CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 24-Oct-2024
Day Change Summary
Previous Current
23-Oct-2024 24-Oct-2024 Change Change % Previous Week
Open 0.7248 0.7241 -0.0007 -0.1% 0.7280
High 0.7250 0.7252 0.0002 0.0% 0.7287
Low 0.7227 0.7223 -0.0004 -0.1% 0.7239
Close 0.7238 0.7230 -0.0009 -0.1% 0.7254
Range 0.0024 0.0030 0.0006 25.5% 0.0049
ATR 0.0029 0.0029 0.0000 0.2% 0.0000
Volume 70,099 75,945 5,846 8.3% 375,120
Daily Pivots for day following 24-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7323 0.7306 0.7246
R3 0.7294 0.7276 0.7238
R2 0.7264 0.7264 0.7235
R1 0.7247 0.7247 0.7232 0.7241
PP 0.7235 0.7235 0.7235 0.7232
S1 0.7217 0.7217 0.7227 0.7211
S2 0.7205 0.7205 0.7224
S3 0.7176 0.7188 0.7221
S4 0.7146 0.7158 0.7213
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 0.7267 0.7223 0.0044 0.6% 0.0022 0.3% 16% False True 60,478
10 0.7298 0.7223 0.0076 1.0% 0.0025 0.3% 9% False True 73,917
20 0.7442 0.7223 0.0219 3.0% 0.0029 0.4% 3% False True 80,308
40 0.7467 0.7223 0.0244 3.4% 0.0031 0.4% 3% False True 74,564
60 0.7467 0.7195 0.0272 3.8% 0.0031 0.4% 13% False False 50,253
80 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 13% False False 37,786
100 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 13% False False 30,302
120 0.7467 0.7195 0.0272 3.8% 0.0028 0.4% 13% False False 25,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7329
1.618 0.7300
1.000 0.7282
0.618 0.7270
HIGH 0.7252
0.618 0.7241
0.500 0.7237
0.382 0.7234
LOW 0.7223
0.618 0.7204
1.000 0.7193
1.618 0.7175
2.618 0.7145
4.250 0.7097
Fisher Pivots for day following 24-Oct-2024
Pivot 1 day 3 day
R1 0.7237 0.7237
PP 0.7235 0.7235
S1 0.7232 0.7232

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

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