CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 0.7401 0.7425 0.0025 0.3% 0.7427
High 0.7429 0.7427 -0.0002 0.0% 0.7464
Low 0.7394 0.7416 0.0022 0.3% 0.7423
Close 0.7419 0.7425 0.0006 0.1% 0.7438
Range 0.0035 0.0012 -0.0024 -67.1% 0.0041
ATR 0.0029 0.0028 -0.0001 -4.3% 0.0000
Volume 10,839 5,894 -4,945 -45.6% 31,059
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7457 0.7452 0.7431
R3 0.7445 0.7441 0.7428
R2 0.7434 0.7434 0.7427
R1 0.7429 0.7429 0.7426 0.7426
PP 0.7422 0.7422 0.7422 0.7421
S1 0.7418 0.7418 0.7423 0.7414
S2 0.7411 0.7411 0.7422
S3 0.7399 0.7406 0.7421
S4 0.7388 0.7395 0.7418
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 0.7457 0.7394 0.0064 0.9% 0.0027 0.4% 49% False False 8,295
10 0.7464 0.7368 0.0096 1.3% 0.0030 0.4% 59% False False 6,149
20 0.7464 0.7290 0.0174 2.3% 0.0026 0.3% 78% False False 3,480
40 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 86% False False 2,002
60 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 86% False False 1,477
80 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 86% False False 1,122
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.3% 86% False False 908
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.3% 86% False False 765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7476
2.618 0.7457
1.618 0.7446
1.000 0.7439
0.618 0.7434
HIGH 0.7427
0.618 0.7423
0.500 0.7421
0.382 0.7420
LOW 0.7416
0.618 0.7408
1.000 0.7404
1.618 0.7397
2.618 0.7385
4.250 0.7367
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 0.7423 0.7422
PP 0.7422 0.7419
S1 0.7421 0.7416

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

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