CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 0.7322 0.7347 0.0026 0.3% 0.7359
High 0.7348 0.7373 0.0025 0.3% 0.7373
Low 0.7322 0.7337 0.0016 0.2% 0.7290
Close 0.7348 0.7341 -0.0007 -0.1% 0.7341
Range 0.0026 0.0036 0.0010 36.5% 0.0083
ATR 0.0029 0.0029 0.0000 1.6% 0.0000
Volume 58 59 1 1.7% 239
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7457 0.7434 0.7361
R3 0.7421 0.7399 0.7351
R2 0.7386 0.7386 0.7348
R1 0.7363 0.7363 0.7344 0.7357
PP 0.7350 0.7350 0.7350 0.7347
S1 0.7328 0.7328 0.7338 0.7321
S2 0.7315 0.7315 0.7334
S3 0.7279 0.7292 0.7331
S4 0.7244 0.7257 0.7321
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 0.7583 0.7545 0.7387
R3 0.7500 0.7462 0.7364
R2 0.7417 0.7417 0.7356
R1 0.7379 0.7379 0.7349 0.7357
PP 0.7334 0.7334 0.7334 0.7323
S1 0.7296 0.7296 0.7333 0.7274
S2 0.7251 0.7251 0.7326
S3 0.7168 0.7213 0.7318
S4 0.7085 0.7130 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7373 0.7290 0.0083 1.1% 0.0033 0.4% 62% True False 47
10 0.7373 0.7290 0.0083 1.1% 0.0025 0.3% 62% True False 49
20 0.7402 0.7258 0.0145 2.0% 0.0026 0.3% 58% False False 60
40 0.7471 0.7258 0.0213 2.9% 0.0025 0.3% 39% False False 49
60 0.7471 0.7258 0.0213 2.9% 0.0020 0.3% 39% False False 40
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 0.7523
2.618 0.7465
1.618 0.7430
1.000 0.7408
0.618 0.7394
HIGH 0.7373
0.618 0.7359
0.500 0.7355
0.382 0.7351
LOW 0.7337
0.618 0.7315
1.000 0.7302
1.618 0.7280
2.618 0.7244
4.250 0.7186
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 0.7355 0.7338
PP 0.7350 0.7334
S1 0.7346 0.7331

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

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