CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 0.7392 0.7386 -0.0006 -0.1% 0.7376
High 0.7400 0.7430 0.0030 0.4% 0.7406
Low 0.7374 0.7377 0.0004 0.0% 0.7343
Close 0.7391 0.7422 0.0031 0.4% 0.7391
Range 0.0027 0.0053 0.0026 98.1% 0.0063
ATR 0.0031 0.0032 0.0002 5.0% 0.0000
Volume 84,556 97,109 12,553 14.8% 466,757
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7567 0.7547 0.7450
R3 0.7514 0.7494 0.7436
R2 0.7462 0.7462 0.7431
R1 0.7442 0.7442 0.7426 0.7452
PP 0.7409 0.7409 0.7409 0.7414
S1 0.7389 0.7389 0.7417 0.7399
S2 0.7357 0.7357 0.7412
S3 0.7304 0.7337 0.7407
S4 0.7252 0.7284 0.7393
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7569 0.7543 0.7425
R3 0.7506 0.7480 0.7408
R2 0.7443 0.7443 0.7402
R1 0.7417 0.7417 0.7396 0.7430
PP 0.7380 0.7380 0.7380 0.7386
S1 0.7354 0.7354 0.7385 0.7367
S2 0.7317 0.7317 0.7379
S3 0.7254 0.7291 0.7373
S4 0.7191 0.7228 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7343 0.0087 1.2% 0.0042 0.6% 91% True False 98,144
10 0.7430 0.7343 0.0087 1.2% 0.0033 0.4% 91% True False 100,610
20 0.7464 0.7343 0.0121 1.6% 0.0031 0.4% 65% False False 55,564
40 0.7464 0.7195 0.0269 3.6% 0.0031 0.4% 84% False False 28,259
60 0.7464 0.7195 0.0269 3.6% 0.0029 0.4% 84% False False 18,971
80 0.7464 0.7195 0.0269 3.6% 0.0028 0.4% 84% False False 14,307
100 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 84% False False 11,455
120 0.7464 0.7195 0.0269 3.6% 0.0027 0.4% 84% False False 9,556
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7567
1.618 0.7514
1.000 0.7482
0.618 0.7462
HIGH 0.7430
0.618 0.7409
0.500 0.7403
0.382 0.7397
LOW 0.7377
0.618 0.7345
1.000 0.7325
1.618 0.7292
2.618 0.7240
4.250 0.7154
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 0.7415 0.7410
PP 0.7409 0.7398
S1 0.7403 0.7386

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

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