CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 11-Apr-2024
Day Change Summary
Previous Current
10-Apr-2024 11-Apr-2024 Change Change % Previous Week
Open 0.7400 0.7342 -0.0059 -0.8% 0.7392
High 0.7402 0.7348 -0.0054 -0.7% 0.7445
Low 0.7335 0.7320 -0.0015 -0.2% 0.7360
Close 0.7336 0.7339 0.0003 0.0% 0.7389
Range 0.0068 0.0028 -0.0040 -58.5% 0.0085
ATR 0.0028 0.0028 0.0000 -0.1% 0.0000
Volume 116 127 11 9.5% 286
Daily Pivots for day following 11-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7420 0.7407 0.7354
R3 0.7392 0.7379 0.7347
R2 0.7364 0.7364 0.7344
R1 0.7351 0.7351 0.7342 0.7344
PP 0.7336 0.7336 0.7336 0.7332
S1 0.7323 0.7323 0.7336 0.7316
S2 0.7308 0.7308 0.7334
S3 0.7280 0.7295 0.7331
S4 0.7252 0.7267 0.7324
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7653 0.7606 0.7436
R3 0.7568 0.7521 0.7412
R2 0.7483 0.7483 0.7405
R1 0.7436 0.7436 0.7397 0.7417
PP 0.7398 0.7398 0.7398 0.7388
S1 0.7351 0.7351 0.7381 0.7332
S2 0.7313 0.7313 0.7373
S3 0.7228 0.7266 0.7366
S4 0.7143 0.7181 0.7342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7409 0.7320 0.0089 1.2% 0.0034 0.5% 21% False True 73
10 0.7445 0.7320 0.0125 1.7% 0.0029 0.4% 15% False True 60
20 0.7454 0.7320 0.0134 1.8% 0.0027 0.4% 14% False True 46
40 0.7471 0.7320 0.0151 2.1% 0.0019 0.3% 13% False True 37
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7421
1.618 0.7393
1.000 0.7376
0.618 0.7365
HIGH 0.7348
0.618 0.7337
0.500 0.7334
0.382 0.7331
LOW 0.7320
0.618 0.7303
1.000 0.7292
1.618 0.7275
2.618 0.7247
4.250 0.7201
Fisher Pivots for day following 11-Apr-2024
Pivot 1 day 3 day
R1 0.7337 0.7361
PP 0.7336 0.7354
S1 0.7334 0.7346

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

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