CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 14-Oct-2024
Day Change Summary
Previous Current
11-Oct-2024 14-Oct-2024 Change Change % Previous Week
Open 0.7290 0.7280 -0.0010 -0.1% 0.7381
High 0.7298 0.7280 -0.0019 -0.3% 0.7381
Low 0.7266 0.7256 -0.0010 -0.1% 0.7266
Close 0.7279 0.7258 -0.0022 -0.3% 0.7279
Range 0.0032 0.0024 -0.0009 -26.6% 0.0115
ATR 0.0033 0.0033 -0.0001 -2.1% 0.0000
Volume 112,132 54,300 -57,832 -51.6% 481,416
Daily Pivots for day following 14-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7335 0.7320 0.7270
R3 0.7311 0.7296 0.7264
R2 0.7288 0.7288 0.7262
R1 0.7273 0.7273 0.7260 0.7269
PP 0.7264 0.7264 0.7264 0.7262
S1 0.7249 0.7249 0.7255 0.7245
S2 0.7241 0.7241 0.7253
S3 0.7217 0.7226 0.7251
S4 0.7194 0.7202 0.7245
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7654 0.7581 0.7342
R3 0.7539 0.7466 0.7311
R2 0.7424 0.7424 0.7300
R1 0.7351 0.7351 0.7290 0.7330
PP 0.7309 0.7309 0.7309 0.7298
S1 0.7236 0.7236 0.7268 0.7215
S2 0.7194 0.7194 0.7258
S3 0.7079 0.7121 0.7247
S4 0.6964 0.7006 0.7216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7360 0.7256 0.0104 1.4% 0.0033 0.5% 1% False True 90,949
10 0.7437 0.7256 0.0181 2.5% 0.0032 0.4% 1% False True 86,816
20 0.7467 0.7256 0.0211 2.9% 0.0035 0.5% 1% False True 90,188
40 0.7467 0.7256 0.0211 2.9% 0.0032 0.4% 1% False True 60,849
60 0.7467 0.7195 0.0272 3.7% 0.0031 0.4% 23% False False 40,759
80 0.7467 0.7195 0.0272 3.7% 0.0030 0.4% 23% False False 30,690
100 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 23% False False 24,577
120 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 23% False False 20,490
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7379
2.618 0.7341
1.618 0.7318
1.000 0.7303
0.618 0.7294
HIGH 0.7280
0.618 0.7271
0.500 0.7268
0.382 0.7265
LOW 0.7256
0.618 0.7241
1.000 0.7233
1.618 0.7218
2.618 0.7194
4.250 0.7156
Fisher Pivots for day following 14-Oct-2024
Pivot 1 day 3 day
R1 0.7268 0.7283
PP 0.7264 0.7275
S1 0.7261 0.7266

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

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