CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 0.7250 0.7272 0.0022 0.3% 0.7316
High 0.7282 0.7280 -0.0002 0.0% 0.7323
Low 0.7246 0.7230 -0.0016 -0.2% 0.7250
Close 0.7278 0.7230 -0.0048 -0.7% 0.7256
Range 0.0036 0.0050 0.0014 38.9% 0.0073
ATR 0.0025 0.0027 0.0002 7.1% 0.0000
Volume 500 1,210 710 142.0% 2,173
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7397 0.7363 0.7258
R3 0.7347 0.7313 0.7244
R2 0.7297 0.7297 0.7239
R1 0.7263 0.7263 0.7235 0.7255
PP 0.7247 0.7247 0.7247 0.7243
S1 0.7213 0.7213 0.7225 0.7205
S2 0.7197 0.7197 0.7221
S3 0.7147 0.7163 0.7216
S4 0.7097 0.7113 0.7203
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 0.7495 0.7448 0.7296
R3 0.7422 0.7375 0.7276
R2 0.7349 0.7349 0.7269
R1 0.7302 0.7302 0.7262 0.7289
PP 0.7276 0.7276 0.7276 0.7269
S1 0.7229 0.7229 0.7249 0.7216
S2 0.7203 0.7203 0.7242
S3 0.7130 0.7156 0.7235
S4 0.7057 0.7083 0.7215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7282 0.7230 0.0052 0.7% 0.0029 0.4% 0% False True 521
10 0.7326 0.7230 0.0096 1.3% 0.0026 0.4% 0% False True 487
20 0.7408 0.7230 0.0178 2.5% 0.0024 0.3% 0% False True 413
40 0.7408 0.7230 0.0178 2.5% 0.0026 0.4% 0% False True 402
60 0.7408 0.7230 0.0178 2.5% 0.0025 0.3% 0% False True 285
80 0.7408 0.7230 0.0178 2.5% 0.0025 0.3% 0% False True 229
100 0.7457 0.7230 0.0227 3.1% 0.0025 0.3% 0% False True 191
120 0.7471 0.7230 0.0241 3.3% 0.0023 0.3% 0% False True 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 0.7493
2.618 0.7411
1.618 0.7361
1.000 0.7330
0.618 0.7311
HIGH 0.7280
0.618 0.7261
0.500 0.7255
0.382 0.7249
LOW 0.7230
0.618 0.7199
1.000 0.7180
1.618 0.7149
2.618 0.7099
4.250 0.7018
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 0.7255 0.7256
PP 0.7247 0.7247
S1 0.7238 0.7239

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

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