CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 0.7414 0.7408 -0.0006 -0.1% 0.7386
High 0.7427 0.7432 0.0005 0.1% 0.7467
Low 0.7401 0.7400 -0.0001 0.0% 0.7377
Close 0.7409 0.7431 0.0022 0.3% 0.7416
Range 0.0027 0.0033 0.0006 22.6% 0.0090
ATR 0.0033 0.0033 0.0000 -0.1% 0.0000
Volume 84,537 96,774 12,237 14.5% 457,455
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7518 0.7507 0.7448
R3 0.7486 0.7474 0.7439
R2 0.7453 0.7453 0.7436
R1 0.7442 0.7442 0.7433 0.7448
PP 0.7421 0.7421 0.7421 0.7424
S1 0.7409 0.7409 0.7428 0.7415
S2 0.7388 0.7388 0.7425
S3 0.7356 0.7377 0.7422
S4 0.7323 0.7344 0.7413
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 0.7400 0.0067 0.9% 0.0030 0.4% 46% False True 92,140
10 0.7467 0.7343 0.0124 1.7% 0.0040 0.5% 71% False False 95,382
20 0.7467 0.7343 0.0124 1.7% 0.0033 0.5% 71% False False 80,683
40 0.7467 0.7242 0.0225 3.0% 0.0031 0.4% 84% False False 41,692
60 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 87% False False 27,958
80 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 87% False False 21,072
100 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 87% False False 16,868
120 0.7467 0.7195 0.0272 3.7% 0.0027 0.4% 87% False False 14,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7517
1.618 0.7485
1.000 0.7465
0.618 0.7452
HIGH 0.7432
0.618 0.7420
0.500 0.7416
0.382 0.7412
LOW 0.7400
0.618 0.7379
1.000 0.7367
1.618 0.7347
2.618 0.7314
4.250 0.7261
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 0.7426 0.7427
PP 0.7421 0.7424
S1 0.7416 0.7421

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

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