CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 0.7272 0.7231 -0.0041 -0.6% 0.7261
High 0.7280 0.7255 -0.0025 -0.3% 0.7282
Low 0.7230 0.7228 -0.0003 0.0% 0.7228
Close 0.7230 0.7236 0.0006 0.1% 0.7236
Range 0.0050 0.0028 -0.0023 -45.0% 0.0054
ATR 0.0027 0.0027 0.0000 0.2% 0.0000
Volume 1,210 1,083 -127 -10.5% 3,246
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7322 0.7306 0.7251
R3 0.7294 0.7279 0.7243
R2 0.7267 0.7267 0.7241
R1 0.7251 0.7251 0.7238 0.7259
PP 0.7239 0.7239 0.7239 0.7243
S1 0.7224 0.7224 0.7233 0.7232
S2 0.7212 0.7212 0.7230
S3 0.7184 0.7196 0.7228
S4 0.7157 0.7169 0.7220
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7410 0.7377 0.7265
R3 0.7356 0.7323 0.7250
R2 0.7302 0.7302 0.7245
R1 0.7269 0.7269 0.7240 0.7259
PP 0.7248 0.7248 0.7248 0.7243
S1 0.7215 0.7215 0.7231 0.7205
S2 0.7194 0.7194 0.7226
S3 0.7140 0.7161 0.7221
S4 0.7086 0.7107 0.7206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7282 0.7228 0.0054 0.7% 0.0030 0.4% 15% False True 649
10 0.7323 0.7228 0.0095 1.3% 0.0027 0.4% 8% False True 541
20 0.7408 0.7228 0.0180 2.5% 0.0024 0.3% 4% False True 444
40 0.7408 0.7228 0.0180 2.5% 0.0026 0.4% 4% False True 427
60 0.7408 0.7228 0.0180 2.5% 0.0025 0.3% 4% False True 301
80 0.7408 0.7228 0.0180 2.5% 0.0025 0.3% 4% False True 242
100 0.7457 0.7228 0.0229 3.2% 0.0025 0.3% 3% False True 201
120 0.7471 0.7228 0.0243 3.4% 0.0023 0.3% 3% False True 172
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7327
1.618 0.7299
1.000 0.7283
0.618 0.7272
HIGH 0.7255
0.618 0.7244
0.500 0.7241
0.382 0.7238
LOW 0.7228
0.618 0.7211
1.000 0.7200
1.618 0.7183
2.618 0.7156
4.250 0.7111
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 0.7241 0.7255
PP 0.7239 0.7248
S1 0.7237 0.7242

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

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