CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 0.7460 0.7432 -0.0028 -0.4% 0.7376
High 0.7467 0.7445 -0.0022 -0.3% 0.7406
Low 0.7429 0.7428 -0.0001 0.0% 0.7343
Close 0.7433 0.7439 0.0006 0.1% 0.7391
Range 0.0038 0.0018 -0.0021 -53.9% 0.0063
ATR 0.0035 0.0033 -0.0001 -3.5% 0.0000
Volume 102,125 96,549 -5,576 -5.5% 466,757
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7490 0.7482 0.7448
R3 0.7472 0.7464 0.7443
R2 0.7455 0.7455 0.7442
R1 0.7447 0.7447 0.7440 0.7451
PP 0.7437 0.7437 0.7437 0.7439
S1 0.7429 0.7429 0.7437 0.7433
S2 0.7420 0.7420 0.7435
S3 0.7402 0.7412 0.7434
S4 0.7385 0.7394 0.7429
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 0.7467 0.7374 0.0093 1.3% 0.0039 0.5% 70% False False 92,258
10 0.7467 0.7343 0.0124 1.7% 0.0036 0.5% 77% False False 96,150
20 0.7467 0.7343 0.0124 1.7% 0.0033 0.4% 77% False False 68,819
40 0.7467 0.7195 0.0272 3.7% 0.0032 0.4% 90% False False 35,226
60 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 90% False False 23,612
80 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 90% False False 17,801
100 0.7467 0.7195 0.0272 3.7% 0.0027 0.4% 90% False False 14,249
120 0.7467 0.7195 0.0272 3.7% 0.0027 0.4% 90% False False 11,884
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7519
2.618 0.7491
1.618 0.7473
1.000 0.7463
0.618 0.7456
HIGH 0.7445
0.618 0.7438
0.500 0.7436
0.382 0.7434
LOW 0.7428
0.618 0.7417
1.000 0.7410
1.618 0.7399
2.618 0.7382
4.250 0.7353
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 0.7438 0.7437
PP 0.7437 0.7435
S1 0.7436 0.7434

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

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