CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Jul-2024
Day Change Summary
Previous Current
26-Jul-2024 29-Jul-2024 Change Change % Previous Week
Open 0.7262 0.7261 -0.0001 0.0% 0.7316
High 0.7271 0.7266 -0.0005 -0.1% 0.7323
Low 0.7250 0.7241 -0.0009 -0.1% 0.7250
Close 0.7256 0.7248 -0.0008 -0.1% 0.7256
Range 0.0021 0.0025 0.0004 19.0% 0.0073
ATR 0.0025 0.0025 0.0000 0.0% 0.0000
Volume 445 335 -110 -24.7% 2,173
Daily Pivots for day following 29-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7327 0.7312 0.7262
R3 0.7302 0.7287 0.7255
R2 0.7277 0.7277 0.7253
R1 0.7262 0.7262 0.7250 0.7257
PP 0.7252 0.7252 0.7252 0.7249
S1 0.7237 0.7237 0.7246 0.7232
S2 0.7227 0.7227 0.7243
S3 0.7202 0.7212 0.7241
S4 0.7177 0.7187 0.7234
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 0.7298 0.7241 0.0057 0.8% 0.0021 0.3% 12% False True 416
10 0.7351 0.7241 0.0110 1.5% 0.0023 0.3% 6% False True 413
20 0.7408 0.7241 0.0167 2.3% 0.0026 0.4% 4% False True 394
40 0.7408 0.7241 0.0167 2.3% 0.0026 0.4% 4% False True 363
60 0.7408 0.7241 0.0167 2.3% 0.0024 0.3% 4% False True 257
80 0.7445 0.7241 0.0204 2.8% 0.0025 0.3% 3% False True 208
100 0.7471 0.7241 0.0230 3.2% 0.0024 0.3% 3% False True 173
120 0.7471 0.7241 0.0230 3.2% 0.0022 0.3% 3% False True 148
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7331
1.618 0.7306
1.000 0.7291
0.618 0.7281
HIGH 0.7266
0.618 0.7256
0.500 0.7254
0.382 0.7251
LOW 0.7241
0.618 0.7226
1.000 0.7216
1.618 0.7201
2.618 0.7176
4.250 0.7135
Fisher Pivots for day following 29-Jul-2024
Pivot 1 day 3 day
R1 0.7254 0.7259
PP 0.7252 0.7255
S1 0.7250 0.7252

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

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