CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 25-Jul-2024
Day Change Summary
Previous Current
24-Jul-2024 25-Jul-2024 Change Change % Previous Week
Open 0.7283 0.7271 -0.0012 -0.2% 0.7353
High 0.7285 0.7277 -0.0009 -0.1% 0.7363
Low 0.7266 0.7250 -0.0016 -0.2% 0.7302
Close 0.7268 0.7263 -0.0005 -0.1% 0.7310
Range 0.0019 0.0027 0.0008 39.5% 0.0062
ATR 0.0025 0.0025 0.0000 0.3% 0.0000
Volume 580 485 -95 -16.4% 2,329
Daily Pivots for day following 25-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7343 0.7329 0.7278
R3 0.7316 0.7303 0.7270
R2 0.7290 0.7290 0.7268
R1 0.7276 0.7276 0.7265 0.7270
PP 0.7263 0.7263 0.7263 0.7260
S1 0.7250 0.7250 0.7261 0.7243
S2 0.7237 0.7237 0.7258
S3 0.7210 0.7223 0.7256
S4 0.7184 0.7197 0.7248
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 0.7326 0.7250 0.0076 1.0% 0.0024 0.3% 17% False True 452
10 0.7375 0.7250 0.0125 1.7% 0.0023 0.3% 10% False True 436
20 0.7408 0.7250 0.0158 2.2% 0.0026 0.4% 8% False True 383
40 0.7408 0.7250 0.0158 2.2% 0.0026 0.4% 8% False True 345
60 0.7408 0.7250 0.0158 2.2% 0.0025 0.3% 8% False True 245
80 0.7445 0.7250 0.0195 2.7% 0.0025 0.3% 7% False True 199
100 0.7471 0.7250 0.0221 3.0% 0.0024 0.3% 6% False True 166
120 0.7497 0.7250 0.0247 3.4% 0.0022 0.3% 5% False True 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7389
2.618 0.7346
1.618 0.7319
1.000 0.7303
0.618 0.7293
HIGH 0.7277
0.618 0.7266
0.500 0.7263
0.382 0.7260
LOW 0.7250
0.618 0.7234
1.000 0.7224
1.618 0.7207
2.618 0.7181
4.250 0.7137
Fisher Pivots for day following 25-Jul-2024
Pivot 1 day 3 day
R1 0.7263 0.7274
PP 0.7263 0.7270
S1 0.7263 0.7267

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

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