CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 0.7426 0.7387 -0.0039 -0.5% 0.7434
High 0.7447 0.7403 -0.0044 -0.6% 0.7447
Low 0.7384 0.7386 0.0003 0.0% 0.7384
Close 0.7394 0.7395 0.0001 0.0% 0.7394
Range 0.0063 0.0017 -0.0046 -73.0% 0.0063
ATR 0.0031 0.0030 -0.0001 -3.2% 0.0000
Volume 34,077 15,101 -18,976 -55.7% 59,018
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7446 0.7437 0.7404
R3 0.7429 0.7420 0.7400
R2 0.7412 0.7412 0.7398
R1 0.7403 0.7403 0.7397 0.7408
PP 0.7395 0.7395 0.7395 0.7397
S1 0.7386 0.7386 0.7393 0.7391
S2 0.7378 0.7378 0.7392
S3 0.7361 0.7369 0.7390
S4 0.7344 0.7352 0.7386
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 0.7447 0.7384 0.0063 0.9% 0.0034 0.5% 18% False False 14,823
10 0.7464 0.7384 0.0080 1.1% 0.0029 0.4% 14% False False 10,517
20 0.7464 0.7300 0.0164 2.2% 0.0028 0.4% 58% False False 5,877
40 0.7464 0.7195 0.0269 3.6% 0.0029 0.4% 75% False False 3,219
60 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 75% False False 2,294
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 75% False False 1,736
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 75% False False 1,397
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 75% False False 1,175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7448
1.618 0.7431
1.000 0.7420
0.618 0.7414
HIGH 0.7403
0.618 0.7397
0.500 0.7395
0.382 0.7392
LOW 0.7386
0.618 0.7375
1.000 0.7369
1.618 0.7358
2.618 0.7341
4.250 0.7314
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 0.7395 0.7415
PP 0.7395 0.7408
S1 0.7395 0.7402

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

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