CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7308 |
-0.0005 |
-0.1% |
0.7308 |
| High |
0.7327 |
0.7337 |
0.0010 |
0.1% |
0.7337 |
| Low |
0.7305 |
0.7305 |
0.0000 |
0.0% |
0.7300 |
| Close |
0.7312 |
0.7331 |
0.0019 |
0.3% |
0.7331 |
| Range |
0.0022 |
0.0032 |
0.0010 |
43.2% |
0.0037 |
| ATR |
0.0027 |
0.0027 |
0.0000 |
1.2% |
0.0000 |
| Volume |
1,128 |
663 |
-465 |
-41.2% |
2,750 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7419 |
0.7406 |
0.7348 |
|
| R3 |
0.7387 |
0.7375 |
0.7339 |
|
| R2 |
0.7356 |
0.7356 |
0.7336 |
|
| R1 |
0.7343 |
0.7343 |
0.7333 |
0.7349 |
| PP |
0.7324 |
0.7324 |
0.7324 |
0.7327 |
| S1 |
0.7312 |
0.7312 |
0.7328 |
0.7318 |
| S2 |
0.7293 |
0.7293 |
0.7325 |
|
| S3 |
0.7261 |
0.7280 |
0.7322 |
|
| S4 |
0.7230 |
0.7249 |
0.7313 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7433 |
0.7419 |
0.7351 |
|
| R3 |
0.7396 |
0.7382 |
0.7341 |
|
| R2 |
0.7359 |
0.7359 |
0.7337 |
|
| R1 |
0.7345 |
0.7345 |
0.7334 |
0.7352 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7326 |
| S1 |
0.7308 |
0.7308 |
0.7327 |
0.7315 |
| S2 |
0.7285 |
0.7285 |
0.7324 |
|
| S3 |
0.7248 |
0.7271 |
0.7320 |
|
| S4 |
0.7211 |
0.7234 |
0.7310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7337 |
0.7300 |
0.0037 |
0.5% |
0.0021 |
0.3% |
84% |
True |
False |
550 |
| 10 |
0.7337 |
0.7195 |
0.0142 |
1.9% |
0.0030 |
0.4% |
96% |
True |
False |
620 |
| 20 |
0.7337 |
0.7195 |
0.0142 |
1.9% |
0.0028 |
0.4% |
96% |
True |
False |
581 |
| 40 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
64% |
False |
False |
531 |
| 60 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0027 |
0.4% |
64% |
False |
False |
396 |
| 80 |
0.7408 |
0.7195 |
0.0213 |
2.9% |
0.0026 |
0.3% |
64% |
False |
False |
311 |
| 100 |
0.7445 |
0.7195 |
0.0250 |
3.4% |
0.0025 |
0.3% |
54% |
False |
False |
260 |
| 120 |
0.7471 |
0.7195 |
0.0276 |
3.8% |
0.0024 |
0.3% |
49% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7470 |
|
2.618 |
0.7419 |
|
1.618 |
0.7387 |
|
1.000 |
0.7368 |
|
0.618 |
0.7356 |
|
HIGH |
0.7337 |
|
0.618 |
0.7324 |
|
0.500 |
0.7321 |
|
0.382 |
0.7317 |
|
LOW |
0.7305 |
|
0.618 |
0.7286 |
|
1.000 |
0.7274 |
|
1.618 |
0.7254 |
|
2.618 |
0.7223 |
|
4.250 |
0.7171 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7327 |
| PP |
0.7324 |
0.7324 |
| S1 |
0.7321 |
0.7321 |
|