CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 19-Sep-2024
Day Change Summary
Previous Current
18-Sep-2024 19-Sep-2024 Change Change % Previous Week
Open 0.7372 0.7365 -0.0007 -0.1% 0.7387
High 0.7403 0.7406 0.0004 0.0% 0.7403
Low 0.7357 0.7343 -0.0014 -0.2% 0.7361
Close 0.7384 0.7393 0.0010 0.1% 0.7374
Range 0.0046 0.0063 0.0017 37.0% 0.0042
ATR 0.0029 0.0031 0.0002 8.5% 0.0000
Volume 103,442 127,064 23,622 22.8% 457,344
Daily Pivots for day following 19-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7570 0.7544 0.7428
R3 0.7507 0.7481 0.7410
R2 0.7444 0.7444 0.7405
R1 0.7418 0.7418 0.7399 0.7431
PP 0.7381 0.7381 0.7381 0.7387
S1 0.7355 0.7355 0.7387 0.7368
S2 0.7318 0.7318 0.7381
S3 0.7255 0.7292 0.7376
S4 0.7192 0.7229 0.7358
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 0.7406 0.7343 0.0063 0.9% 0.0034 0.5% 79% True True 100,041
10 0.7447 0.7343 0.0104 1.4% 0.0033 0.5% 48% False True 87,362
20 0.7464 0.7343 0.0121 1.6% 0.0032 0.4% 41% False True 46,755
40 0.7464 0.7195 0.0269 3.6% 0.0030 0.4% 74% False False 23,740
60 0.7464 0.7195 0.0269 3.6% 0.0029 0.4% 74% False False 15,950
80 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 74% False False 12,037
100 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 74% False False 9,639
120 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 74% False False 8,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7674
2.618 0.7571
1.618 0.7508
1.000 0.7469
0.618 0.7445
HIGH 0.7406
0.618 0.7382
0.500 0.7375
0.382 0.7367
LOW 0.7343
0.618 0.7304
1.000 0.7280
1.618 0.7241
2.618 0.7178
4.250 0.7075
Fisher Pivots for day following 19-Sep-2024
Pivot 1 day 3 day
R1 0.7387 0.7387
PP 0.7381 0.7381
S1 0.7375 0.7375

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

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