CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 0.7316 0.7365 0.0049 0.7% 0.7379
High 0.7350 0.7373 0.0023 0.3% 0.7379
Low 0.7316 0.7358 0.0043 0.6% 0.7308
Close 0.7350 0.7358 0.0008 0.1% 0.7350
Range 0.0035 0.0015 -0.0020 -56.5% 0.0072
ATR 0.0026 0.0026 0.0000 -0.9% 0.0000
Volume 17 19 2 11.8% 140
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 0.7408 0.7398 0.7366
R3 0.7393 0.7383 0.7362
R2 0.7378 0.7378 0.7361
R1 0.7368 0.7368 0.7359 0.7366
PP 0.7363 0.7363 0.7363 0.7362
S1 0.7353 0.7353 0.7357 0.7351
S2 0.7348 0.7348 0.7355
S3 0.7333 0.7338 0.7354
S4 0.7318 0.7323 0.7350
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 0.7560 0.7527 0.7389
R3 0.7489 0.7455 0.7370
R2 0.7417 0.7417 0.7363
R1 0.7384 0.7384 0.7357 0.7365
PP 0.7346 0.7346 0.7346 0.7336
S1 0.7312 0.7312 0.7343 0.7293
S2 0.7274 0.7274 0.7337
S3 0.7203 0.7241 0.7330
S4 0.7131 0.7169 0.7311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7373 0.7308 0.0066 0.9% 0.0025 0.3% 77% True False 29
10 0.7381 0.7308 0.0074 1.0% 0.0022 0.3% 69% False False 42
20 0.7381 0.7290 0.0092 1.2% 0.0023 0.3% 75% False False 46
40 0.7445 0.7258 0.0187 2.5% 0.0024 0.3% 54% False False 54
60 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 47% False False 47
80 0.7497 0.7258 0.0239 3.2% 0.0020 0.3% 42% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7437
2.618 0.7412
1.618 0.7397
1.000 0.7388
0.618 0.7382
HIGH 0.7373
0.618 0.7367
0.500 0.7366
0.382 0.7364
LOW 0.7358
0.618 0.7349
1.000 0.7343
1.618 0.7334
2.618 0.7319
4.250 0.7294
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 0.7366 0.7352
PP 0.7363 0.7346
S1 0.7361 0.7340

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

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