CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 11-Nov-2024
Day Change Summary
Previous Current
08-Nov-2024 11-Nov-2024 Change Change % Previous Week
Open 0.7223 0.7197 -0.0026 -0.4% 0.7188
High 0.7223 0.7200 -0.0023 -0.3% 0.7244
Low 0.7188 0.7176 -0.0012 -0.2% 0.7169
Close 0.7195 0.7189 -0.0007 -0.1% 0.7195
Range 0.0035 0.0024 -0.0012 -32.9% 0.0075
ATR 0.0035 0.0034 -0.0001 -2.3% 0.0000
Volume 75,749 50,755 -24,994 -33.0% 459,352
Daily Pivots for day following 11-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7259 0.7247 0.7201
R3 0.7235 0.7224 0.7195
R2 0.7212 0.7212 0.7193
R1 0.7200 0.7200 0.7191 0.7194
PP 0.7188 0.7188 0.7188 0.7185
S1 0.7177 0.7177 0.7186 0.7171
S2 0.7165 0.7165 0.7184
S3 0.7141 0.7153 0.7182
S4 0.7118 0.7130 0.7176
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7426 0.7385 0.7236
R3 0.7352 0.7311 0.7215
R2 0.7277 0.7277 0.7209
R1 0.7236 0.7236 0.7202 0.7257
PP 0.7203 0.7203 0.7203 0.7213
S1 0.7162 0.7162 0.7188 0.7182
S2 0.7128 0.7128 0.7181
S3 0.7054 0.7087 0.7175
S4 0.6979 0.7013 0.7154
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% 26% False False 85,149
10 0.7244 0.7169 0.0075 1.0% 0.0037 0.5% 26% False False 83,551
20 0.7287 0.7169 0.0118 1.6% 0.0031 0.4% 17% False False 76,739
40 0.7467 0.7169 0.0298 4.1% 0.0033 0.5% 7% False False 83,464
60 0.7467 0.7169 0.0298 4.1% 0.0032 0.4% 7% False False 66,146
80 0.7467 0.7169 0.0298 4.1% 0.0031 0.4% 7% False False 49,754
100 0.7467 0.7169 0.0298 4.1% 0.0030 0.4% 7% False False 39,900
120 0.7467 0.7169 0.0298 4.1% 0.0029 0.4% 7% False False 33,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7299
2.618 0.7261
1.618 0.7238
1.000 0.7223
0.618 0.7214
HIGH 0.7200
0.618 0.7191
0.500 0.7188
0.382 0.7185
LOW 0.7176
0.618 0.7161
1.000 0.7153
1.618 0.7138
2.618 0.7114
4.250 0.7076
Fisher Pivots for day following 11-Nov-2024
Pivot 1 day 3 day
R1 0.7188 0.7204
PP 0.7188 0.7199
S1 0.7188 0.7194

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

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