CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 05-Dec-2024
Day Change Summary
Previous Current
04-Dec-2024 05-Dec-2024 Change Change % Previous Week
Open 0.7112 0.7109 -0.0003 0.0% 0.7169
High 0.7119 0.7141 0.0022 0.3% 0.7185
Low 0.7103 0.7106 0.0003 0.0% 0.7058
Close 0.7113 0.7132 0.0019 0.3% 0.7147
Range 0.0016 0.0035 0.0019 118.8% 0.0127
ATR 0.0038 0.0037 0.0000 -0.5% 0.0000
Volume 99,780 75,432 -24,348 -24.4% 441,567
Daily Pivots for day following 05-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.7231 0.7217 0.7151
R3 0.7196 0.7182 0.7142
R2 0.7161 0.7161 0.7138
R1 0.7147 0.7147 0.7135 0.7154
PP 0.7126 0.7126 0.7126 0.7130
S1 0.7112 0.7112 0.7129 0.7119
S2 0.7091 0.7091 0.7126
S3 0.7056 0.7077 0.7122
S4 0.7021 0.7042 0.7113
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% 56% False False 87,120
10 0.7185 0.7058 0.0127 1.8% 0.0040 0.6% 58% False False 94,048
20 0.7233 0.7058 0.0175 2.4% 0.0039 0.5% 42% False False 87,650
40 0.7310 0.7058 0.0252 3.5% 0.0034 0.5% 29% False False 84,228
60 0.7467 0.7058 0.0409 5.7% 0.0034 0.5% 18% False False 86,543
80 0.7467 0.7058 0.0409 5.7% 0.0033 0.5% 18% False False 68,914
100 0.7467 0.7058 0.0409 5.7% 0.0032 0.4% 18% False False 55,236
120 0.7467 0.7058 0.0409 5.7% 0.0031 0.4% 18% False False 46,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7289
2.618 0.7232
1.618 0.7197
1.000 0.7176
0.618 0.7162
HIGH 0.7141
0.618 0.7127
0.500 0.7123
0.382 0.7119
LOW 0.7106
0.618 0.7084
1.000 0.7071
1.618 0.7049
2.618 0.7014
4.250 0.6957
Fisher Pivots for day following 05-Dec-2024
Pivot 1 day 3 day
R1 0.7129 0.7129
PP 0.7126 0.7126
S1 0.7123 0.7123

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

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