CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 18-Oct-2024
Day Change Summary
Previous Current
17-Oct-2024 18-Oct-2024 Change Change % Previous Week
Open 0.7284 0.7263 -0.0022 -0.3% 0.7280
High 0.7287 0.7267 -0.0021 -0.3% 0.7287
Low 0.7259 0.7251 -0.0008 -0.1% 0.7239
Close 0.7260 0.7254 -0.0006 -0.1% 0.7254
Range 0.0029 0.0016 -0.0013 -45.6% 0.0049
ATR 0.0032 0.0031 -0.0001 -3.7% 0.0000
Volume 67,800 50,465 -17,335 -25.6% 375,120
Daily Pivots for day following 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7304 0.7294 0.7263
R3 0.7288 0.7279 0.7258
R2 0.7273 0.7273 0.7257
R1 0.7263 0.7263 0.7255 0.7260
PP 0.7257 0.7257 0.7257 0.7256
S1 0.7248 0.7248 0.7253 0.7245
S2 0.7242 0.7242 0.7251
S3 0.7226 0.7232 0.7250
S4 0.7211 0.7217 0.7245
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7405 0.7378 0.7281
R3 0.7357 0.7330 0.7267
R2 0.7308 0.7308 0.7263
R1 0.7281 0.7281 0.7258 0.7271
PP 0.7260 0.7260 0.7260 0.7255
S1 0.7233 0.7233 0.7250 0.7222
S2 0.7211 0.7211 0.7245
S3 0.7163 0.7184 0.7241
S4 0.7114 0.7136 0.7227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7287 0.7239 0.0049 0.7% 0.0025 0.4% 32% False False 75,024
10 0.7381 0.7239 0.0143 2.0% 0.0031 0.4% 11% False False 85,653
20 0.7467 0.7239 0.0228 3.1% 0.0033 0.5% 7% False False 86,549
40 0.7467 0.7239 0.0228 3.1% 0.0032 0.4% 7% False False 68,738
60 0.7467 0.7195 0.0272 3.7% 0.0031 0.4% 22% False False 46,078
80 0.7467 0.7195 0.0272 3.7% 0.0030 0.4% 22% False False 34,654
100 0.7467 0.7195 0.0272 3.7% 0.0029 0.4% 22% False False 27,784
120 0.7467 0.7195 0.0272 3.7% 0.0028 0.4% 22% False False 23,161
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7332
2.618 0.7307
1.618 0.7292
1.000 0.7282
0.618 0.7276
HIGH 0.7267
0.618 0.7261
0.500 0.7259
0.382 0.7257
LOW 0.7251
0.618 0.7241
1.000 0.7236
1.618 0.7226
2.618 0.7210
4.250 0.7185
Fisher Pivots for day following 18-Oct-2024
Pivot 1 day 3 day
R1 0.7259 0.7269
PP 0.7257 0.7264
S1 0.7256 0.7259

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

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