CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Nov-2024
Day Change Summary
Previous Current
14-Nov-2024 15-Nov-2024 Change Change % Previous Week
Open 0.7152 0.7119 -0.0033 -0.5% 0.7197
High 0.7156 0.7133 -0.0023 -0.3% 0.7200
Low 0.7117 0.7096 -0.0021 -0.3% 0.7096
Close 0.7132 0.7103 -0.0029 -0.4% 0.7103
Range 0.0039 0.0037 -0.0002 -5.2% 0.0104
ATR 0.0034 0.0034 0.0000 0.6% 0.0000
Volume 109,638 97,746 -11,892 -10.8% 423,092
Daily Pivots for day following 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7220 0.7198 0.7123
R3 0.7183 0.7161 0.7113
R2 0.7147 0.7147 0.7109
R1 0.7125 0.7125 0.7106 0.7118
PP 0.7110 0.7110 0.7110 0.7107
S1 0.7088 0.7088 0.7099 0.7081
S2 0.7074 0.7074 0.7096
S3 0.7037 0.7052 0.7092
S4 0.7001 0.7015 0.7082
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7443 0.7376 0.7159
R3 0.7340 0.7273 0.7131
R2 0.7236 0.7236 0.7121
R1 0.7169 0.7169 0.7112 0.7151
PP 0.7133 0.7133 0.7133 0.7124
S1 0.7066 0.7066 0.7093 0.7048
S2 0.7029 0.7029 0.7084
S3 0.6926 0.6962 0.7074
S4 0.6822 0.6859 0.7046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7200 0.7096 0.0104 1.5% 0.0032 0.5% 6% False True 84,618
10 0.7244 0.7096 0.0148 2.1% 0.0040 0.6% 4% False True 88,244
20 0.7259 0.7096 0.0163 2.3% 0.0032 0.5% 4% False True 79,315
40 0.7467 0.7096 0.0371 5.2% 0.0033 0.5% 2% False True 82,932
60 0.7467 0.7096 0.0371 5.2% 0.0032 0.5% 2% False True 72,264
80 0.7467 0.7096 0.0371 5.2% 0.0031 0.4% 2% False True 54,387
100 0.7467 0.7096 0.0371 5.2% 0.0030 0.4% 2% False True 43,586
120 0.7467 0.7096 0.0371 5.2% 0.0030 0.4% 2% False True 36,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7288
2.618 0.7228
1.618 0.7192
1.000 0.7169
0.618 0.7155
HIGH 0.7133
0.618 0.7119
0.500 0.7114
0.382 0.7110
LOW 0.7096
0.618 0.7073
1.000 0.7060
1.618 0.7037
2.618 0.7000
4.250 0.6941
Fisher Pivots for day following 15-Nov-2024
Pivot 1 day 3 day
R1 0.7114 0.7141
PP 0.7110 0.7128
S1 0.7106 0.7115

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

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