CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 07-Nov-2024
Day Change Summary
Previous Current
06-Nov-2024 07-Nov-2024 Change Change % Previous Week
Open 0.7242 0.7183 -0.0060 -0.8% 0.7209
High 0.7243 0.7233 -0.0011 -0.1% 0.7218
Low 0.7169 0.7178 0.0009 0.1% 0.7174
Close 0.7186 0.7223 0.0037 0.5% 0.7177
Range 0.0074 0.0055 -0.0020 -26.4% 0.0044
ATR 0.0033 0.0035 0.0002 4.7% 0.0000
Volume 141,967 84,346 -57,621 -40.6% 388,812
Daily Pivots for day following 07-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7375 0.7353 0.7252
R3 0.7320 0.7299 0.7237
R2 0.7266 0.7266 0.7232
R1 0.7244 0.7244 0.7227 0.7255
PP 0.7211 0.7211 0.7211 0.7216
S1 0.7190 0.7190 0.7218 0.7200
S2 0.7157 0.7157 0.7213
S3 0.7102 0.7135 0.7208
S4 0.7048 0.7081 0.7193
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% 0.0046 0.6% 72% False False 91,531
10 0.7244 0.7169 0.0075 1.0% 0.0036 0.5% 72% False False 83,554
20 0.7298 0.7169 0.0129 1.8% 0.0030 0.4% 41% False False 78,736
40 0.7467 0.7169 0.0298 4.1% 0.0033 0.5% 18% False False 85,080
60 0.7467 0.7169 0.0298 4.1% 0.0032 0.4% 18% False False 64,067
80 0.7467 0.7169 0.0298 4.1% 0.0031 0.4% 18% False False 48,181
100 0.7467 0.7169 0.0298 4.1% 0.0030 0.4% 18% False False 38,637
120 0.7467 0.7169 0.0298 4.1% 0.0029 0.4% 18% False False 32,217
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7464
2.618 0.7375
1.618 0.7321
1.000 0.7287
0.618 0.7266
HIGH 0.7233
0.618 0.7212
0.500 0.7205
0.382 0.7199
LOW 0.7178
0.618 0.7144
1.000 0.7124
1.618 0.7090
2.618 0.7035
4.250 0.6946
Fisher Pivots for day following 07-Nov-2024
Pivot 1 day 3 day
R1 0.7217 0.7217
PP 0.7211 0.7212
S1 0.7205 0.7206

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

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