CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 29-Nov-2024
Day Change Summary
Previous Current
27-Nov-2024 29-Nov-2024 Change Change % Previous Week
Open 0.7120 0.7133 0.0013 0.2% 0.7169
High 0.7142 0.7156 0.0014 0.2% 0.7185
Low 0.7108 0.7123 0.0016 0.2% 0.7058
Close 0.7131 0.7147 0.0016 0.2% 0.7147
Range 0.0035 0.0033 -0.0002 -4.3% 0.0127
ATR 0.0039 0.0039 0.0000 -1.2% 0.0000
Volume 86,889 93,787 6,898 7.9% 441,567
Daily Pivots for day following 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7241 0.7227 0.7165
R3 0.7208 0.7194 0.7156
R2 0.7175 0.7175 0.7153
R1 0.7161 0.7161 0.7150 0.7168
PP 0.7142 0.7142 0.7142 0.7146
S1 0.7128 0.7128 0.7144 0.7135
S2 0.7109 0.7109 0.7141
S3 0.7076 0.7095 0.7138
S4 0.7043 0.7062 0.7129
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 0.7511 0.7456 0.7217
R3 0.7384 0.7329 0.7182
R2 0.7257 0.7257 0.7170
R1 0.7202 0.7202 0.7159 0.7166
PP 0.7130 0.7130 0.7130 0.7112
S1 0.7075 0.7075 0.7135 0.7039
S2 0.7003 0.7003 0.7124
S3 0.6876 0.6948 0.7112
S4 0.6749 0.6821 0.7077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7185 0.7058 0.0127 1.8% 0.0048 0.7% 70% False False 104,997
10 0.7185 0.7058 0.0127 1.8% 0.0042 0.6% 70% False False 92,576
20 0.7244 0.7058 0.0186 2.6% 0.0041 0.6% 48% False False 89,225
40 0.7396 0.7058 0.0338 4.7% 0.0034 0.5% 26% False False 83,900
60 0.7467 0.7058 0.0409 5.7% 0.0034 0.5% 22% False False 85,058
80 0.7467 0.7058 0.0409 5.7% 0.0032 0.4% 22% False False 64,663
100 0.7467 0.7058 0.0409 5.7% 0.0032 0.4% 22% False False 51,836
120 0.7467 0.7058 0.0409 5.7% 0.0031 0.4% 22% False False 43,267
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7296
2.618 0.7242
1.618 0.7209
1.000 0.7189
0.618 0.7176
HIGH 0.7156
0.618 0.7143
0.500 0.7140
0.382 0.7136
LOW 0.7123
0.618 0.7103
1.000 0.7090
1.618 0.7070
2.618 0.7037
4.250 0.6983
Fisher Pivots for day following 29-Nov-2024
Pivot 1 day 3 day
R1 0.7145 0.7134
PP 0.7142 0.7121
S1 0.7140 0.7108

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

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