CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 0.7308 0.7339 0.0032 0.4% 0.7333
High 0.7345 0.7370 0.0026 0.3% 0.7368
Low 0.7300 0.7336 0.0037 0.5% 0.7310
Close 0.7341 0.7361 0.0020 0.3% 0.7336
Range 0.0045 0.0034 -0.0011 -24.4% 0.0058
ATR 0.0029 0.0029 0.0000 1.2% 0.0000
Volume 487 642 155 31.8% 4,145
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7458 0.7443 0.7380
R3 0.7424 0.7409 0.7370
R2 0.7390 0.7390 0.7367
R1 0.7375 0.7375 0.7364 0.7383
PP 0.7356 0.7356 0.7356 0.7359
S1 0.7341 0.7341 0.7358 0.7349
S2 0.7322 0.7322 0.7355
S3 0.7288 0.7307 0.7352
S4 0.7254 0.7273 0.7342
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 0.7512 0.7482 0.7367
R3 0.7454 0.7424 0.7351
R2 0.7396 0.7396 0.7346
R1 0.7366 0.7366 0.7341 0.7381
PP 0.7338 0.7338 0.7338 0.7345
S1 0.7308 0.7308 0.7330 0.7323
S2 0.7280 0.7280 0.7325
S3 0.7222 0.7250 0.7320
S4 0.7164 0.7192 0.7304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7370 0.7300 0.0071 1.0% 0.0037 0.5% 87% True False 403
10 0.7370 0.7300 0.0071 1.0% 0.0030 0.4% 87% True False 589
20 0.7370 0.7287 0.0083 1.1% 0.0028 0.4% 89% True False 392
40 0.7381 0.7287 0.0094 1.3% 0.0025 0.3% 79% False False 221
60 0.7402 0.7258 0.0145 2.0% 0.0025 0.3% 72% False False 168
80 0.7457 0.7258 0.0199 2.7% 0.0025 0.3% 52% False False 135
100 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 49% False False 113
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7459
1.618 0.7425
1.000 0.7404
0.618 0.7391
HIGH 0.7370
0.618 0.7357
0.500 0.7353
0.382 0.7349
LOW 0.7336
0.618 0.7315
1.000 0.7302
1.618 0.7281
2.618 0.7247
4.250 0.7192
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 0.7358 0.7352
PP 0.7356 0.7344
S1 0.7353 0.7335

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

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