CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 0.7342 0.7317 -0.0025 -0.3% 0.7386
High 0.7348 0.7317 -0.0031 -0.4% 0.7402
Low 0.7320 0.7286 -0.0034 -0.5% 0.7286
Close 0.7339 0.7286 -0.0053 -0.7% 0.7286
Range 0.0028 0.0031 0.0003 10.7% 0.0116
ATR 0.0028 0.0030 0.0002 6.3% 0.0000
Volume 127 99 -28 -22.0% 396
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7389 0.7369 0.7303
R3 0.7358 0.7338 0.7295
R2 0.7327 0.7327 0.7292
R1 0.7307 0.7307 0.7289 0.7302
PP 0.7296 0.7296 0.7296 0.7294
S1 0.7276 0.7276 0.7283 0.7271
S2 0.7265 0.7265 0.7280
S3 0.7234 0.7245 0.7277
S4 0.7203 0.7214 0.7269
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7673 0.7595 0.7350
R3 0.7557 0.7479 0.7318
R2 0.7441 0.7441 0.7307
R1 0.7363 0.7363 0.7297 0.7344
PP 0.7325 0.7325 0.7325 0.7315
S1 0.7247 0.7247 0.7275 0.7228
S2 0.7209 0.7209 0.7265
S3 0.7093 0.7131 0.7254
S4 0.6977 0.7015 0.7222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7402 0.7286 0.0116 1.6% 0.0030 0.4% 0% False True 79
10 0.7445 0.7286 0.0159 2.2% 0.0028 0.4% 0% False True 68
20 0.7445 0.7286 0.0159 2.2% 0.0027 0.4% 0% False True 51
40 0.7471 0.7286 0.0185 2.5% 0.0020 0.3% 0% False True 39
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7449
2.618 0.7398
1.618 0.7367
1.000 0.7348
0.618 0.7336
HIGH 0.7317
0.618 0.7305
0.500 0.7302
0.382 0.7298
LOW 0.7286
0.618 0.7267
1.000 0.7255
1.618 0.7236
2.618 0.7205
4.250 0.7154
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 0.7302 0.7344
PP 0.7296 0.7325
S1 0.7291 0.7305

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

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