CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Oct-2024
Day Change Summary
Previous Current
14-Oct-2024 15-Oct-2024 Change Change % Previous Week
Open 0.7280 0.7262 -0.0018 -0.2% 0.7381
High 0.7280 0.7275 -0.0005 -0.1% 0.7381
Low 0.7256 0.7239 -0.0018 -0.2% 0.7266
Close 0.7258 0.7263 0.0006 0.1% 0.7279
Range 0.0024 0.0036 0.0013 53.2% 0.0115
ATR 0.0033 0.0033 0.0000 0.7% 0.0000
Volume 54,300 115,973 61,673 113.6% 481,416
Daily Pivots for day following 15-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7367 0.7351 0.7283
R3 0.7331 0.7315 0.7273
R2 0.7295 0.7295 0.7270
R1 0.7279 0.7279 0.7266 0.7287
PP 0.7259 0.7259 0.7259 0.7263
S1 0.7243 0.7243 0.7260 0.7251
S2 0.7223 0.7223 0.7256
S3 0.7187 0.7207 0.7253
S4 0.7151 0.7171 0.7243
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 0.7343 0.7239 0.0104 1.4% 0.0034 0.5% 24% False True 98,270
10 0.7437 0.7239 0.0199 2.7% 0.0033 0.4% 12% False True 88,736
20 0.7467 0.7239 0.0228 3.1% 0.0036 0.5% 11% False True 92,059
40 0.7467 0.7239 0.0228 3.1% 0.0032 0.4% 11% False True 63,712
60 0.7467 0.7195 0.0272 3.7% 0.0031 0.4% 25% False False 42,685
80 0.7467 0.7195 0.0272 3.7% 0.0030 0.4% 25% False False 32,138
100 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 25% False False 25,736
120 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 25% False False 21,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7428
2.618 0.7369
1.618 0.7333
1.000 0.7311
0.618 0.7297
HIGH 0.7275
0.618 0.7261
0.500 0.7257
0.382 0.7252
LOW 0.7239
0.618 0.7216
1.000 0.7203
1.618 0.7180
2.618 0.7144
4.250 0.7086
Fisher Pivots for day following 15-Oct-2024
Pivot 1 day 3 day
R1 0.7261 0.7268
PP 0.7259 0.7267
S1 0.7257 0.7265

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

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