CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 10-May-2024
Day Change Summary
Previous Current
09-May-2024 10-May-2024 Change Change % Previous Week
Open 0.7334 0.7341 0.0007 0.1% 0.7351
High 0.7344 0.7364 0.0020 0.3% 0.7364
Low 0.7334 0.7337 0.0003 0.0% 0.7299
Close 0.7344 0.7344 0.0000 0.0% 0.7344
Range 0.0011 0.0027 0.0017 157.1% 0.0065
ATR 0.0029 0.0029 0.0000 -0.4% 0.0000
Volume 14 137 123 878.6% 306
Daily Pivots for day following 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.7429 0.7413 0.7358
R3 0.7402 0.7386 0.7351
R2 0.7375 0.7375 0.7348
R1 0.7359 0.7359 0.7346 0.7367
PP 0.7348 0.7348 0.7348 0.7352
S1 0.7332 0.7332 0.7341 0.7340
S2 0.7321 0.7321 0.7339
S3 0.7294 0.7305 0.7336
S4 0.7267 0.7278 0.7329
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 0.7530 0.7502 0.7379
R3 0.7465 0.7437 0.7361
R2 0.7400 0.7400 0.7355
R1 0.7372 0.7372 0.7349 0.7354
PP 0.7335 0.7335 0.7335 0.7326
S1 0.7307 0.7307 0.7338 0.7289
S2 0.7270 0.7270 0.7332
S3 0.7205 0.7242 0.7326
S4 0.7140 0.7177 0.7308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7364 0.7299 0.0065 0.9% 0.0019 0.3% 69% True False 61
10 0.7373 0.7290 0.0083 1.1% 0.0026 0.3% 65% False False 54
20 0.7373 0.7258 0.0115 1.6% 0.0023 0.3% 75% False False 55
40 0.7445 0.7258 0.0187 2.5% 0.0025 0.3% 46% False False 53
60 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 40% False False 45
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7478
2.618 0.7434
1.618 0.7407
1.000 0.7391
0.618 0.7380
HIGH 0.7364
0.618 0.7353
0.500 0.7350
0.382 0.7347
LOW 0.7337
0.618 0.7320
1.000 0.7310
1.618 0.7293
2.618 0.7266
4.250 0.7222
Fisher Pivots for day following 10-May-2024
Pivot 1 day 3 day
R1 0.7350 0.7339
PP 0.7348 0.7335
S1 0.7346 0.7331

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

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