CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 12-Nov-2024
Day Change Summary
Previous Current
11-Nov-2024 12-Nov-2024 Change Change % Previous Week
Open 0.7197 0.7188 -0.0009 -0.1% 0.7188
High 0.7200 0.7193 -0.0007 -0.1% 0.7244
Low 0.7176 0.7167 -0.0010 -0.1% 0.7169
Close 0.7189 0.7178 -0.0011 -0.1% 0.7195
Range 0.0024 0.0026 0.0003 10.6% 0.0075
ATR 0.0034 0.0033 -0.0001 -1.6% 0.0000
Volume 50,755 75,422 24,667 48.6% 459,352
Daily Pivots for day following 12-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7257 0.7244 0.7192
R3 0.7231 0.7218 0.7185
R2 0.7205 0.7205 0.7183
R1 0.7192 0.7192 0.7180 0.7185
PP 0.7179 0.7179 0.7179 0.7176
S1 0.7166 0.7166 0.7176 0.7159
S2 0.7153 0.7153 0.7173
S3 0.7127 0.7140 0.7171
S4 0.7101 0.7114 0.7164
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 0.7243 0.7167 0.0077 1.1% 0.0043 0.6% 15% False True 85,647
10 0.7244 0.7167 0.0077 1.1% 0.0037 0.5% 15% False True 84,041
20 0.7287 0.7167 0.0121 1.7% 0.0030 0.4% 10% False True 74,712
40 0.7467 0.7167 0.0300 4.2% 0.0033 0.5% 4% False True 83,386
60 0.7467 0.7167 0.0300 4.2% 0.0032 0.4% 4% False True 67,379
80 0.7467 0.7167 0.0300 4.2% 0.0031 0.4% 4% False True 50,692
100 0.7467 0.7167 0.0300 4.2% 0.0030 0.4% 4% False True 40,653
120 0.7467 0.7167 0.0300 4.2% 0.0029 0.4% 4% False True 33,899
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7303
2.618 0.7261
1.618 0.7235
1.000 0.7219
0.618 0.7209
HIGH 0.7193
0.618 0.7183
0.500 0.7180
0.382 0.7176
LOW 0.7167
0.618 0.7150
1.000 0.7141
1.618 0.7124
2.618 0.7098
4.250 0.7056
Fisher Pivots for day following 12-Nov-2024
Pivot 1 day 3 day
R1 0.7180 0.7195
PP 0.7179 0.7189
S1 0.7179 0.7184

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

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