CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 0.7384 0.7376 -0.0008 -0.1% 0.7387
High 0.7391 0.7389 -0.0002 0.0% 0.7403
Low 0.7371 0.7367 -0.0004 -0.1% 0.7361
Close 0.7374 0.7375 0.0001 0.0% 0.7374
Range 0.0020 0.0022 0.0003 12.8% 0.0042
ATR 0.0029 0.0028 0.0000 -1.6% 0.0000
Volume 118,007 73,144 -44,863 -38.0% 457,344
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7443 0.7431 0.7387
R3 0.7421 0.7409 0.7381
R2 0.7399 0.7399 0.7379
R1 0.7387 0.7387 0.7377 0.7382
PP 0.7377 0.7377 0.7377 0.7375
S1 0.7365 0.7365 0.7373 0.7360
S2 0.7355 0.7355 0.7371
S3 0.7333 0.7343 0.7369
S4 0.7311 0.7321 0.7363
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7505 0.7482 0.7397
R3 0.7463 0.7440 0.7386
R2 0.7421 0.7421 0.7382
R1 0.7398 0.7398 0.7378 0.7389
PP 0.7379 0.7379 0.7379 0.7375
S1 0.7356 0.7356 0.7370 0.7347
S2 0.7337 0.7337 0.7366
S3 0.7295 0.7314 0.7362
S4 0.7253 0.7272 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7397 0.7361 0.0036 0.5% 0.0025 0.3% 39% False False 103,077
10 0.7447 0.7361 0.0086 1.2% 0.0029 0.4% 16% False False 58,950
20 0.7464 0.7334 0.0130 1.8% 0.0029 0.4% 32% False False 31,509
40 0.7464 0.7195 0.0269 3.6% 0.0029 0.4% 67% False False 16,045
60 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 67% False False 10,857
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 67% False False 8,175
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 6,550
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 5,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7483
2.618 0.7447
1.618 0.7425
1.000 0.7411
0.618 0.7403
HIGH 0.7389
0.618 0.7381
0.500 0.7378
0.382 0.7375
LOW 0.7367
0.618 0.7353
1.000 0.7345
1.618 0.7331
2.618 0.7309
4.250 0.7274
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 0.7378 0.7380
PP 0.7377 0.7378
S1 0.7376 0.7377

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.