.0035 -0.0007 -16.7% 0.0041
ATR 0.0029 0.0029 0.0000 1.5% 0.0000
Volume 8,208 10,839 2,631 32.1% 31,059
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7519 0.7504 0.7438
R3 0.7484 0.7469 0.7428
R2 0.7449 0.7449 0.7425
R1 0.7434 0.7434 0.7422 0.7441
PP 0.7414 0.7414 0.7414 0.7417
S1 0.7399 0.7399 0.7415 0.7406
S2 0.7379 0.7379 0.7412
S3 0.7344 0.7364 0.7409
S4 0.7309 0.7329 0.7399
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7563 0.7541 0.7460
R3 0.7522 0.7500 0.7449
R2 0.7482 0.7482 0.7445
R1 0.7460 0.7460 0.7441 0.7471
PP 0.7441 0.7441 0.7441 0.7447
S1 0.7419 0.7419 0.7434 0.7430
S2 0.7401 0.7401 0.7430
S3 0.7360 0.7379 0.7426
S4 0.7320 0.7338 0.7415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7394 0.0070 0.9% 0.0030 0.4% 36% False True 7,589
10 0.7464 0.7368 0.0096 1.3% 0.0031 0.4% 53% False False 5,756
20 0.7464 0.7279 0.0185 2.5% 0.0027 0.4% 76% False False 3,208
40 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 83% False False 1,862
60 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 83% False False 1,381
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 83% False False 1,050
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.3% 83% False False 850
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 83% False False 716
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 False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7577
2.618 0.7520
1.618 0.7485
1.000 0.7464
0.618 0.7450
HIGH 0.7429
0.618 0.7415
0.500 0.7411
0.382 0.7407
LOW 0.7394
0.618 0.7372
1.000 0.7359
1.618 0.7337
2.618 0.7302
4.250 0.7245
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 0.7416 0.7421
PP 0.7414 0.7420
S1 0.7411 0.7419

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

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