CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Jul-2024
Day Change Summary
Previous Current
15-Jul-2024 16-Jul-2024 Change Change % Previous Week
Open 0.7353 0.7341 -0.0013 -0.2% 0.7358
High 0.7363 0.7346 -0.0018 -0.2% 0.7408
Low 0.7334 0.7325 -0.0010 -0.1% 0.7357
Close 0.7344 0.7339 -0.0005 -0.1% 0.7365
Range 0.0029 0.0021 -0.0008 -27.6% 0.0051
ATR 0.0027 0.0026 0.0000 -1.5% 0.0000
Volume 707 538 -169 -23.9% 1,134
Daily Pivots for day following 16-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7399 0.7390 0.7351
R3 0.7378 0.7369 0.7345
R2 0.7357 0.7357 0.7343
R1 0.7348 0.7348 0.7341 0.7342
PP 0.7336 0.7336 0.7336 0.7333
S1 0.7327 0.7327 0.7337 0.7321
S2 0.7315 0.7315 0.7335
S3 0.7294 0.7306 0.7333
S4 0.7273 0.7285 0.7327
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7528 0.7497 0.7393
R3 0.7478 0.7447 0.7379
R2 0.7427 0.7427 0.7374
R1 0.7396 0.7396 0.7370 0.7412
PP 0.7377 0.7377 0.7377 0.7384
S1 0.7346 0.7346 0.7360 0.7361
S2 0.7326 0.7326 0.7356
S3 0.7276 0.7295 0.7351
S4 0.7225 0.7245 0.7337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7408 0.7325 0.0083 1.1% 0.0026 0.3% 17% False True 414
10 0.7408 0.7300 0.0108 1.5% 0.0025 0.3% 37% False False 397
20 0.7408 0.7300 0.0108 1.5% 0.0026 0.4% 37% False False 452
40 0.7408 0.7287 0.0121 1.6% 0.0026 0.4% 43% False False 280
60 0.7408 0.7277 0.0131 1.8% 0.0025 0.3% 48% False False 204
80 0.7445 0.7258 0.0187 2.5% 0.0025 0.3% 44% False False 167
100 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 38% False False 140
120 0.7497 0.7258 0.0239 3.3% 0.0021 0.3% 34% False False 119
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7435
2.618 0.7400
1.618 0.7379
1.000 0.7367
0.618 0.7358
HIGH 0.7346
0.618 0.7337
0.500 0.7335
0.382 0.7333
LOW 0.7325
0.618 0.7312
1.000 0.7304
1.618 0.7291
2.618 0.7270
4.250 0.7235
Fisher Pivots for day following 16-Jul-2024
Pivot 1 day 3 day
R1 0.7338 0.7350
PP 0.7336 0.7346
S1 0.7335 0.7343

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

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