CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 0.7432 0.7440 0.0008 0.1% 0.7386
High 0.7445 0.7442 -0.0004 0.0% 0.7467
Low 0.7428 0.7407 -0.0021 -0.3% 0.7377
Close 0.7439 0.7416 -0.0023 -0.3% 0.7416
Range 0.0018 0.0035 0.0018 100.0% 0.0090
ATR 0.0033 0.0034 0.0000 0.3% 0.0000
Volume 96,549 80,717 -15,832 -16.4% 457,455
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7526 0.7506 0.7435
R3 0.7491 0.7471 0.7425
R2 0.7456 0.7456 0.7422
R1 0.7436 0.7436 0.7419 0.7429
PP 0.7421 0.7421 0.7421 0.7418
S1 0.7401 0.7401 0.7412 0.7394
S2 0.7386 0.7386 0.7409
S3 0.7351 0.7366 0.7406
S4 0.7316 0.7331 0.7396
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7688 0.7641 0.7465
R3 0.7599 0.7552 0.7440
R2 0.7509 0.7509 0.7432
R1 0.7462 0.7462 0.7424 0.7486
PP 0.7420 0.7420 0.7420 0.7431
S1 0.7373 0.7373 0.7407 0.7396
S2 0.7330 0.7330 0.7399
S3 0.7241 0.7283 0.7391
S4 0.7151 0.7194 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7467 0.7377 0.0090 1.2% 0.0041 0.5% 43% False False 91,491
10 0.7467 0.7343 0.0124 1.7% 0.0038 0.5% 59% False False 92,421
20 0.7467 0.7343 0.0124 1.7% 0.0034 0.5% 59% False False 72,585
40 0.7467 0.7195 0.0272 3.7% 0.0032 0.4% 81% False False 37,213
60 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 81% False False 24,946
80 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 81% False False 18,808
100 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 81% False False 15,056
120 0.7467 0.7195 0.0272 3.7% 0.0027 0.4% 81% False False 12,557
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7533
1.618 0.7498
1.000 0.7477
0.618 0.7463
HIGH 0.7442
0.618 0.7428
0.500 0.7424
0.382 0.7420
LOW 0.7407
0.618 0.7385
1.000 0.7372
1.618 0.7350
2.618 0.7315
4.250 0.7258
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 0.7424 0.7437
PP 0.7421 0.7430
S1 0.7418 0.7423

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

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