CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 0.7376 0.7380 0.0004 0.1% 0.7387
High 0.7389 0.7382 -0.0008 -0.1% 0.7403
Low 0.7367 0.7362 -0.0006 -0.1% 0.7361
Close 0.7375 0.7375 -0.0001 0.0% 0.7374
Range 0.0022 0.0020 -0.0002 -9.1% 0.0042
ATR 0.0028 0.0028 -0.0001 -2.1% 0.0000
Volume 73,144 78,551 5,407 7.4% 457,344
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7433 0.7424 0.7386
R3 0.7413 0.7404 0.7380
R2 0.7393 0.7393 0.7378
R1 0.7384 0.7384 0.7376 0.7378
PP 0.7373 0.7373 0.7373 0.7370
S1 0.7364 0.7364 0.7373 0.7358
S2 0.7353 0.7353 0.7371
S3 0.7333 0.7344 0.7369
S4 0.7313 0.7324 0.7364
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 0.7393 0.7361 0.0032 0.4% 0.0023 0.3% 43% False False 107,909
10 0.7447 0.7361 0.0086 1.2% 0.0027 0.4% 16% False False 65,984
20 0.7464 0.7356 0.0108 1.5% 0.0029 0.4% 17% False False 35,365
40 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 67% False False 17,998
60 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 67% False False 12,165
80 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 67% False False 9,156
100 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 7,335
120 0.7464 0.7195 0.0269 3.6% 0.0026 0.4% 67% False False 6,123
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7434
1.618 0.7414
1.000 0.7402
0.618 0.7394
HIGH 0.7382
0.618 0.7374
0.500 0.7372
0.382 0.7369
LOW 0.7362
0.618 0.7349
1.000 0.7342
1.618 0.7329
2.618 0.7309
4.250 0.7277
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 0.7374 0.7376
PP 0.7373 0.7376
S1 0.7372 0.7375

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

View Archives - Comment on this page... - Back to Index of Symbols