CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 0.7297 0.7280 -0.0017 -0.2% 0.7386
High 0.7308 0.7280 -0.0028 -0.4% 0.7402
Low 0.7282 0.7258 -0.0025 -0.3% 0.7286
Close 0.7282 0.7275 -0.0007 -0.1% 0.7286
Range 0.0026 0.0023 -0.0004 -13.5% 0.0116
ATR 0.0030 0.0029 0.0000 -1.3% 0.0000
Volume 22 251 229 1,040.9% 396
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7338 0.7329 0.7287
R3 0.7316 0.7307 0.7281
R2 0.7293 0.7293 0.7279
R1 0.7284 0.7284 0.7277 0.7278
PP 0.7271 0.7271 0.7271 0.7268
S1 0.7262 0.7262 0.7273 0.7255
S2 0.7248 0.7248 0.7271
S3 0.7226 0.7239 0.7269
S4 0.7203 0.7217 0.7263
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 0.7258 0.0145 2.0% 0.0035 0.5% 12% False True 123
10 0.7445 0.7258 0.0187 2.6% 0.0032 0.4% 9% False True 85
20 0.7445 0.7258 0.0187 2.6% 0.0028 0.4% 9% False True 61
40 0.7471 0.7258 0.0213 2.9% 0.0020 0.3% 8% False True 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7339
1.618 0.7316
1.000 0.7303
0.618 0.7294
HIGH 0.7280
0.618 0.7271
0.500 0.7269
0.382 0.7266
LOW 0.7258
0.618 0.7244
1.000 0.7235
1.618 0.7221
2.618 0.7199
4.250 0.7162
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 0.7273 0.7287
PP 0.7271 0.7283
S1 0.7269 0.7279

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

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