CME Canadian Dollar Future December 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 0.7280 0.7294 0.0015 0.2% 0.7261
High 0.7311 0.7309 -0.0002 0.0% 0.7282
Low 0.7279 0.7293 0.0015 0.2% 0.7228
Close 0.7300 0.7308 0.0009 0.1% 0.7236
Range 0.0033 0.0016 -0.0017 -50.8% 0.0054
ATR 0.0031 0.0030 -0.0001 -3.5% 0.0000
Volume 448 727 279 62.3% 3,246
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7351 0.7346 0.7317
R3 0.7335 0.7330 0.7312
R2 0.7319 0.7319 0.7311
R1 0.7314 0.7314 0.7309 0.7317
PP 0.7303 0.7303 0.7303 0.7305
S1 0.7298 0.7298 0.7307 0.7301
S2 0.7287 0.7287 0.7305
S3 0.7271 0.7282 0.7304
S4 0.7255 0.7266 0.7299
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 0.7311 0.7195 0.0117 1.6% 0.0039 0.5% 97% False False 807
10 0.7311 0.7195 0.0117 1.6% 0.0034 0.5% 97% False False 664
20 0.7375 0.7195 0.0180 2.5% 0.0029 0.4% 63% False False 550
40 0.7408 0.7195 0.0213 2.9% 0.0028 0.4% 53% False False 491
60 0.7408 0.7195 0.0213 2.9% 0.0027 0.4% 53% False False 347
80 0.7408 0.7195 0.0213 2.9% 0.0025 0.3% 53% False False 274
100 0.7445 0.7195 0.0250 3.4% 0.0026 0.4% 45% False False 229
120 0.7471 0.7195 0.0276 3.8% 0.0024 0.3% 41% False False 196
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7377
2.618 0.7351
1.618 0.7335
1.000 0.7325
0.618 0.7319
HIGH 0.7309
0.618 0.7303
0.500 0.7301
0.382 0.7299
LOW 0.7293
0.618 0.7283
1.000 0.7277
1.618 0.7267
2.618 0.7251
4.250 0.7225
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 0.7306 0.7298
PP 0.7303 0.7287
S1 0.7301 0.7277

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

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