CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 0.7387 0.7384 -0.0004 0.0% 0.7387
High 0.7393 0.7391 -0.0002 0.0% 0.7403
Low 0.7371 0.7371 0.0001 0.0% 0.7361
Close 0.7379 0.7374 -0.0005 -0.1% 0.7374
Range 0.0022 0.0020 -0.0003 -11.4% 0.0042
ATR 0.0029 0.0029 -0.0001 -2.4% 0.0000
Volume 120,736 118,007 -2,729 -2.3% 457,344
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7437 0.7425 0.7385
R3 0.7418 0.7406 0.7379
R2 0.7398 0.7398 0.7378
R1 0.7386 0.7386 0.7376 0.7382
PP 0.7379 0.7379 0.7379 0.7377
S1 0.7367 0.7367 0.7372 0.7363
S2 0.7359 0.7359 0.7370
S3 0.7340 0.7347 0.7369
S4 0.7320 0.7328 0.7363
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7505 0.7482 0.7397
R3 0.7463 0.7440 0.7386
R2 0.7421 0.7421 0.7382
R1 0.7398 0.7398 0.7378 0.7389
PP 0.7379 0.7379 0.7379 0.7375
S1 0.7356 0.7356 0.7370 0.7347
S2 0.7337 0.7337 0.7366
S3 0.7295 0.7314 0.7362
S4 0.7253 0.7272 0.7351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7403 0.7361 0.0042 0.6% 0.0024 0.3% 31% False False 91,468
10 0.7449 0.7361 0.0088 1.2% 0.0030 0.4% 15% False False 52,750
20 0.7464 0.7305 0.0159 2.1% 0.0029 0.4% 44% False False 27,885
40 0.7464 0.7195 0.0269 3.6% 0.0029 0.4% 67% False False 14,230
60 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 67% False False 9,641
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 67% False False 7,261
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 5,819
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 4,859
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7442
1.618 0.7422
1.000 0.7410
0.618 0.7403
HIGH 0.7391
0.618 0.7383
0.500 0.7381
0.382 0.7378
LOW 0.7371
0.618 0.7359
1.000 0.7352
1.618 0.7339
2.618 0.7320
4.250 0.7288
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 0.7381 0.7377
PP 0.7379 0.7376
S1 0.7376 0.7375

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

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