CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 17-Oct-2024
Day Change Summary
Previous Current
16-Oct-2024 17-Oct-2024 Change Change % Previous Week
Open 0.7272 0.7284 0.0013 0.2% 0.7381
High 0.7286 0.7287 0.0001 0.0% 0.7381
Low 0.7263 0.7259 -0.0004 -0.1% 0.7266
Close 0.7281 0.7260 -0.0021 -0.3% 0.7279
Range 0.0024 0.0029 0.0005 21.3% 0.0115
ATR 0.0032 0.0032 0.0000 -0.8% 0.0000
Volume 86,582 67,800 -18,782 -21.7% 481,416
Daily Pivots for day following 17-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7354 0.7335 0.7275
R3 0.7325 0.7307 0.7267
R2 0.7297 0.7297 0.7265
R1 0.7278 0.7278 0.7262 0.7273
PP 0.7268 0.7268 0.7268 0.7266
S1 0.7250 0.7250 0.7257 0.7245
S2 0.7240 0.7240 0.7254
S3 0.7211 0.7221 0.7252
S4 0.7183 0.7193 0.7244
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 0.7298 0.7239 0.0060 0.8% 0.0029 0.4% 35% False False 87,357
10 0.7396 0.7239 0.0158 2.2% 0.0032 0.4% 13% False False 89,120
20 0.7467 0.7239 0.0228 3.1% 0.0033 0.5% 9% False False 88,253
40 0.7467 0.7239 0.0228 3.1% 0.0032 0.4% 9% False False 67,504
60 0.7467 0.7195 0.0272 3.7% 0.0031 0.4% 24% False False 45,245
80 0.7467 0.7195 0.0272 3.7% 0.0030 0.4% 24% False False 34,026
100 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 24% False False 27,280
120 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 24% False False 22,741
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7408
2.618 0.7362
1.618 0.7333
1.000 0.7316
0.618 0.7305
HIGH 0.7287
0.618 0.7276
0.500 0.7273
0.382 0.7269
LOW 0.7259
0.618 0.7241
1.000 0.7230
1.618 0.7212
2.618 0.7184
4.250 0.7137
Fisher Pivots for day following 17-Oct-2024
Pivot 1 day 3 day
R1 0.7273 0.7263
PP 0.7268 0.7262
S1 0.7264 0.7261

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

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