CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 0.7460 0.7470 0.0011 0.1% 0.7352
High 0.7461 0.7475 0.0015 0.2% 0.7445
Low 0.7460 0.7470 0.0011 0.1% 0.7352
Close 0.7461 0.7475 0.0014 0.2% 0.7439
Range 0.0001 0.0005 0.0004 400.0% 0.0093
ATR 0.0022 0.0021 -0.0001 -2.3% 0.0000
Volume 19 108 89 468.4% 584
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7488 0.7486 0.7477
R3 0.7483 0.7481 0.7476
R2 0.7478 0.7478 0.7475
R1 0.7476 0.7476 0.7475 0.7477
PP 0.7473 0.7473 0.7473 0.7474
S1 0.7471 0.7471 0.7474 0.7472
S2 0.7468 0.7468 0.7474
S3 0.7463 0.7466 0.7473
S4 0.7458 0.7461 0.7472
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7691 0.7658 0.7490
R3 0.7598 0.7565 0.7464
R2 0.7505 0.7505 0.7456
R1 0.7472 0.7472 0.7447 0.7488
PP 0.7412 0.7412 0.7412 0.7420
S1 0.7379 0.7379 0.7430 0.7395
S2 0.7319 0.7319 0.7421
S3 0.7226 0.7286 0.7413
S4 0.7133 0.7193 0.7387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7475 0.7387 0.0088 1.2% 0.0017 0.2% 99% True False 129
10 0.7475 0.7322 0.0154 2.1% 0.0015 0.2% 100% True False 72
20 0.7475 0.7210 0.0265 3.5% 0.0019 0.3% 100% True False 54
40 0.7475 0.7210 0.0265 3.5% 0.0015 0.2% 100% True False 48
60 0.7475 0.7210 0.0265 3.5% 0.0014 0.2% 100% True False 35
80 0.7475 0.7210 0.0265 3.5% 0.0013 0.2% 100% True False 27
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7496
2.618 0.7488
1.618 0.7483
1.000 0.7480
0.618 0.7478
HIGH 0.7475
0.618 0.7473
0.500 0.7473
0.382 0.7472
LOW 0.7470
0.618 0.7467
1.000 0.7465
1.618 0.7462
2.618 0.7457
4.250 0.7449
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 0.7474 0.7460
PP 0.7473 0.7446
S1 0.7473 0.7431

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

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