CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 25-Jun-2024
Day Change Summary
Previous Current
24-Jun-2024 25-Jun-2024 Change Change % Previous Week
Open 0.7333 0.7356 0.0023 0.3% 0.7312
High 0.7357 0.7368 0.0012 0.2% 0.7344
Low 0.7333 0.7342 0.0009 0.1% 0.7300
Close 0.7357 0.7353 -0.0004 0.0% 0.7332
Range 0.0024 0.0026 0.0003 10.6% 0.0044
ATR 0.0026 0.0026 0.0000 0.0% 0.0000
Volume 188 3,190 3,002 1,596.8% 596
Daily Pivots for day following 25-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7432 0.7419 0.7367
R3 0.7406 0.7393 0.7360
R2 0.7380 0.7380 0.7358
R1 0.7367 0.7367 0.7355 0.7361
PP 0.7354 0.7354 0.7354 0.7351
S1 0.7341 0.7341 0.7351 0.7335
S2 0.7328 0.7328 0.7348
S3 0.7302 0.7315 0.7346
S4 0.7276 0.7289 0.7339
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7457 0.7438 0.7356
R3 0.7413 0.7394 0.7344
R2 0.7369 0.7369 0.7340
R1 0.7350 0.7350 0.7336 0.7360
PP 0.7325 0.7325 0.7325 0.7330
S1 0.7306 0.7306 0.7327 0.7316
S2 0.7281 0.7281 0.7323
S3 0.7237 0.7262 0.7319
S4 0.7193 0.7218 0.7307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7368 0.7305 0.0063 0.9% 0.0023 0.3% 76% True False 739
10 0.7368 0.7287 0.0081 1.1% 0.0024 0.3% 81% True False 523
20 0.7376 0.7287 0.0089 1.2% 0.0025 0.3% 74% False False 296
40 0.7381 0.7287 0.0094 1.3% 0.0024 0.3% 70% False False 172
60 0.7445 0.7258 0.0187 2.5% 0.0024 0.3% 51% False False 135
80 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 45% False False 109
100 0.7497 0.7258 0.0239 3.3% 0.0021 0.3% 40% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7436
1.618 0.7410
1.000 0.7394
0.618 0.7384
HIGH 0.7368
0.618 0.7358
0.500 0.7355
0.382 0.7352
LOW 0.7342
0.618 0.7326
1.000 0.7316
1.618 0.7300
2.618 0.7274
4.250 0.7232
Fisher Pivots for day following 25-Jun-2024
Pivot 1 day 3 day
R1 0.7355 0.7350
PP 0.7354 0.7347
S1 0.7354 0.7343

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

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