CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-May-2024
Day Change Summary
Previous Current
30-Apr-2024 01-May-2024 Change Change % Previous Week
Open 0.7337 0.7290 -0.0048 -0.6% 0.7316
High 0.7337 0.7330 -0.0007 -0.1% 0.7363
Low 0.7291 0.7290 -0.0002 0.0% 0.7316
Close 0.7300 0.7326 0.0027 0.4% 0.7355
Range 0.0046 0.0041 -0.0006 -12.0% 0.0048
ATR 0.0028 0.0029 0.0001 3.1% 0.0000
Volume 33 28 -5 -15.2% 253
Daily Pivots for day following 01-May-2024
Classic Woodie Camarilla DeMark
R4 0.7437 0.7422 0.7348
R3 0.7396 0.7381 0.7337
R2 0.7356 0.7356 0.7333
R1 0.7341 0.7341 0.7330 0.7348
PP 0.7315 0.7315 0.7315 0.7319
S1 0.7300 0.7300 0.7322 0.7308
S2 0.7275 0.7275 0.7319
S3 0.7234 0.7260 0.7315
S4 0.7194 0.7219 0.7304
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 0.7487 0.7469 0.7381
R3 0.7440 0.7421 0.7368
R2 0.7392 0.7392 0.7364
R1 0.7374 0.7374 0.7359 0.7383
PP 0.7345 0.7345 0.7345 0.7349
S1 0.7326 0.7326 0.7351 0.7335
S2 0.7297 0.7297 0.7346
S3 0.7250 0.7279 0.7342
S4 0.7202 0.7231 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7363 0.7290 0.0074 1.0% 0.0028 0.4% 50% False True 39
10 0.7363 0.7277 0.0086 1.2% 0.0023 0.3% 57% False False 40
20 0.7445 0.7258 0.0187 2.6% 0.0027 0.4% 37% False False 60
40 0.7471 0.7258 0.0213 2.9% 0.0024 0.3% 32% False False 47
60 0.7471 0.7258 0.0213 2.9% 0.0020 0.3% 32% False False 38
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7502
2.618 0.7436
1.618 0.7396
1.000 0.7371
0.618 0.7355
HIGH 0.7330
0.618 0.7315
0.500 0.7310
0.382 0.7305
LOW 0.7290
0.618 0.7264
1.000 0.7249
1.618 0.7224
2.618 0.7183
4.250 0.7117
Fisher Pivots for day following 01-May-2024
Pivot 1 day 3 day
R1 0.7321 0.7326
PP 0.7315 0.7326
S1 0.7310 0.7326

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

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