CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 16-Dec-2024
Day Change Summary
Previous Current
13-Dec-2024 16-Dec-2024 Change Change % Previous Week
Open 0.7036 0.7028 -0.0008 -0.1% 0.7063
High 0.7038 0.7034 -0.0005 -0.1% 0.7098
Low 0.7021 0.7007 -0.0014 -0.2% 0.7021
Close 0.7027 0.7025 -0.0003 0.0% 0.7027
Range 0.0018 0.0027 0.0009 51.4% 0.0078
ATR 0.0039 0.0038 -0.0001 -2.3% 0.0000
Volume 73,588 12,053 -61,535 -83.6% 768,344
Daily Pivots for day following 16-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.7101 0.7089 0.7039
R3 0.7075 0.7063 0.7032
R2 0.7048 0.7048 0.7029
R1 0.7036 0.7036 0.7027 0.7029
PP 0.7022 0.7022 0.7022 0.7018
S1 0.7010 0.7010 0.7022 0.7003
S2 0.6995 0.6995 0.7020
S3 0.6969 0.6983 0.7017
S4 0.6942 0.6957 0.7010
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 0.7281 0.7232 0.7070
R3 0.7204 0.7154 0.7048
R2 0.7126 0.7126 0.7041
R1 0.7077 0.7077 0.7034 0.7063
PP 0.7049 0.7049 0.7049 0.7042
S1 0.6999 0.6999 0.7020 0.6985
S2 0.6971 0.6971 0.7013
S3 0.6894 0.6922 0.7006
S4 0.6816 0.6844 0.6984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7084 0.7007 0.0077 1.1% 0.0034 0.5% 23% False True 125,242
10 0.7142 0.7007 0.0135 1.9% 0.0037 0.5% 13% False True 119,357
20 0.7185 0.7007 0.0178 2.5% 0.0040 0.6% 10% False True 105,622
40 0.7259 0.7007 0.0252 3.6% 0.0036 0.5% 7% False True 92,469
60 0.7467 0.7007 0.0460 6.5% 0.0035 0.5% 4% False True 90,495
80 0.7467 0.7007 0.0460 6.5% 0.0034 0.5% 4% False True 80,603
100 0.7467 0.7007 0.0460 6.5% 0.0033 0.5% 4% False True 64,634
120 0.7467 0.7007 0.0460 6.5% 0.0032 0.5% 4% False True 53,926
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7146
2.618 0.7103
1.618 0.7076
1.000 0.7060
0.618 0.7050
HIGH 0.7034
0.618 0.7023
0.500 0.7020
0.382 0.7017
LOW 0.7007
0.618 0.6991
1.000 0.6981
1.618 0.6964
2.618 0.6938
4.250 0.6894
Fisher Pivots for day following 16-Dec-2024
Pivot 1 day 3 day
R1 0.7023 0.7043
PP 0.7022 0.7037
S1 0.7020 0.7031

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

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