CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 14-Nov-2024
Day Change Summary
Previous Current
13-Nov-2024 14-Nov-2024 Change Change % Previous Week
Open 0.7180 0.7152 -0.0028 -0.4% 0.7188
High 0.7186 0.7156 -0.0031 -0.4% 0.7244
Low 0.7149 0.7117 -0.0032 -0.4% 0.7169
Close 0.7151 0.7132 -0.0019 -0.3% 0.7195
Range 0.0038 0.0039 0.0001 2.7% 0.0075
ATR 0.0034 0.0034 0.0000 1.1% 0.0000
Volume 89,531 109,638 20,107 22.5% 459,352
Daily Pivots for day following 14-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7250 0.7229 0.7153
R3 0.7212 0.7191 0.7142
R2 0.7173 0.7173 0.7139
R1 0.7152 0.7152 0.7135 0.7144
PP 0.7135 0.7135 0.7135 0.7130
S1 0.7114 0.7114 0.7128 0.7105
S2 0.7096 0.7096 0.7124
S3 0.7058 0.7075 0.7121
S4 0.7019 0.7037 0.7110
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 0.7223 0.7117 0.0106 1.5% 0.0032 0.5% 14% False True 80,219
10 0.7244 0.7117 0.0127 1.8% 0.0039 0.5% 11% False True 85,875
20 0.7267 0.7117 0.0150 2.1% 0.0031 0.4% 10% False True 76,951
40 0.7467 0.7117 0.0350 4.9% 0.0032 0.5% 4% False True 82,602
60 0.7467 0.7117 0.0350 4.9% 0.0032 0.4% 4% False True 70,653
80 0.7467 0.7117 0.0350 4.9% 0.0031 0.4% 4% False True 53,171
100 0.7467 0.7117 0.0350 4.9% 0.0030 0.4% 4% False True 42,611
120 0.7467 0.7117 0.0350 4.9% 0.0029 0.4% 4% False True 35,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7319
2.618 0.7256
1.618 0.7218
1.000 0.7194
0.618 0.7179
HIGH 0.7156
0.618 0.7141
0.500 0.7136
0.382 0.7132
LOW 0.7117
0.618 0.7093
1.000 0.7079
1.618 0.7055
2.618 0.7016
4.250 0.6953
Fisher Pivots for day following 14-Nov-2024
Pivot 1 day 3 day
R1 0.7136 0.7155
PP 0.7135 0.7147
S1 0.7133 0.7139

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

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