CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 30-Oct-2024
Day Change Summary
Previous Current
29-Oct-2024 30-Oct-2024 Change Change % Previous Week
Open 0.7211 0.7198 -0.0013 -0.2% 0.7257
High 0.7218 0.7208 -0.0010 -0.1% 0.7259
Low 0.7188 0.7184 -0.0004 0.0% 0.7207
Close 0.7194 0.7206 0.0012 0.2% 0.7214
Range 0.0030 0.0024 -0.0007 -21.7% 0.0052
ATR 0.0028 0.0028 0.0000 -1.2% 0.0000
Volume 70,517 90,934 20,417 29.0% 315,057
Daily Pivots for day following 30-Oct-2024
Classic Woodie Camarilla DeMark
R4 0.7270 0.7261 0.7218
R3 0.7246 0.7238 0.7212
R2 0.7223 0.7223 0.7210
R1 0.7214 0.7214 0.7208 0.7218
PP 0.7199 0.7199 0.7199 0.7201
S1 0.7191 0.7191 0.7203 0.7195
S2 0.7176 0.7176 0.7201
S3 0.7152 0.7167 0.7199
S4 0.7129 0.7144 0.7193
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 0.7184 0.0068 0.9% 0.0026 0.4% 32% False True 72,786
10 0.7287 0.7184 0.0103 1.4% 0.0023 0.3% 21% False True 65,818
20 0.7422 0.7184 0.0238 3.3% 0.0028 0.4% 9% False True 78,691
40 0.7467 0.7184 0.0283 3.9% 0.0030 0.4% 8% False True 80,874
60 0.7467 0.7184 0.0283 3.9% 0.0029 0.4% 8% False True 54,985
80 0.7467 0.7184 0.0283 3.9% 0.0029 0.4% 8% False True 41,368
100 0.7467 0.7184 0.0283 3.9% 0.0028 0.4% 8% False True 33,178
120 0.7467 0.7184 0.0283 3.9% 0.0028 0.4% 8% False True 27,658
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7269
1.618 0.7246
1.000 0.7231
0.618 0.7222
HIGH 0.7208
0.618 0.7199
0.500 0.7196
0.382 0.7193
LOW 0.7184
0.618 0.7169
1.000 0.7161
1.618 0.7146
2.618 0.7122
4.250 0.7084
Fisher Pivots for day following 30-Oct-2024
Pivot 1 day 3 day
R1 0.7202 0.7204
PP 0.7199 0.7202
S1 0.7196 0.7201

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

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