CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 26-Jul-2024
Day Change Summary
Previous Current
25-Jul-2024 26-Jul-2024 Change Change % Previous Week
Open 0.7271 0.7262 -0.0009 -0.1% 0.7316
High 0.7277 0.7271 -0.0006 -0.1% 0.7323
Low 0.7250 0.7250 -0.0001 0.0% 0.7250
Close 0.7263 0.7256 -0.0008 -0.1% 0.7256
Range 0.0027 0.0021 -0.0006 -20.8% 0.0073
ATR 0.0025 0.0025 0.0000 -1.3% 0.0000
Volume 485 445 -40 -8.2% 2,173
Daily Pivots for day following 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7322 0.7310 0.7267
R3 0.7301 0.7289 0.7261
R2 0.7280 0.7280 0.7259
R1 0.7268 0.7268 0.7257 0.7263
PP 0.7259 0.7259 0.7259 0.7256
S1 0.7247 0.7247 0.7254 0.7242
S2 0.7238 0.7238 0.7252
S3 0.7217 0.7226 0.7250
S4 0.7196 0.7205 0.7244
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7495 0.7448 0.7296
R3 0.7422 0.7375 0.7276
R2 0.7349 0.7349 0.7269
R1 0.7302 0.7302 0.7262 0.7289
PP 0.7276 0.7276 0.7276 0.7269
S1 0.7229 0.7229 0.7249 0.7216
S2 0.7203 0.7203 0.7242
S3 0.7130 0.7156 0.7235
S4 0.7057 0.7083 0.7215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7323 0.7250 0.0073 1.0% 0.0023 0.3% 8% False True 434
10 0.7363 0.7250 0.0114 1.6% 0.0024 0.3% 5% False True 450
20 0.7408 0.7250 0.0158 2.2% 0.0026 0.4% 4% False True 396
40 0.7408 0.7250 0.0158 2.2% 0.0026 0.4% 4% False True 355
60 0.7408 0.7250 0.0158 2.2% 0.0025 0.3% 4% False True 252
80 0.7445 0.7250 0.0195 2.7% 0.0025 0.3% 3% False True 204
100 0.7471 0.7250 0.0221 3.0% 0.0024 0.3% 3% False True 170
120 0.7471 0.7250 0.0221 3.0% 0.0022 0.3% 3% False True 145
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7360
2.618 0.7325
1.618 0.7304
1.000 0.7292
0.618 0.7283
HIGH 0.7271
0.618 0.7262
0.500 0.7260
0.382 0.7258
LOW 0.7250
0.618 0.7237
1.000 0.7229
1.618 0.7216
2.618 0.7195
4.250 0.7160
Fisher Pivots for day following 26-Jul-2024
Pivot 1 day 3 day
R1 0.7260 0.7267
PP 0.7259 0.7263
S1 0.7257 0.7259

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

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