CME Canadian Dollar Future September 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 0.7303 0.7298 -0.0005 -0.1% 0.7218
High 0.7313 0.7310 -0.0004 0.0% 0.7298
Low 0.7294 0.7286 -0.0008 -0.1% 0.7179
Close 0.7301 0.7294 -0.0007 -0.1% 0.7290
Range 0.0020 0.0024 0.0004 20.5% 0.0119
ATR 0.0030 0.0030 0.0000 -1.6% 0.0000
Volume 69,184 87,431 18,247 26.4% 498,537
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7367 0.7354 0.7306
R3 0.7343 0.7330 0.7300
R2 0.7320 0.7320 0.7298
R1 0.7307 0.7307 0.7296 0.7302
PP 0.7296 0.7296 0.7296 0.7294
S1 0.7283 0.7283 0.7291 0.7278
S2 0.7273 0.7273 0.7289
S3 0.7249 0.7260 0.7287
S4 0.7226 0.7236 0.7281
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7613 0.7570 0.7355
R3 0.7494 0.7451 0.7323
R2 0.7375 0.7375 0.7312
R1 0.7332 0.7332 0.7301 0.7354
PP 0.7256 0.7256 0.7256 0.7266
S1 0.7213 0.7213 0.7279 0.7235
S2 0.7137 0.7137 0.7268
S3 0.7018 0.7094 0.7257
S4 0.6899 0.6975 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7313 0.7270 0.0044 0.6% 0.0022 0.3% 55% False False 66,099
10 0.7313 0.7179 0.0134 1.8% 0.0032 0.4% 85% False False 89,356
20 0.7313 0.7179 0.0134 1.8% 0.0030 0.4% 85% False False 87,839
40 0.7392 0.7179 0.0213 2.9% 0.0030 0.4% 54% False False 90,552
60 0.7392 0.7179 0.0213 2.9% 0.0031 0.4% 54% False False 73,345
80 0.7392 0.7179 0.0213 2.9% 0.0031 0.4% 54% False False 55,129
100 0.7437 0.7179 0.0258 3.5% 0.0032 0.4% 44% False False 44,179
120 0.7464 0.7179 0.0285 3.9% 0.0030 0.4% 40% False False 36,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7409
2.618 0.7371
1.618 0.7348
1.000 0.7333
0.618 0.7324
HIGH 0.7310
0.618 0.7301
0.500 0.7298
0.382 0.7295
LOW 0.7286
0.618 0.7271
1.000 0.7263
1.618 0.7248
2.618 0.7224
4.250 0.7186
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 0.7298 0.7298
PP 0.7296 0.7296
S1 0.7295 0.7295

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

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