CME Canadian Dollar Future March 2025


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 0.7403 0.7403 -0.0001 0.0% 0.7398
High 0.7416 0.7445 0.0029 0.4% 0.7430
Low 0.7390 0.7394 0.0004 0.0% 0.7361
Close 0.7406 0.7437 0.0031 0.4% 0.7406
Range 0.0026 0.0051 0.0026 100.0% 0.0070
ATR 0.0025 0.0026 0.0002 7.7% 0.0000
Volume 588 300 -288 -49.0% 1,461
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7578 0.7558 0.7465
R3 0.7527 0.7507 0.7451
R2 0.7476 0.7476 0.7446
R1 0.7456 0.7456 0.7441 0.7466
PP 0.7425 0.7425 0.7425 0.7430
S1 0.7405 0.7405 0.7432 0.7415
S2 0.7374 0.7374 0.7427
S3 0.7323 0.7354 0.7422
S4 0.7272 0.7303 0.7408
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 0.7445 0.7361 0.0084 1.1% 0.0041 0.6% 90% True False 321
10 0.7445 0.7361 0.0084 1.1% 0.0027 0.4% 90% True False 193
20 0.7475 0.7361 0.0115 1.5% 0.0021 0.3% 66% False False 115
40 0.7475 0.7210 0.0265 3.6% 0.0020 0.3% 85% False False 83
60 0.7475 0.7210 0.0265 3.6% 0.0017 0.2% 85% False False 68
80 0.7475 0.7210 0.0265 3.6% 0.0016 0.2% 85% False False 54
100 0.7475 0.7210 0.0265 3.6% 0.0014 0.2% 85% False False 44
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7578
1.618 0.7527
1.000 0.7496
0.618 0.7476
HIGH 0.7445
0.618 0.7425
0.500 0.7419
0.382 0.7413
LOW 0.7394
0.618 0.7362
1.000 0.7343
1.618 0.7311
2.618 0.7260
4.250 0.7177
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 0.7431 0.7425
PP 0.7425 0.7414
S1 0.7419 0.7403

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

View Archives - Comment on this page... - Back to Index of Symbols