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
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 0.0009
Narrowest range in 2 trading days
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

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

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