CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 23-Jul-2024
Day Change Summary
Previous Current
22-Jul-2024 23-Jul-2024 Change Change % Previous Week
Open 0.7316 0.7298 -0.0018 -0.2% 0.7353
High 0.7323 0.7298 -0.0025 -0.3% 0.7363
Low 0.7289 0.7283 -0.0006 -0.1% 0.7302
Close 0.7299 0.7287 -0.0013 -0.2% 0.7310
Range 0.0034 0.0015 -0.0019 -55.9% 0.0062
ATR 0.0027 0.0026 -0.0001 -2.8% 0.0000
Volume 425 238 -187 -44.0% 2,329
Daily Pivots for day following 23-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7334 0.7325 0.7295
R3 0.7319 0.7310 0.7291
R2 0.7304 0.7304 0.7289
R1 0.7295 0.7295 0.7288 0.7292
PP 0.7289 0.7289 0.7289 0.7288
S1 0.7280 0.7280 0.7285 0.7277
S2 0.7274 0.7274 0.7284
S3 0.7259 0.7265 0.7282
S4 0.7244 0.7250 0.7278
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 0.7351 0.7283 0.0068 0.9% 0.0024 0.3% 5% False True 349
10 0.7408 0.7283 0.0125 1.7% 0.0025 0.3% 3% False True 381
20 0.7408 0.7283 0.0125 1.7% 0.0027 0.4% 3% False True 500
40 0.7408 0.7283 0.0125 1.7% 0.0026 0.4% 3% False True 319
60 0.7408 0.7283 0.0125 1.7% 0.0025 0.3% 3% False True 229
80 0.7445 0.7258 0.0187 2.6% 0.0025 0.3% 16% False False 187
100 0.7471 0.7258 0.0213 2.9% 0.0024 0.3% 14% False False 156
120 0.7497 0.7258 0.0239 3.3% 0.0022 0.3% 12% False False 133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7362
2.618 0.7337
1.618 0.7322
1.000 0.7313
0.618 0.7307
HIGH 0.7298
0.618 0.7292
0.500 0.7291
0.382 0.7289
LOW 0.7283
0.618 0.7274
1.000 0.7268
1.618 0.7259
2.618 0.7244
4.250 0.7219
Fisher Pivots for day following 23-Jul-2024
Pivot 1 day 3 day
R1 0.7291 0.7305
PP 0.7289 0.7299
S1 0.7288 0.7293

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

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