CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 0.7361 0.7367 0.0006 0.1% 0.7351
High 0.7361 0.7381 0.0020 0.3% 0.7364
Low 0.7347 0.7352 0.0005 0.1% 0.7299
Close 0.7354 0.7381 0.0027 0.4% 0.7344
Range 0.0014 0.0029 0.0015 107.1% 0.0065
ATR 0.0026 0.0027 0.0000 0.7% 0.0000
Volume 43 142 99 230.2% 306
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 0.7458 0.7448 0.7396
R3 0.7429 0.7419 0.7388
R2 0.7400 0.7400 0.7386
R1 0.7390 0.7390 0.7383 0.7395
PP 0.7371 0.7371 0.7371 0.7374
S1 0.7361 0.7361 0.7378 0.7366
S2 0.7342 0.7342 0.7375
S3 0.7313 0.7332 0.7373
S4 0.7284 0.7303 0.7365
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 0.7381 0.7334 0.0048 0.6% 0.0018 0.2% 99% True False 71
10 0.7381 0.7299 0.0083 1.1% 0.0021 0.3% 99% True False 62
20 0.7381 0.7277 0.0104 1.4% 0.0022 0.3% 100% True False 51
40 0.7445 0.7258 0.0187 2.5% 0.0025 0.3% 66% False False 55
60 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 58% False False 46
80 0.7497 0.7258 0.0239 3.2% 0.0019 0.3% 51% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7457
1.618 0.7428
1.000 0.7410
0.618 0.7399
HIGH 0.7381
0.618 0.7370
0.500 0.7367
0.382 0.7363
LOW 0.7352
0.618 0.7334
1.000 0.7323
1.618 0.7305
2.618 0.7276
4.250 0.7229
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 0.7376 0.7374
PP 0.7371 0.7368
S1 0.7367 0.7361

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

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