CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 0.7425 0.7426 0.0001 0.0% 0.7434
High 0.7427 0.7447 0.0020 0.3% 0.7447
Low 0.7416 0.7384 -0.0032 -0.4% 0.7384
Close 0.7425 0.7394 -0.0031 -0.4% 0.7394
Range 0.0012 0.0063 0.0052 447.8% 0.0063
ATR 0.0028 0.0031 0.0002 8.9% 0.0000
Volume 5,894 34,077 28,183 478.2% 59,018
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7597 0.7559 0.7429
R3 0.7534 0.7496 0.7411
R2 0.7471 0.7471 0.7406
R1 0.7433 0.7433 0.7400 0.7420
PP 0.7408 0.7408 0.7408 0.7402
S1 0.7370 0.7370 0.7388 0.7357
S2 0.7345 0.7345 0.7382
S3 0.7282 0.7307 0.7377
S4 0.7219 0.7244 0.7359
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7597 0.7559 0.7429
R3 0.7534 0.7496 0.7411
R2 0.7471 0.7471 0.7406
R1 0.7433 0.7433 0.7400 0.7420
PP 0.7408 0.7408 0.7408 0.7402
S1 0.7370 0.7370 0.7388 0.7357
S2 0.7345 0.7345 0.7382
S3 0.7282 0.7307 0.7377
S4 0.7219 0.7244 0.7359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7449 0.7384 0.0065 0.9% 0.0035 0.5% 16% False True 14,031
10 0.7464 0.7370 0.0094 1.3% 0.0034 0.5% 26% False False 9,446
20 0.7464 0.7290 0.0174 2.3% 0.0028 0.4% 60% False False 5,147
40 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 74% False False 2,849
60 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 74% False False 2,043
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 74% False False 1,547
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 74% False False 1,249
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 74% False False 1,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7611
1.618 0.7548
1.000 0.7510
0.618 0.7485
HIGH 0.7447
0.618 0.7422
0.500 0.7415
0.382 0.7408
LOW 0.7384
0.618 0.7345
1.000 0.7321
1.618 0.7282
2.618 0.7219
4.250 0.7116
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 0.7415 0.7415
PP 0.7408 0.7408
S1 0.7401 0.7401

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

View Archives - Comment on this page... - Back to Index of Symbols