CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 06-Nov-2024
Day Change Summary
Previous Current
05-Nov-2024 06-Nov-2024 Change Change % Previous Week
Open 0.7203 0.7242 0.0040 0.5% 0.7209
High 0.7244 0.7243 -0.0001 0.0% 0.7218
Low 0.7200 0.7169 -0.0031 -0.4% 0.7174
Close 0.7234 0.7186 -0.0048 -0.7% 0.7177
Range 0.0044 0.0074 0.0031 70.1% 0.0044
ATR 0.0030 0.0033 0.0003 10.6% 0.0000
Volume 72,931 141,967 69,036 94.7% 388,812
Daily Pivots for day following 06-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7421 0.7378 0.7227
R3 0.7347 0.7304 0.7206
R2 0.7273 0.7273 0.7200
R1 0.7230 0.7230 0.7193 0.7215
PP 0.7199 0.7199 0.7199 0.7192
S1 0.7156 0.7156 0.7179 0.7141
S2 0.7125 0.7125 0.7172
S3 0.7051 0.7082 0.7166
S4 0.6977 0.7008 0.7145
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 0.7244 0.7169 0.0075 1.0% 0.0041 0.6% 23% False True 92,642
10 0.7252 0.7169 0.0083 1.2% 0.0033 0.5% 20% False True 82,714
20 0.7310 0.7169 0.0141 2.0% 0.0030 0.4% 12% False True 80,806
40 0.7467 0.7169 0.0298 4.1% 0.0032 0.4% 6% False True 85,990
60 0.7467 0.7169 0.0298 4.1% 0.0031 0.4% 6% False True 62,669
80 0.7467 0.7169 0.0298 4.1% 0.0030 0.4% 6% False True 47,132
100 0.7467 0.7169 0.0298 4.1% 0.0029 0.4% 6% False True 37,796
120 0.7467 0.7169 0.0298 4.1% 0.0029 0.4% 6% False True 31,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 202 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7437
1.618 0.7363
1.000 0.7317
0.618 0.7289
HIGH 0.7243
0.618 0.7215
0.500 0.7206
0.382 0.7197
LOW 0.7169
0.618 0.7123
1.000 0.7095
1.618 0.7049
2.618 0.6975
4.250 0.6855
Fisher Pivots for day following 06-Nov-2024
Pivot 1 day 3 day
R1 0.7206 0.7206
PP 0.7199 0.7200
S1 0.7193 0.7193

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

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