CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 19-Jul-2024
Day Change Summary
Previous Current
18-Jul-2024 19-Jul-2024 Change Change % Previous Week
Open 0.7340 0.7326 -0.0014 -0.2% 0.7353
High 0.7343 0.7326 -0.0017 -0.2% 0.7363
Low 0.7318 0.7302 -0.0017 -0.2% 0.7302
Close 0.7322 0.7310 -0.0012 -0.2% 0.7310
Range 0.0025 0.0025 0.0000 0.0% 0.0062
ATR 0.0026 0.0026 0.0000 -0.4% 0.0000
Volume 138 536 398 288.4% 2,329
Daily Pivots for day following 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7386 0.7373 0.7323
R3 0.7362 0.7348 0.7317
R2 0.7337 0.7337 0.7314
R1 0.7324 0.7324 0.7312 0.7318
PP 0.7313 0.7313 0.7313 0.7310
S1 0.7299 0.7299 0.7308 0.7294
S2 0.7288 0.7288 0.7306
S3 0.7264 0.7275 0.7303
S4 0.7239 0.7250 0.7297
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7509 0.7471 0.7344
R3 0.7448 0.7410 0.7327
R2 0.7386 0.7386 0.7321
R1 0.7348 0.7348 0.7316 0.7337
PP 0.7325 0.7325 0.7325 0.7319
S1 0.7287 0.7287 0.7304 0.7275
S2 0.7263 0.7263 0.7299
S3 0.7202 0.7225 0.7293
S4 0.7140 0.7164 0.7276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7363 0.7302 0.0062 0.8% 0.0025 0.3% 14% False True 465
10 0.7408 0.7302 0.0106 1.5% 0.0022 0.3% 8% False True 346
20 0.7408 0.7300 0.0108 1.5% 0.0027 0.4% 10% False False 482
40 0.7408 0.7287 0.0121 1.6% 0.0026 0.4% 19% False False 304
60 0.7408 0.7287 0.0121 1.6% 0.0025 0.3% 19% False False 221
80 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 28% False False 180
100 0.7471 0.7258 0.0213 2.9% 0.0023 0.3% 25% False False 150
120 0.7497 0.7258 0.0239 3.3% 0.0021 0.3% 22% False False 127
Crabel Price Patterns
NR False
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 0.0005
Fibonacci Retracements and Extensions
4.250 0.7430
2.618 0.7390
1.618 0.7366
1.000 0.7351
0.618 0.7341
HIGH 0.7326
0.618 0.7317
0.500 0.7314
0.382 0.7311
LOW 0.7302
0.618 0.7286
1.000 0.7277
1.618 0.7262
2.618 0.7237
4.250 0.7197
Fisher Pivots for day following 19-Jul-2024
Pivot 1 day 3 day
R1 0.7314 0.7326
PP 0.7313 0.7321
S1 0.7311 0.7315

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

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