CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 0.7320 0.7367 0.0047 0.6% 0.7365
High 0.7350 0.7368 0.0018 0.2% 0.7373
Low 0.7319 0.7336 0.0017 0.2% 0.7319
Close 0.7343 0.7368 0.0026 0.3% 0.7368
Range 0.0031 0.0032 0.0001 3.2% 0.0054
ATR 0.0027 0.0027 0.0000 1.4% 0.0000
Volume 17 6 -11 -64.7% 57
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7453 0.7443 0.7386
R3 0.7421 0.7411 0.7377
R2 0.7389 0.7389 0.7374
R1 0.7379 0.7379 0.7371 0.7384
PP 0.7357 0.7357 0.7357 0.7360
S1 0.7347 0.7347 0.7365 0.7352
S2 0.7325 0.7325 0.7362
S3 0.7293 0.7315 0.7359
S4 0.7261 0.7283 0.7350
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 0.7515 0.7496 0.7398
R3 0.7461 0.7442 0.7383
R2 0.7407 0.7407 0.7378
R1 0.7388 0.7388 0.7373 0.7398
PP 0.7353 0.7353 0.7353 0.7358
S1 0.7334 0.7334 0.7363 0.7344
S2 0.7299 0.7299 0.7358
S3 0.7245 0.7280 0.7353
S4 0.7191 0.7226 0.7338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7373 0.7316 0.0058 0.8% 0.0027 0.4% 91% False False 14
10 0.7379 0.7308 0.0072 1.0% 0.0024 0.3% 85% False False 24
20 0.7381 0.7299 0.0083 1.1% 0.0022 0.3% 84% False False 42
40 0.7409 0.7258 0.0152 2.1% 0.0024 0.3% 73% False False 51
60 0.7471 0.7258 0.0213 2.9% 0.0024 0.3% 52% False False 46
80 0.7471 0.7258 0.0213 2.9% 0.0020 0.3% 52% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7452
1.618 0.7420
1.000 0.7400
0.618 0.7388
HIGH 0.7368
0.618 0.7356
0.500 0.7352
0.382 0.7348
LOW 0.7336
0.618 0.7316
1.000 0.7304
1.618 0.7284
2.618 0.7252
4.250 0.7200
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 0.7363 0.7360
PP 0.7357 0.7352
S1 0.7352 0.7344

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

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