CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Apr-2024
Day Change Summary
Previous Current
12-Apr-2024 15-Apr-2024 Change Change % Previous Week
Open 0.7317 0.7297 -0.0020 -0.3% 0.7386
High 0.7317 0.7308 -0.0009 -0.1% 0.7402
Low 0.7286 0.7282 -0.0004 -0.1% 0.7286
Close 0.7286 0.7282 -0.0004 -0.1% 0.7286
Range 0.0031 0.0026 -0.0005 -16.1% 0.0116
ATR 0.0030 0.0030 0.0000 -1.0% 0.0000
Volume 99 22 -77 -77.8% 396
Daily Pivots for day following 15-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7369 0.7351 0.7296
R3 0.7343 0.7325 0.7289
R2 0.7317 0.7317 0.7287
R1 0.7299 0.7299 0.7284 0.7295
PP 0.7291 0.7291 0.7291 0.7289
S1 0.7273 0.7273 0.7280 0.7269
S2 0.7265 0.7265 0.7277
S3 0.7239 0.7247 0.7275
S4 0.7213 0.7221 0.7268
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 0.7282 0.0120 1.6% 0.0033 0.4% 0% False True 81
10 0.7445 0.7282 0.0163 2.2% 0.0030 0.4% 0% False True 66
20 0.7445 0.7282 0.0163 2.2% 0.0027 0.4% 0% False True 49
40 0.7471 0.7282 0.0189 2.6% 0.0020 0.3% 0% False True 39
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7419
2.618 0.7376
1.618 0.7350
1.000 0.7334
0.618 0.7324
HIGH 0.7308
0.618 0.7298
0.500 0.7295
0.382 0.7292
LOW 0.7282
0.618 0.7266
1.000 0.7256
1.618 0.7240
2.618 0.7214
4.250 0.7172
Fisher Pivots for day following 15-Apr-2024
Pivot 1 day 3 day
R1 0.7295 0.7315
PP 0.7291 0.7304
S1 0.7286 0.7293

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

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