CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7304 |
0.7321 |
0.0018 |
0.2% |
0.7234 |
| High |
0.7321 |
0.7330 |
0.0010 |
0.1% |
0.7315 |
| Low |
0.7300 |
0.7312 |
0.0012 |
0.2% |
0.7195 |
| Close |
0.7318 |
0.7319 |
0.0001 |
0.0% |
0.7308 |
| Range |
0.0021 |
0.0018 |
-0.0003 |
-12.2% |
0.0120 |
| ATR |
0.0028 |
0.0028 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
292 |
439 |
147 |
50.3% |
3,457 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7364 |
0.7328 |
|
| R3 |
0.7356 |
0.7346 |
0.7323 |
|
| R2 |
0.7338 |
0.7338 |
0.7322 |
|
| R1 |
0.7328 |
0.7328 |
0.7320 |
0.7324 |
| PP |
0.7320 |
0.7320 |
0.7320 |
0.7318 |
| S1 |
0.7310 |
0.7310 |
0.7317 |
0.7306 |
| S2 |
0.7302 |
0.7302 |
0.7315 |
|
| S3 |
0.7284 |
0.7292 |
0.7314 |
|
| S4 |
0.7266 |
0.7274 |
0.7309 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7590 |
0.7374 |
|
| R3 |
0.7512 |
0.7470 |
0.7341 |
|
| R2 |
0.7392 |
0.7392 |
0.7330 |
|
| R1 |
0.7350 |
0.7350 |
0.7319 |
0.7371 |
| PP |
0.7272 |
0.7272 |
0.7272 |
0.7283 |
| S1 |
0.7230 |
0.7230 |
0.7297 |
0.7251 |
| S2 |
0.7152 |
0.7152 |
0.7286 |
|
| S3 |
0.7032 |
0.7110 |
0.7275 |
|
| S4 |
0.6912 |
0.6990 |
0.7242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7330 |
0.7290 |
0.0040 |
0.5% |
0.0019 |
0.3% |
71% |
True |
False |
438 |
| 10 |
0.7330 |
0.7195 |
0.0136 |
1.9% |
0.0032 |
0.4% |
92% |
True |
False |
670 |
| 20 |
0.7343 |
0.7195 |
0.0148 |
2.0% |
0.0028 |
0.4% |
84% |
False |
False |
525 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
58% |
False |
False |
492 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
58% |
False |
False |
367 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0025 |
0.3% |
58% |
False |
False |
289 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0026 |
0.3% |
50% |
False |
False |
243 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0024 |
0.3% |
45% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7407 |
|
2.618 |
0.7377 |
|
1.618 |
0.7359 |
|
1.000 |
0.7348 |
|
0.618 |
0.7341 |
|
HIGH |
0.7330 |
|
0.618 |
0.7323 |
|
0.500 |
0.7321 |
|
0.382 |
0.7319 |
|
LOW |
0.7312 |
|
0.618 |
0.7301 |
|
1.000 |
0.7294 |
|
1.618 |
0.7283 |
|
2.618 |
0.7265 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7321 |
0.7317 |
| PP |
0.7320 |
0.7316 |
| S1 |
0.7319 |
0.7315 |
|