CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-May-2024
Day Change Summary
Previous Current
15-May-2024 16-May-2024 Change Change % Previous Week
Open 0.7367 0.7380 0.0014 0.2% 0.7351
High 0.7381 0.7380 -0.0001 0.0% 0.7364
Low 0.7352 0.7364 0.0012 0.2% 0.7299
Close 0.7381 0.7375 -0.0006 -0.1% 0.7344
Range 0.0029 0.0017 -0.0013 -43.1% 0.0065
ATR 0.0027 0.0026 -0.0001 -2.6% 0.0000
Volume 142 26 -116 -81.7% 306
Daily Pivots for day following 16-May-2024
Classic Woodie Camarilla DeMark
R4 0.7422 0.7415 0.7384
R3 0.7406 0.7399 0.7380
R2 0.7389 0.7389 0.7378
R1 0.7382 0.7382 0.7377 0.7378
PP 0.7373 0.7373 0.7373 0.7371
S1 0.7366 0.7366 0.7373 0.7361
S2 0.7356 0.7356 0.7372
S3 0.7340 0.7349 0.7370
S4 0.7323 0.7333 0.7366
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 0.7337 0.0045 0.6% 0.0019 0.3% 87% False False 73
10 0.7381 0.7299 0.0083 1.1% 0.0020 0.3% 93% False False 59
20 0.7381 0.7277 0.0104 1.4% 0.0022 0.3% 94% False False 52
40 0.7445 0.7258 0.0187 2.5% 0.0024 0.3% 63% False False 55
60 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 55% False False 46
80 0.7497 0.7258 0.0239 3.2% 0.0019 0.3% 49% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7450
2.618 0.7423
1.618 0.7407
1.000 0.7397
0.618 0.7390
HIGH 0.7380
0.618 0.7374
0.500 0.7372
0.382 0.7370
LOW 0.7364
0.618 0.7353
1.000 0.7347
1.618 0.7337
2.618 0.7320
4.250 0.7293
Fisher Pivots for day following 16-May-2024
Pivot 1 day 3 day
R1 0.7374 0.7371
PP 0.7373 0.7368
S1 0.7372 0.7364

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

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