CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 30-Jul-2024
Day Change Summary
Previous Current
29-Jul-2024 30-Jul-2024 Change Change % Previous Week
Open 0.7261 0.7244 -0.0018 -0.2% 0.7316
High 0.7266 0.7255 -0.0012 -0.2% 0.7323
Low 0.7241 0.7242 0.0001 0.0% 0.7250
Close 0.7248 0.7249 0.0001 0.0% 0.7256
Range 0.0025 0.0013 -0.0013 -50.0% 0.0073
ATR 0.0025 0.0024 -0.0001 -3.6% 0.0000
Volume 335 118 -217 -64.8% 2,173
Daily Pivots for day following 30-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7286 0.7280 0.7255
R3 0.7273 0.7267 0.7252
R2 0.7261 0.7261 0.7251
R1 0.7255 0.7255 0.7250 0.7258
PP 0.7248 0.7248 0.7248 0.7250
S1 0.7242 0.7242 0.7247 0.7245
S2 0.7236 0.7236 0.7246
S3 0.7223 0.7230 0.7245
S4 0.7211 0.7217 0.7242
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 0.7285 0.7241 0.0044 0.6% 0.0021 0.3% 17% False False 392
10 0.7351 0.7241 0.0110 1.5% 0.0023 0.3% 7% False False 371
20 0.7408 0.7241 0.0167 2.3% 0.0024 0.3% 5% False False 384
40 0.7408 0.7241 0.0167 2.3% 0.0025 0.3% 5% False False 366
60 0.7408 0.7241 0.0167 2.3% 0.0024 0.3% 5% False False 258
80 0.7409 0.7241 0.0168 2.3% 0.0025 0.3% 4% False False 209
100 0.7471 0.7241 0.0230 3.2% 0.0024 0.3% 3% False False 174
120 0.7471 0.7241 0.0230 3.2% 0.0022 0.3% 3% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7308
2.618 0.7287
1.618 0.7275
1.000 0.7267
0.618 0.7262
HIGH 0.7255
0.618 0.7250
0.500 0.7248
0.382 0.7247
LOW 0.7242
0.618 0.7234
1.000 0.7230
1.618 0.7222
2.618 0.7209
4.250 0.7189
Fisher Pivots for day following 30-Jul-2024
Pivot 1 day 3 day
R1 0.7248 0.7256
PP 0.7248 0.7253
S1 0.7248 0.7251

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

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