CME Canadian Dollar Future December 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 0.7321 0.7313 -0.0008 -0.1% 0.7234
High 0.7330 0.7327 -0.0003 0.0% 0.7315
Low 0.7312 0.7305 -0.0007 -0.1% 0.7195
Close 0.7319 0.7312 -0.0007 -0.1% 0.7308
Range 0.0018 0.0022 0.0004 22.2% 0.0120
ATR 0.0028 0.0027 0.0000 -1.4% 0.0000
Volume 439 1,128 689 156.9% 3,457
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 0.7381 0.7368 0.7324
R3 0.7359 0.7346 0.7318
R2 0.7337 0.7337 0.7316
R1 0.7324 0.7324 0.7314 0.7320
PP 0.7315 0.7315 0.7315 0.7312
S1 0.7302 0.7302 0.7310 0.7298
S2 0.7293 0.7293 0.7308
S3 0.7271 0.7280 0.7306
S4 0.7249 0.7258 0.7300
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% 0.0020 0.3% 55% False False 518
10 0.7330 0.7195 0.0136 1.9% 0.0030 0.4% 87% False False 662
20 0.7330 0.7195 0.0136 1.9% 0.0028 0.4% 87% False False 574
40 0.7408 0.7195 0.0213 2.9% 0.0027 0.4% 55% False False 519
60 0.7408 0.7195 0.0213 2.9% 0.0027 0.4% 55% False False 386
80 0.7408 0.7195 0.0213 2.9% 0.0025 0.3% 55% False False 303
100 0.7445 0.7195 0.0250 3.4% 0.0025 0.3% 47% False False 254
120 0.7471 0.7195 0.0276 3.8% 0.0024 0.3% 43% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7421
2.618 0.7385
1.618 0.7363
1.000 0.7349
0.618 0.7341
HIGH 0.7327
0.618 0.7319
0.500 0.7316
0.382 0.7313
LOW 0.7305
0.618 0.7291
1.000 0.7283
1.618 0.7269
2.618 0.7247
4.250 0.7212
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 0.7316 0.7315
PP 0.7315 0.7314
S1 0.7313 0.7313

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

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