CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 0.7119 0.7105 -0.0014 -0.2% 0.7197
High 0.7133 0.7148 0.0015 0.2% 0.7200
Low 0.7096 0.7097 0.0001 0.0% 0.7096
Close 0.7103 0.7140 0.0038 0.5% 0.7103
Range 0.0037 0.0051 0.0014 38.4% 0.0104
ATR 0.0034 0.0035 0.0001 3.4% 0.0000
Volume 97,746 73,075 -24,671 -25.2% 423,092
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7280 0.7260 0.7168
R3 0.7229 0.7210 0.7154
R2 0.7179 0.7179 0.7149
R1 0.7159 0.7159 0.7145 0.7169
PP 0.7128 0.7128 0.7128 0.7133
S1 0.7109 0.7109 0.7135 0.7119
S2 0.7078 0.7078 0.7131
S3 0.7027 0.7058 0.7126
S4 0.6977 0.7008 0.7112
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 0.7193 0.7096 0.0097 1.4% 0.0038 0.5% 46% False False 89,082
10 0.7244 0.7096 0.0148 2.1% 0.0042 0.6% 30% False False 87,116
20 0.7252 0.7096 0.0156 2.2% 0.0034 0.5% 28% False False 80,261
40 0.7467 0.7096 0.0371 5.2% 0.0032 0.5% 12% False False 82,331
60 0.7467 0.7096 0.0371 5.2% 0.0032 0.4% 12% False False 73,409
80 0.7467 0.7096 0.0371 5.2% 0.0032 0.4% 12% False False 55,295
100 0.7467 0.7096 0.0371 5.2% 0.0031 0.4% 12% False False 44,315
120 0.7467 0.7096 0.0371 5.2% 0.0030 0.4% 12% False False 36,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7362
2.618 0.7280
1.618 0.7229
1.000 0.7198
0.618 0.7179
HIGH 0.7148
0.618 0.7128
0.500 0.7122
0.382 0.7116
LOW 0.7097
0.618 0.7066
1.000 0.7047
1.618 0.7015
2.618 0.6965
4.250 0.6882
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 0.7134 0.7135
PP 0.7128 0.7131
S1 0.7122 0.7126

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

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