CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 13-Nov-2024
Day Change Summary
Previous Current
12-Nov-2024 13-Nov-2024 Change Change % Previous Week
Open 0.7188 0.7180 -0.0009 -0.1% 0.7188
High 0.7193 0.7186 -0.0007 -0.1% 0.7244
Low 0.7167 0.7149 -0.0018 -0.3% 0.7169
Close 0.7178 0.7151 -0.0028 -0.4% 0.7195
Range 0.0026 0.0038 0.0012 44.2% 0.0075
ATR 0.0033 0.0034 0.0000 0.9% 0.0000
Volume 75,422 89,531 14,109 18.7% 459,352
Daily Pivots for day following 13-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7274 0.7250 0.7171
R3 0.7237 0.7212 0.7161
R2 0.7199 0.7199 0.7157
R1 0.7175 0.7175 0.7154 0.7168
PP 0.7162 0.7162 0.7162 0.7158
S1 0.7137 0.7137 0.7147 0.7131
S2 0.7124 0.7124 0.7144
S3 0.7087 0.7100 0.7140
S4 0.7049 0.7062 0.7130
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 0.7233 0.7149 0.0084 1.2% 0.0035 0.5% 2% False True 75,160
10 0.7244 0.7149 0.0095 1.3% 0.0038 0.5% 2% False True 83,901
20 0.7287 0.7149 0.0139 1.9% 0.0031 0.4% 1% False True 74,859
40 0.7467 0.7149 0.0318 4.4% 0.0033 0.5% 1% False True 83,038
60 0.7467 0.7149 0.0318 4.4% 0.0032 0.4% 1% False True 68,859
80 0.7467 0.7149 0.0318 4.4% 0.0031 0.4% 1% False True 51,808
100 0.7467 0.7149 0.0318 4.4% 0.0030 0.4% 1% False True 41,546
120 0.7467 0.7149 0.0318 4.4% 0.0029 0.4% 1% False True 34,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7345
2.618 0.7284
1.618 0.7247
1.000 0.7224
0.618 0.7209
HIGH 0.7186
0.618 0.7172
0.500 0.7167
0.382 0.7163
LOW 0.7149
0.618 0.7125
1.000 0.7111
1.618 0.7088
2.618 0.7050
4.250 0.6989
Fisher Pivots for day following 13-Nov-2024
Pivot 1 day 3 day
R1 0.7167 0.7174
PP 0.7162 0.7166
S1 0.7156 0.7158

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

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