CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 0.7467 0.7411 -0.0056 -0.7% 0.7466
High 0.7497 0.7417 -0.0080 -1.1% 0.7497
Low 0.7444 0.7406 -0.0038 -0.5% 0.7444
Close 0.7449 0.7408 -0.0042 -0.6% 0.7449
Range 0.0053 0.0011 -0.0042 -79.2% 0.0053
ATR
Volume 16 41 25 156.3% 30
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7443 0.7436 0.7414
R3 0.7432 0.7425 0.7411
R2 0.7421 0.7421 0.7410
R1 0.7414 0.7414 0.7409 0.7412
PP 0.7410 0.7410 0.7410 0.7409
S1 0.7403 0.7403 0.7406 0.7401
S2 0.7399 0.7399 0.7405
S3 0.7388 0.7392 0.7404
S4 0.7377 0.7381 0.7401
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 0.7622 0.7589 0.7478
R3 0.7569 0.7536 0.7464
R2 0.7516 0.7516 0.7459
R1 0.7483 0.7483 0.7454 0.7473
PP 0.7463 0.7463 0.7463 0.7458
S1 0.7430 0.7430 0.7444 0.7420
S2 0.7410 0.7410 0.7439
S3 0.7357 0.7377 0.7434
S4 0.7304 0.7324 0.7420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7497 0.7406 0.0091 1.2% 0.0016 0.2% 2% False True 14
10 0.7497 0.7406 0.0091 1.2% 0.0010 0.1% 2% False True 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7464
2.618 0.7446
1.618 0.7435
1.000 0.7428
0.618 0.7424
HIGH 0.7417
0.618 0.7413
0.500 0.7412
0.382 0.7410
LOW 0.7406
0.618 0.7399
1.000 0.7395
1.618 0.7388
2.618 0.7377
4.250 0.7359
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 0.7412 0.7451
PP 0.7410 0.7437
S1 0.7409 0.7422

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

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