CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Nov-2024
Day Change Summary
Previous Current
31-Oct-2024 01-Nov-2024 Change Change % Previous Week
Open 0.7204 0.7189 -0.0015 -0.2% 0.7209
High 0.7210 0.7203 -0.0007 -0.1% 0.7218
Low 0.7181 0.7174 -0.0008 -0.1% 0.7174
Close 0.7200 0.7177 -0.0023 -0.3% 0.7177
Range 0.0029 0.0029 0.0001 1.8% 0.0044
ATR 0.0028 0.0028 0.0000 0.3% 0.0000
Volume 89,901 74,053 -15,848 -17.6% 388,812
Daily Pivots for day following 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7271 0.7253 0.7193
R3 0.7242 0.7224 0.7185
R2 0.7213 0.7213 0.7182
R1 0.7195 0.7195 0.7180 0.7190
PP 0.7184 0.7184 0.7184 0.7182
S1 0.7166 0.7166 0.7174 0.7161
S2 0.7155 0.7155 0.7172
S3 0.7126 0.7137 0.7169
S4 0.7097 0.7108 0.7161
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7321 0.7293 0.7201
R3 0.7277 0.7249 0.7189
R2 0.7233 0.7233 0.7185
R1 0.7205 0.7205 0.7181 0.7197
PP 0.7189 0.7189 0.7189 0.7185
S1 0.7161 0.7161 0.7173 0.7153
S2 0.7145 0.7145 0.7169
S3 0.7101 0.7117 0.7165
S4 0.7057 0.7073 0.7153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7218 0.7174 0.0044 0.6% 0.0025 0.3% 8% False True 77,762
10 0.7259 0.7174 0.0086 1.2% 0.0025 0.3% 4% False True 70,386
20 0.7381 0.7174 0.0208 2.9% 0.0028 0.4% 2% False True 78,020
40 0.7467 0.7174 0.0293 4.1% 0.0030 0.4% 1% False True 83,973
60 0.7467 0.7174 0.0293 4.1% 0.0029 0.4% 1% False True 57,698
80 0.7467 0.7174 0.0293 4.1% 0.0029 0.4% 1% False True 43,411
100 0.7467 0.7174 0.0293 4.1% 0.0029 0.4% 1% False True 34,815
120 0.7467 0.7174 0.0293 4.1% 0.0028 0.4% 1% False True 29,023
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7326
2.618 0.7278
1.618 0.7249
1.000 0.7232
0.618 0.7220
HIGH 0.7203
0.618 0.7191
0.500 0.7188
0.382 0.7185
LOW 0.7174
0.618 0.7156
1.000 0.7145
1.618 0.7127
2.618 0.7098
4.250 0.7050
Fisher Pivots for day following 01-Nov-2024
Pivot 1 day 3 day
R1 0.7188 0.7192
PP 0.7184 0.7187
S1 0.7181 0.7182

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

View Archives - Comment on this page... - Back to Index of Symbols