CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 0.7242 0.7248 0.0006 0.1% 0.7280
High 0.7252 0.7250 -0.0002 0.0% 0.7287
Low 0.7239 0.7227 -0.0013 -0.2% 0.7239
Close 0.7247 0.7238 -0.0009 -0.1% 0.7254
Range 0.0013 0.0024 0.0011 88.0% 0.0049
ATR 0.0029 0.0029 0.0000 -1.4% 0.0000
Volume 51,722 70,099 18,377 35.5% 375,120
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7309 0.7297 0.7251
R3 0.7285 0.7273 0.7244
R2 0.7262 0.7262 0.7242
R1 0.7250 0.7250 0.7240 0.7244
PP 0.7238 0.7238 0.7238 0.7235
S1 0.7226 0.7226 0.7236 0.7221
S2 0.7215 0.7215 0.7234
S3 0.7191 0.7203 0.7232
S4 0.7168 0.7179 0.7225
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 0.7227 0.0061 0.8% 0.0021 0.3% 19% False True 58,849
10 0.7310 0.7227 0.0084 1.2% 0.0026 0.4% 14% False True 78,898
20 0.7445 0.7227 0.0219 3.0% 0.0028 0.4% 5% False True 81,338
40 0.7467 0.7227 0.0240 3.3% 0.0031 0.4% 5% False True 72,724
60 0.7467 0.7195 0.0272 3.8% 0.0031 0.4% 16% False False 48,996
80 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 16% False False 36,843
100 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 16% False False 29,544
120 0.7467 0.7195 0.0272 3.8% 0.0028 0.4% 16% False False 24,627
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 True
3BNR True
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 0.7350
2.618 0.7312
1.618 0.7288
1.000 0.7274
0.618 0.7265
HIGH 0.7250
0.618 0.7241
0.500 0.7238
0.382 0.7235
LOW 0.7227
0.618 0.7212
1.000 0.7203
1.618 0.7188
2.618 0.7165
4.250 0.7127
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 0.7238 0.7243
PP 0.7238 0.7241
S1 0.7238 0.7240

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

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