CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 14-May-2024
Day Change Summary
Previous Current
13-May-2024 14-May-2024 Change Change % Previous Week
Open 0.7348 0.7361 0.0013 0.2% 0.7351
High 0.7348 0.7361 0.0013 0.2% 0.7364
Low 0.7341 0.7347 0.0006 0.1% 0.7299
Close 0.7345 0.7354 0.0009 0.1% 0.7344
Range 0.0007 0.0014 0.0007 100.0% 0.0065
ATR 0.0027 0.0026 -0.0001 -2.8% 0.0000
Volume 20 43 23 115.0% 306
Daily Pivots for day following 14-May-2024
Classic Woodie Camarilla DeMark
R4 0.7396 0.7389 0.7361
R3 0.7382 0.7375 0.7357
R2 0.7368 0.7368 0.7356
R1 0.7361 0.7361 0.7355 0.7357
PP 0.7354 0.7354 0.7354 0.7352
S1 0.7347 0.7347 0.7352 0.7343
S2 0.7340 0.7340 0.7351
S3 0.7326 0.7333 0.7350
S4 0.7312 0.7319 0.7346
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% 0.0016 0.2% 85% False False 47
10 0.7373 0.7290 0.0083 1.1% 0.0022 0.3% 77% False False 51
20 0.7373 0.7276 0.0097 1.3% 0.0021 0.3% 80% False False 45
40 0.7445 0.7258 0.0187 2.5% 0.0025 0.3% 51% False False 53
60 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 45% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7398
1.618 0.7384
1.000 0.7375
0.618 0.7370
HIGH 0.7361
0.618 0.7356
0.500 0.7354
0.382 0.7352
LOW 0.7347
0.618 0.7338
1.000 0.7333
1.618 0.7324
2.618 0.7310
4.250 0.7288
Fisher Pivots for day following 14-May-2024
Pivot 1 day 3 day
R1 0.7354 0.7352
PP 0.7354 0.7351
S1 0.7354 0.7350

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

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