CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 0.7361 0.7358 -0.0003 0.0% 0.7341
High 0.7379 0.7369 -0.0011 -0.1% 0.7379
Low 0.7354 0.7357 0.0004 0.0% 0.7300
Close 0.7367 0.7361 -0.0006 -0.1% 0.7367
Range 0.0026 0.0012 -0.0014 -54.9% 0.0080
ATR 0.0029 0.0028 -0.0001 -4.3% 0.0000
Volume 463 146 -317 -68.5% 1,928
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7397 0.7390 0.7367
R3 0.7385 0.7379 0.7364
R2 0.7374 0.7374 0.7363
R1 0.7367 0.7367 0.7362 0.7371
PP 0.7362 0.7362 0.7362 0.7364
S1 0.7356 0.7356 0.7360 0.7359
S2 0.7351 0.7351 0.7359
S3 0.7339 0.7344 0.7358
S4 0.7328 0.7333 0.7355
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% 0.0032 0.4% 77% False False 414
10 0.7379 0.7300 0.0080 1.1% 0.0030 0.4% 77% False False 621
20 0.7379 0.7287 0.0092 1.2% 0.0027 0.4% 80% False False 414
40 0.7381 0.7287 0.0094 1.3% 0.0025 0.3% 79% False False 233
60 0.7381 0.7258 0.0124 1.7% 0.0025 0.3% 84% False False 175
80 0.7457 0.7258 0.0199 2.7% 0.0025 0.3% 52% False False 142
100 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 49% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7417
2.618 0.7399
1.618 0.7387
1.000 0.7380
0.618 0.7376
HIGH 0.7369
0.618 0.7364
0.500 0.7363
0.382 0.7361
LOW 0.7357
0.618 0.7350
1.000 0.7346
1.618 0.7338
2.618 0.7327
4.250 0.7308
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 0.7363 0.7360
PP 0.7362 0.7359
S1 0.7362 0.7358

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

View Archives - Comment on this page... - Back to Index of Symbols