CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 0.7339 0.7361 0.0022 0.3% 0.7341
High 0.7370 0.7379 0.0009 0.1% 0.7379
Low 0.7336 0.7354 0.0018 0.2% 0.7300
Close 0.7361 0.7367 0.0006 0.1% 0.7367
Range 0.0034 0.0026 -0.0009 -25.0% 0.0080
ATR 0.0029 0.0029 0.0000 -1.0% 0.0000
Volume 642 463 -179 -27.9% 1,928
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7443 0.7431 0.7381
R3 0.7418 0.7405 0.7374
R2 0.7392 0.7392 0.7372
R1 0.7380 0.7380 0.7369 0.7386
PP 0.7367 0.7367 0.7367 0.7370
S1 0.7354 0.7354 0.7365 0.7360
S2 0.7341 0.7341 0.7362
S3 0.7316 0.7329 0.7360
S4 0.7290 0.7303 0.7353
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7587 0.7557 0.7411
R3 0.7508 0.7477 0.7389
R2 0.7428 0.7428 0.7382
R1 0.7398 0.7398 0.7374 0.7413
PP 0.7349 0.7349 0.7349 0.7356
S1 0.7318 0.7318 0.7360 0.7333
S2 0.7269 0.7269 0.7352
S3 0.7190 0.7239 0.7345
S4 0.7110 0.7159 0.7323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7379 0.7300 0.0080 1.1% 0.0038 0.5% 85% True False 457
10 0.7379 0.7300 0.0080 1.1% 0.0031 0.4% 85% True False 618
20 0.7379 0.7287 0.0092 1.2% 0.0028 0.4% 87% True False 411
40 0.7381 0.7287 0.0094 1.3% 0.0025 0.3% 85% False False 230
60 0.7402 0.7258 0.0145 2.0% 0.0026 0.3% 76% False False 175
80 0.7457 0.7258 0.0199 2.7% 0.0025 0.3% 55% False False 140
100 0.7471 0.7258 0.0213 2.9% 0.0022 0.3% 51% False False 118
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7446
1.618 0.7420
1.000 0.7405
0.618 0.7395
HIGH 0.7379
0.618 0.7369
0.500 0.7366
0.382 0.7363
LOW 0.7354
0.618 0.7338
1.000 0.7328
1.618 0.7312
2.618 0.7287
4.250 0.7245
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 0.7367 0.7358
PP 0.7367 0.7349
S1 0.7366 0.7339

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

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