CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 04-Dec-2024
Day Change Summary
Previous Current
03-Dec-2024 04-Dec-2024 Change Change % Previous Week
Open 0.7125 0.7112 -0.0014 -0.2% 0.7169
High 0.7142 0.7119 -0.0023 -0.3% 0.7185
Low 0.7108 0.7103 -0.0005 -0.1% 0.7058
Close 0.7111 0.7113 0.0003 0.0% 0.7147
Range 0.0035 0.0016 -0.0019 -53.6% 0.0127
ATR 0.0039 0.0038 -0.0002 -4.2% 0.0000
Volume 75,735 99,780 24,045 31.7% 441,567
Daily Pivots for day following 04-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.7160 0.7152 0.7122
R3 0.7144 0.7136 0.7117
R2 0.7128 0.7128 0.7116
R1 0.7120 0.7120 0.7114 0.7124
PP 0.7112 0.7112 0.7112 0.7114
S1 0.7104 0.7104 0.7112 0.7108
S2 0.7096 0.7096 0.7110
S3 0.7080 0.7088 0.7109
S4 0.7064 0.7072 0.7104
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 0.7156 0.7101 0.0055 0.8% 0.0033 0.5% 22% False False 89,411
10 0.7185 0.7058 0.0127 1.8% 0.0039 0.6% 43% False False 92,752
20 0.7243 0.7058 0.0185 2.6% 0.0041 0.6% 30% False False 90,977
40 0.7343 0.7058 0.0285 4.0% 0.0034 0.5% 19% False False 84,422
60 0.7467 0.7058 0.0409 5.7% 0.0034 0.5% 13% False False 87,771
80 0.7467 0.7058 0.0409 5.7% 0.0033 0.5% 13% False False 67,975
100 0.7467 0.7058 0.0409 5.7% 0.0032 0.4% 13% False False 54,487
120 0.7467 0.7058 0.0409 5.7% 0.0031 0.4% 13% False False 45,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7187
2.618 0.7161
1.618 0.7145
1.000 0.7135
0.618 0.7129
HIGH 0.7119
0.618 0.7113
0.500 0.7111
0.382 0.7109
LOW 0.7103
0.618 0.7093
1.000 0.7087
1.618 0.7077
2.618 0.7061
4.250 0.7035
Fisher Pivots for day following 04-Dec-2024
Pivot 1 day 3 day
R1 0.7112 0.7125
PP 0.7112 0.7121
S1 0.7111 0.7117

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

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