CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 08-Aug-2024
Day Change Summary
Previous Current
07-Aug-2024 08-Aug-2024 Change Change % Previous Week
Open 0.7266 0.7277 0.0011 0.1% 0.7237
High 0.7297 0.7294 -0.0003 0.0% 0.7265
Low 0.7260 0.7273 0.0013 0.2% 0.7210
Close 0.7284 0.7291 0.0008 0.1% 0.7220
Range 0.0037 0.0021 -0.0016 -43.2% 0.0055
ATR 0.0034 0.0033 -0.0001 -2.8% 0.0000
Volume 96,137 80,998 -15,139 -15.7% 484,612
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7349 0.7341 0.7303
R3 0.7328 0.7320 0.7297
R2 0.7307 0.7307 0.7295
R1 0.7299 0.7299 0.7293 0.7303
PP 0.7286 0.7286 0.7286 0.7288
S1 0.7278 0.7278 0.7289 0.7282
S2 0.7265 0.7265 0.7287
S3 0.7244 0.7257 0.7285
S4 0.7223 0.7236 0.7279
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7396 0.7363 0.7250
R3 0.7341 0.7308 0.7235
R2 0.7286 0.7286 0.7230
R1 0.7253 0.7253 0.7225 0.7242
PP 0.7231 0.7231 0.7231 0.7226
S1 0.7198 0.7198 0.7215 0.7187
S2 0.7176 0.7176 0.7210
S3 0.7121 0.7143 0.7205
S4 0.7066 0.7088 0.7190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7297 0.7179 0.0118 1.6% 0.0043 0.6% 95% False False 112,613
10 0.7297 0.7179 0.0118 1.6% 0.0037 0.5% 95% False False 100,018
20 0.7359 0.7179 0.0180 2.5% 0.0031 0.4% 62% False False 91,714
40 0.7392 0.7179 0.0213 2.9% 0.0031 0.4% 53% False False 97,013
60 0.7392 0.7179 0.0213 2.9% 0.0031 0.4% 53% False False 67,908
80 0.7392 0.7179 0.0213 2.9% 0.0032 0.4% 53% False False 51,023
100 0.7446 0.7179 0.0267 3.7% 0.0032 0.4% 42% False False 40,882
120 0.7464 0.7179 0.0285 3.9% 0.0029 0.4% 39% False False 34,086
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7383
2.618 0.7349
1.618 0.7328
1.000 0.7315
0.618 0.7307
HIGH 0.7294
0.618 0.7286
0.500 0.7284
0.382 0.7281
LOW 0.7273
0.618 0.7260
1.000 0.7252
1.618 0.7239
2.618 0.7218
4.250 0.7184
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 0.7289 0.7281
PP 0.7286 0.7271
S1 0.7284 0.7261

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

View Archives - Comment on this page... - Back to Index of Symbols