CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 10-Oct-2024
Day Change Summary
Previous Current
09-Oct-2024 10-Oct-2024 Change Change % Previous Week
Open 0.7339 0.7307 -0.0033 -0.4% 0.7414
High 0.7343 0.7310 -0.0033 -0.4% 0.7437
Low 0.7303 0.7273 -0.0030 -0.4% 0.7371
Close 0.7307 0.7282 -0.0026 -0.3% 0.7380
Range 0.0040 0.0037 -0.0003 -6.3% 0.0066
ATR 0.0033 0.0033 0.0000 0.8% 0.0000
Volume 83,191 125,754 42,563 51.2% 416,989
Daily Pivots for day following 10-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7399 0.7377 0.7302
R3 0.7362 0.7340 0.7292
R2 0.7325 0.7325 0.7288
R1 0.7303 0.7303 0.7285 0.7296
PP 0.7288 0.7288 0.7288 0.7284
S1 0.7266 0.7266 0.7278 0.7259
S2 0.7251 0.7251 0.7275
S3 0.7214 0.7229 0.7271
S4 0.7177 0.7192 0.7261
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7594 0.7553 0.7416
R3 0.7528 0.7487 0.7398
R2 0.7462 0.7462 0.7392
R1 0.7421 0.7421 0.7386 0.7408
PP 0.7396 0.7396 0.7396 0.7390
S1 0.7355 0.7355 0.7373 0.7342
S2 0.7330 0.7330 0.7367
S3 0.7264 0.7289 0.7361
S4 0.7198 0.7223 0.7343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7396 0.7273 0.0123 1.7% 0.0034 0.5% 7% False True 90,883
10 0.7442 0.7273 0.0169 2.3% 0.0033 0.5% 5% False True 86,699
20 0.7467 0.7273 0.0194 2.7% 0.0035 0.5% 4% False True 91,424
40 0.7467 0.7273 0.0194 2.7% 0.0032 0.4% 4% False True 56,733
60 0.7467 0.7195 0.0272 3.7% 0.0031 0.4% 32% False False 37,997
80 0.7467 0.7195 0.0272 3.7% 0.0030 0.4% 32% False False 28,612
100 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 32% False False 22,913
120 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 32% False False 19,103
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7407
1.618 0.7370
1.000 0.7347
0.618 0.7333
HIGH 0.7310
0.618 0.7296
0.500 0.7292
0.382 0.7287
LOW 0.7273
0.618 0.7250
1.000 0.7236
1.618 0.7213
2.618 0.7176
4.250 0.7116
Fisher Pivots for day following 10-Oct-2024
Pivot 1 day 3 day
R1 0.7292 0.7316
PP 0.7288 0.7305
S1 0.7285 0.7293

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

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