CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 28-Oct-2024
Day Change Summary
Previous Current
25-Oct-2024 28-Oct-2024 Change Change % Previous Week
Open 0.7230 0.7209 -0.0022 -0.3% 0.7257
High 0.7239 0.7215 -0.0024 -0.3% 0.7259
Low 0.7207 0.7201 -0.0006 -0.1% 0.7207
Close 0.7214 0.7208 -0.0006 -0.1% 0.7214
Range 0.0032 0.0014 -0.0018 -57.1% 0.0052
ATR 0.0029 0.0028 -0.0001 -3.8% 0.0000
Volume 63,131 63,407 276 0.4% 315,057
Daily Pivots for day following 28-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7248 0.7242 0.7215
R3 0.7235 0.7228 0.7212
R2 0.7221 0.7221 0.7210
R1 0.7215 0.7215 0.7209 0.7211
PP 0.7208 0.7208 0.7208 0.7206
S1 0.7201 0.7201 0.7207 0.7198
S2 0.7194 0.7194 0.7206
S3 0.7181 0.7188 0.7204
S4 0.7167 0.7174 0.7201
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7383 0.7350 0.7242
R3 0.7331 0.7298 0.7228
R2 0.7279 0.7279 0.7223
R1 0.7246 0.7246 0.7218 0.7236
PP 0.7227 0.7227 0.7227 0.7222
S1 0.7194 0.7194 0.7209 0.7184
S2 0.7175 0.7175 0.7204
S3 0.7123 0.7142 0.7199
S4 0.7071 0.7090 0.7185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7252 0.7201 0.0051 0.7% 0.0022 0.3% 14% False True 64,860
10 0.7287 0.7201 0.0086 1.2% 0.0024 0.3% 8% False True 69,928
20 0.7437 0.7201 0.0236 3.3% 0.0028 0.4% 3% False True 78,372
40 0.7467 0.7201 0.0266 3.7% 0.0031 0.4% 3% False True 77,314
60 0.7467 0.7195 0.0272 3.8% 0.0030 0.4% 5% False False 52,324
80 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 5% False False 39,354
100 0.7467 0.7195 0.0272 3.8% 0.0029 0.4% 5% False False 31,565
120 0.7467 0.7195 0.0272 3.8% 0.0028 0.4% 5% False False 26,313
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7272
2.618 0.7250
1.618 0.7236
1.000 0.7228
0.618 0.7223
HIGH 0.7215
0.618 0.7209
0.500 0.7208
0.382 0.7206
LOW 0.7201
0.618 0.7193
1.000 0.7188
1.618 0.7179
2.618 0.7166
4.250 0.7144
Fisher Pivots for day following 28-Oct-2024
Pivot 1 day 3 day
R1 0.7208 0.7227
PP 0.7208 0.7220
S1 0.7208 0.7214

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

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