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 |
|
|
|
| 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 |
|