CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 0.7440 0.7414 -0.0026 -0.3% 0.7386
High 0.7442 0.7427 -0.0015 -0.2% 0.7467
Low 0.7407 0.7401 -0.0006 -0.1% 0.7377
Close 0.7416 0.7409 -0.0007 -0.1% 0.7416
Range 0.0035 0.0027 -0.0009 -24.3% 0.0090
ATR 0.0034 0.0033 -0.0001 -1.5% 0.0000
Volume 80,717 84,537 3,820 4.7% 457,455
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7492 0.7477 0.7424
R3 0.7465 0.7450 0.7416
R2 0.7439 0.7439 0.7414
R1 0.7424 0.7424 0.7411 0.7418
PP 0.7412 0.7412 0.7412 0.7409
S1 0.7397 0.7397 0.7407 0.7392
S2 0.7386 0.7386 0.7404
S3 0.7359 0.7371 0.7402
S4 0.7333 0.7344 0.7394
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 0.7688 0.7641 0.7465
R3 0.7599 0.7552 0.7440
R2 0.7509 0.7509 0.7432
R1 0.7462 0.7462 0.7424 0.7486
PP 0.7420 0.7420 0.7420 0.7431
S1 0.7373 0.7373 0.7407 0.7396
S2 0.7330 0.7330 0.7399
S3 0.7241 0.7283 0.7391
S4 0.7151 0.7194 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7467 0.7401 0.0066 0.9% 0.0035 0.5% 13% False True 88,976
10 0.7467 0.7343 0.0124 1.7% 0.0038 0.5% 53% False False 93,560
20 0.7467 0.7343 0.0124 1.7% 0.0034 0.5% 53% False False 76,255
40 0.7467 0.7195 0.0272 3.7% 0.0032 0.4% 79% False False 39,300
60 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 79% False False 26,348
80 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 79% False False 19,863
100 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 79% False False 15,901
120 0.7467 0.7195 0.0272 3.7% 0.0027 0.4% 79% False False 13,261
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7496
1.618 0.7470
1.000 0.7454
0.618 0.7443
HIGH 0.7427
0.618 0.7417
0.500 0.7414
0.382 0.7411
LOW 0.7401
0.618 0.7384
1.000 0.7374
1.618 0.7358
2.618 0.7331
4.250 0.7288
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 0.7414 0.7423
PP 0.7412 0.7418
S1 0.7411 0.7414

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

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