CME Canadian Dollar Future March 2025


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 0.7397 0.7398 0.0002 0.0% 0.7413
High 0.7397 0.7399 0.0003 0.0% 0.7413
Low 0.7390 0.7386 -0.0005 -0.1% 0.7376
Close 0.7389 0.7391 0.0003 0.0% 0.7389
Range 0.0007 0.0014 0.0007 107.7% 0.0037
ATR 0.0020 0.0020 0.0000 -2.3% 0.0000
Volume 67 156 89 132.8% 219
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7432 0.7425 0.7398
R3 0.7419 0.7412 0.7395
R2 0.7405 0.7405 0.7393
R1 0.7398 0.7398 0.7392 0.7395
PP 0.7392 0.7392 0.7392 0.7390
S1 0.7385 0.7385 0.7390 0.7382
S2 0.7378 0.7378 0.7389
S3 0.7365 0.7371 0.7387
S4 0.7351 0.7358 0.7384
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7502 0.7482 0.7409
R3 0.7465 0.7445 0.7399
R2 0.7429 0.7429 0.7395
R1 0.7409 0.7409 0.7392 0.7401
PP 0.7392 0.7392 0.7392 0.7388
S1 0.7372 0.7372 0.7385 0.7364
S2 0.7356 0.7356 0.7382
S3 0.7319 0.7336 0.7378
S4 0.7283 0.7299 0.7368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7376 0.0025 0.3% 0.0013 0.2% 60% False False 66
10 0.7459 0.7376 0.0083 1.1% 0.0017 0.2% 18% False False 53
20 0.7475 0.7352 0.0123 1.7% 0.0016 0.2% 32% False False 64
40 0.7475 0.7210 0.0265 3.6% 0.0017 0.2% 68% False False 56
60 0.7475 0.7210 0.0265 3.6% 0.0014 0.2% 68% False False 43
80 0.7475 0.7210 0.0265 3.6% 0.0014 0.2% 68% False False 34
100 0.7475 0.7210 0.0265 3.6% 0.0013 0.2% 68% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7456
2.618 0.7434
1.618 0.7421
1.000 0.7413
0.618 0.7407
HIGH 0.7399
0.618 0.7394
0.500 0.7392
0.382 0.7391
LOW 0.7386
0.618 0.7377
1.000 0.7372
1.618 0.7364
2.618 0.7350
4.250 0.7328
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 0.7392 0.7392
PP 0.7392 0.7392
S1 0.7391 0.7391

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

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