CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 0.7380 0.7373 -0.0008 -0.1% 0.7348
High 0.7380 0.7378 -0.0002 0.0% 0.7381
Low 0.7364 0.7359 -0.0005 -0.1% 0.7341
Close 0.7375 0.7377 0.0002 0.0% 0.7377
Range 0.0017 0.0020 0.0003 18.2% 0.0040
ATR 0.0026 0.0025 0.0000 -1.8% 0.0000
Volume 26 51 25 96.2% 282
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7430 0.7423 0.7387
R3 0.7410 0.7403 0.7382
R2 0.7391 0.7391 0.7380
R1 0.7384 0.7384 0.7378 0.7387
PP 0.7371 0.7371 0.7371 0.7373
S1 0.7364 0.7364 0.7375 0.7368
S2 0.7352 0.7352 0.7373
S3 0.7332 0.7345 0.7371
S4 0.7313 0.7325 0.7366
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 0.7486 0.7471 0.7399
R3 0.7446 0.7431 0.7388
R2 0.7406 0.7406 0.7384
R1 0.7391 0.7391 0.7380 0.7399
PP 0.7366 0.7366 0.7366 0.7370
S1 0.7351 0.7351 0.7373 0.7359
S2 0.7326 0.7326 0.7369
S3 0.7286 0.7311 0.7366
S4 0.7246 0.7271 0.7355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7381 0.7341 0.0040 0.5% 0.0017 0.2% 89% False False 56
10 0.7381 0.7299 0.0083 1.1% 0.0018 0.2% 95% False False 58
20 0.7381 0.7290 0.0092 1.2% 0.0022 0.3% 95% False False 54
40 0.7445 0.7258 0.0187 2.5% 0.0024 0.3% 64% False False 56
60 0.7471 0.7258 0.0213 2.9% 0.0021 0.3% 56% False False 47
80 0.7497 0.7258 0.0239 3.2% 0.0019 0.3% 50% False False 39
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7461
2.618 0.7429
1.618 0.7410
1.000 0.7398
0.618 0.7390
HIGH 0.7378
0.618 0.7371
0.500 0.7368
0.382 0.7366
LOW 0.7359
0.618 0.7346
1.000 0.7339
1.618 0.7327
2.618 0.7307
4.250 0.7276
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 0.7374 0.7373
PP 0.7371 0.7370
S1 0.7368 0.7367

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

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