CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 0.7378 0.7403 0.0025 0.3% 0.7398
High 0.7421 0.7416 -0.0005 -0.1% 0.7430
Low 0.7361 0.7390 0.0030 0.4% 0.7361
Close 0.7409 0.7406 -0.0004 0.0% 0.7406
Range 0.0060 0.0026 -0.0035 -57.5% 0.0070
ATR 0.0024 0.0025 0.0000 0.3% 0.0000
Volume 377 588 211 56.0% 1,461
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7480 0.7468 0.7420
R3 0.7455 0.7443 0.7413
R2 0.7429 0.7429 0.7410
R1 0.7417 0.7417 0.7408 0.7423
PP 0.7404 0.7404 0.7404 0.7407
S1 0.7392 0.7392 0.7403 0.7398
S2 0.7378 0.7378 0.7401
S3 0.7353 0.7366 0.7398
S4 0.7327 0.7341 0.7391
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7607 0.7576 0.7444
R3 0.7538 0.7506 0.7425
R2 0.7468 0.7468 0.7418
R1 0.7437 0.7437 0.7412 0.7453
PP 0.7399 0.7399 0.7399 0.7407
S1 0.7367 0.7367 0.7399 0.7383
S2 0.7329 0.7329 0.7393
S3 0.7260 0.7298 0.7386
S4 0.7190 0.7228 0.7367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7361 0.0070 0.9% 0.0034 0.5% 65% False False 292
10 0.7430 0.7361 0.0070 0.9% 0.0022 0.3% 65% False False 168
20 0.7475 0.7361 0.0115 1.5% 0.0021 0.3% 39% False False 110
40 0.7475 0.7210 0.0265 3.6% 0.0020 0.3% 74% False False 77
60 0.7475 0.7210 0.0265 3.6% 0.0017 0.2% 74% False False 63
80 0.7475 0.7210 0.0265 3.6% 0.0015 0.2% 74% False False 50
100 0.7475 0.7210 0.0265 3.6% 0.0014 0.2% 74% False False 41
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7524
2.618 0.7482
1.618 0.7457
1.000 0.7441
0.618 0.7431
HIGH 0.7416
0.618 0.7406
0.500 0.7403
0.382 0.7400
LOW 0.7390
0.618 0.7374
1.000 0.7365
1.618 0.7349
2.618 0.7323
4.250 0.7282
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 0.7405 0.7402
PP 0.7404 0.7399
S1 0.7403 0.7395

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

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