CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 0.7234 0.7258 0.0025 0.3% 0.7261
High 0.7262 0.7294 0.0032 0.4% 0.7282
Low 0.7195 0.7242 0.0048 0.7% 0.7228
Close 0.7254 0.7288 0.0035 0.5% 0.7236
Range 0.0068 0.0052 -0.0016 -23.0% 0.0054
ATR 0.0030 0.0031 0.0002 5.3% 0.0000
Volume 1,089 689 -400 -36.7% 3,246
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7431 0.7411 0.7317
R3 0.7379 0.7359 0.7302
R2 0.7327 0.7327 0.7298
R1 0.7307 0.7307 0.7293 0.7317
PP 0.7275 0.7275 0.7275 0.7280
S1 0.7255 0.7255 0.7283 0.7265
S2 0.7223 0.7223 0.7278
S3 0.7171 0.7203 0.7274
S4 0.7119 0.7151 0.7259
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 0.7294 0.7195 0.0100 1.4% 0.0047 0.6% 94% True False 914
10 0.7294 0.7195 0.0100 1.4% 0.0034 0.5% 94% True False 653
20 0.7408 0.7195 0.0213 2.9% 0.0029 0.4% 44% False False 517
40 0.7408 0.7195 0.0213 2.9% 0.0027 0.4% 44% False False 468
60 0.7408 0.7195 0.0213 2.9% 0.0026 0.4% 44% False False 330
80 0.7408 0.7195 0.0213 2.9% 0.0026 0.4% 44% False False 261
100 0.7454 0.7195 0.0260 3.6% 0.0026 0.4% 36% False False 218
120 0.7471 0.7195 0.0276 3.8% 0.0023 0.3% 34% False False 186
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7430
1.618 0.7378
1.000 0.7346
0.618 0.7326
HIGH 0.7294
0.618 0.7274
0.500 0.7268
0.382 0.7262
LOW 0.7242
0.618 0.7210
1.000 0.7190
1.618 0.7158
2.618 0.7106
4.250 0.7021
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 0.7281 0.7273
PP 0.7275 0.7259
S1 0.7268 0.7244

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

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